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GXTG vs. WBIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXTG vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Thematic Growth ETF (GXTG) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXTG achieves a 1.80% return, which is significantly lower than WBIG's 14.06% return.


GXTG

1D
3.13%
1M
-3.78%
6M
-0.36%
YTD
1.80%
1Y
-4.66%
3Y*
-2.08%
5Y*
-12.79%
10Y*
ALL TIME*
0.19%

WBIG

1D
1.12%
1M
2.66%
6M
11.33%
YTD
14.06%
1Y
22.57%
3Y*
6.47%
5Y*
1.37%
10Y*
4.43%
ALL TIME*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$123.03K$106.22K$198.85K
$1.26M$631.30K$282.54K

GXTG vs. WBIG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
1.80%3.52%-3.55%10.26%-48.08%3.21%61.07%4.74%
WBIG
WBI BullBear Yield 3000 ETF
14.06%-0.39%5.87%-2.68%-7.68%16.04%-3.30%4.02%

Correlation

The correlation between GXTG and WBIG is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.49

The correlation between GXTG and WBIG has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

GXTG vs. WBIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXTG
GXTG Risk / Return Rank: 88
Overall Rank
GXTG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 99
Sortino Ratio Rank
GXTG Omega Ratio Rank: 99
Omega Ratio Rank
GXTG Calmar Ratio Rank: 88
Calmar Ratio Rank
GXTG Martin Ratio Rank: 88
Martin Ratio Rank

WBIG
WBIG Risk / Return Rank: 8888
Overall Rank
WBIG Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 8787
Sortino Ratio Rank
WBIG Omega Ratio Rank: 8686
Omega Ratio Rank
WBIG Calmar Ratio Rank: 9292
Calmar Ratio Rank
WBIG Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXTG vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Thematic Growth ETF (GXTG) and WBI BullBear Yield 3000 ETF (WBIG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GXTGWBIGDifference
Sharpe ratioReturn per unit of total volatility

-2.40

Sortino ratioReturn per unit of downside risk

-3.21

Omega ratioGain probability vs. loss probability

1.00

1.41

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.16

4.48

-4.64

Martin ratioReturn relative to average drawdown

-0.37

14.28

-14.65

GXTG vs. WBIG - Sharpe Ratio Comparison

The current GXTG Sharpe Ratio is -0.15, which is lower than the WBIG Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GXTG and WBIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GXTG vs. WBIG - Drawdown Comparison

The maximum GXTG drawdown since its inception was -67.81%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for GXTG and WBIG.


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Drawdown Indicators


GXTGWBIGDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-25.32%

-42.49%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-5.06%

-24.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.14%

-20.20%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

-25.32%

-35.85%

Max Drawdown (10Y)

Largest decline over 10 years

-25.32%

Current Drawdown

Current decline from peak

-59.76%

-0.11%

-59.65%

Average Drawdown

Average peak-to-trough decline

-43.43%

-10.81%

-32.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

1.58%

+11.13%

Volatility

GXTG vs. WBIG - Volatility Comparison

Global X Thematic Growth ETF (GXTG) has a higher volatility of 13.53% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.15%. This indicates that GXTG's price experiences larger fluctuations and is considered to be riskier than WBIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXTGWBIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

3.15%

+10.38%

Volatility (6M)

Calculated over the trailing 6-month period

25.87%

7.09%

+18.78%

Volatility (1Y)

Calculated over the trailing 1-year period

31.66%

10.10%

+21.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.78%

11.98%

+16.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

11.59%

+18.56%

GXTG vs. WBIG - Expense Ratio Comparison

GXTG has a 0.50% expense ratio, which is lower than WBIG's 1.14% expense ratio.


Dividends

GXTG vs. WBIG - Dividend Comparison

GXTG's dividend yield for the trailing twelve months is around 1.47%, more than WBIG's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
GXTG
Global X Thematic Growth ETF
1.47%1.40%1.08%1.99%1.48%1.56%0.48%0.31%0.00%0.00%0.00%0.00%
WBIG
WBI BullBear Yield 3000 ETF
0.97%1.74%2.05%1.74%1.29%2.94%0.90%1.87%1.20%1.27%0.96%1.41%

Frequently Asked Questions


GXTG and WBIG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXTG has higher volatility (13.53%) compared to WBIG (3.15%). In terms of maximum drawdown, GXTG dropped -67.81% vs WBIG's -25.32%.

On 5-year performance, WBIG leads with 1.37% vs -12.79% for GXTG. On fees, GXTG is cheaper at 0.50% per year. On volatility, WBIG has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WBIG has performed better with a 1.37% return vs -12.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXTG is cheaper with a 0.50% expense ratio, compared with 1.14% for WBIG.

GXTG has the higher dividend yield at 1.47%, compared with 0.97% for WBIG.

They also come from different issuers: Global X and WBI. Their fees differ too: 0.50% for GXTG and 1.14% for WBIG.

WBIG currently has the higher Sharpe Ratio (2.25 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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