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GSWO vs. WBIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSWO vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta World Equity ETF (GSWO) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

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GSWO vs. WBIF - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSWO
Goldman Sachs ActiveBeta World Equity ETF
-1.23%18.97%15.29%16.28%-6.15%
WBIF
WBI BullBear Value 3000 ETF
1.40%9.16%3.43%0.49%-10.20%

Returns By Period

In the year-to-date period, GSWO achieves a -1.23% return, which is significantly lower than WBIF's 1.40% return.


GSWO

1D
0.96%
1M
-4.41%
YTD
-1.23%
6M
0.51%
1Y
11.88%
3Y*
14.90%
5Y*
10Y*

WBIF

1D
0.47%
1M
-4.81%
YTD
1.40%
6M
0.39%
1Y
8.81%
3Y*
6.18%
5Y*
1.67%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSWO vs. WBIF - Expense Ratio Comparison

GSWO has a 0.25% expense ratio, which is lower than WBIF's 1.25% expense ratio.


Return for Risk

GSWO vs. WBIF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSWO
GSWO Risk / Return Rank: 4646
Overall Rank
GSWO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GSWO Sortino Ratio Rank: 4444
Sortino Ratio Rank
GSWO Omega Ratio Rank: 4646
Omega Ratio Rank
GSWO Calmar Ratio Rank: 4444
Calmar Ratio Rank
GSWO Martin Ratio Rank: 5353
Martin Ratio Rank

WBIF
WBIF Risk / Return Rank: 2828
Overall Rank
WBIF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 2828
Sortino Ratio Rank
WBIF Omega Ratio Rank: 2828
Omega Ratio Rank
WBIF Calmar Ratio Rank: 2727
Calmar Ratio Rank
WBIF Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSWO vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) and WBI BullBear Value 3000 ETF (WBIF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GSWOWBIFDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.62

+0.26

Sortino ratio

Return per unit of downside risk

1.30

0.88

+0.41

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.30

0.74

+0.57

Martin ratio

Return relative to average drawdown

5.82

2.67

+3.15

GSWO vs. WBIF - Sharpe Ratio Comparison

The current GSWO Sharpe Ratio is 0.88, which is higher than the WBIF Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GSWO and WBIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSWOWBIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.62

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.24

+0.55

Correlation

The correlation between GSWO and WBIF is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSWO vs. WBIF - Dividend Comparison

GSWO's dividend yield for the trailing twelve months is around 1.81%, more than WBIF's 0.06% yield.


TTM20252024202320222021202020192018201720162015
GSWO
Goldman Sachs ActiveBeta World Equity ETF
1.81%1.74%1.75%2.06%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBIF
WBI BullBear Value 3000 ETF
0.06%0.14%1.17%0.82%0.96%2.59%0.09%1.04%0.77%0.75%0.67%0.86%

Drawdowns

GSWO vs. WBIF - Drawdown Comparison

The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GSWO and WBIF.


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Drawdown Indicators


GSWOWBIFDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-20.29%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-12.51%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-20.29%

Current Drawdown

Current decline from peak

-5.41%

-4.81%

-0.60%

Average Drawdown

Average peak-to-trough decline

-3.35%

-7.83%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.46%

-1.33%

Volatility

GSWO vs. WBIF - Volatility Comparison

Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a higher volatility of 5.67% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.36%. This indicates that GSWO's price experiences larger fluctuations and is considered to be riskier than WBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSWOWBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

3.36%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

9.03%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

14.34%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

12.82%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

12.24%

+0.74%