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HAIL vs. WBIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HAIL vs. WBIF

Last updated Aug 4, 2026
Documentation

HAIL (SPDR S&P Kensho Smart Mobility ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. HAIL is passively managed, while WBIF is actively managed. Over the past 5 years, HAIL returned -6.32%/yr vs 3.45%/yr for WBIF. Their 0.61 correlation means they have sometimes moved together and sometimes differently. HAIL charges 0.45%/yr vs 1.25%/yr for WBIF.

Performance

HAIL vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAIL achieves a 11.97% return, which is significantly lower than WBIF's 16.58% return.

HAIL

1D
1.90%
1M
-3.51%
6M
7.47%
YTD
11.97%
1Y
24.40%
3Y*
2.93%
5Y*
-6.32%
10Y*
—
ALL TIME*
4.40%

WBIF

1D
0.94%
1M
1.20%
6M
12.75%
YTD
16.58%
1Y
24.78%
3Y*
8.80%
5Y*
3.45%
10Y*
5.86%
ALL TIME*
3.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

HAIL

SPDR S&P Kensho Smart Mobility ETF
$27.63K$158.03K$150.74K

WBIF

WBI BullBear Value 3000 ETF
$831.68K$407.67K$176.49K

HAIL vs. WBIF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HAIL
SPDR S&P Kensho Smart Mobility ETF		11.97%19.62%-6.98%9.65%-45.72%1.95%84.33%30.63%-19.96%-0.65%
WBIF
WBI BullBear Value 3000 ETF		16.58%9.16%3.43%0.49%-8.38%16.56%-2.71%2.68%-4.68%0.34%

Correlation

The correlation between HAIL and WBIF is 0.63, 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.

0.63

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

0.66

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

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2017

0.61

The correlation between HAIL and WBIF has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

HAIL vs. WBIF - Sectors Allocation Comparison

Sectors
HAIL
WBIF

Technology

37.8%
25.6%

Consumer Cyclical

36.2%
15.3%

Industrials

20.3%
16.2%

Communication Services

4.0%
1.3%

Financial Services

3.1%
27.2%

Basic Materials

0.8%
2.8%

Energy

0.8%
4.4%

Consumer Defensive

-

2.0%

Healthcare

-

3.2%

Real Estate

-

-

Utilities

-

2.0%

Technology

HAIL
37.8%
WBIF
25.6%

Consumer Cyclical

HAIL
36.2%
WBIF
15.3%

Industrials

HAIL
20.3%
WBIF
16.2%

Communication Services

HAIL
4.0%
WBIF
1.3%

Financial Services

HAIL
3.1%
WBIF
27.2%

Basic Materials

HAIL
0.8%
WBIF
2.8%

Energy

HAIL
0.8%
WBIF
4.4%

Consumer Defensive

HAIL

-

WBIF
2.0%

Healthcare

HAIL

-

WBIF
3.2%

Real Estate

HAIL

-

WBIF

-

Utilities

HAIL

-

WBIF
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P Kensho Smart Mobility ETF

WBI BullBear Value 3000 ETF

Often compared with HAIL:
HAIL vs. IDRVHAIL vs. KARSHAIL vs. TIMEHAIL vs. MOTOHAIL vs. DRIVHAIL vs. VOOHAIL vs. ^GSPC
Often compared with WBIF:
WBIF vs. SPYWBIF vs. FIXTWBIF vs. WRNDWBIF vs. WBIGWBIF vs. GSWOWBIF vs. USMVWBIF vs. GKAT

Return for Risk

HAIL vs. WBIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
HAIL
HAIL Risk / Return Rank: 3131
Overall Rank
HAIL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 3131
Sortino Ratio Rank
HAIL Omega Ratio Rank: 3030
Omega Ratio Rank
HAIL Calmar Ratio Rank: 3434
Calmar Ratio Rank
HAIL Martin Ratio Rank: 3131
Martin Ratio Rank
WBIF
WBIF Risk / Return Rank: 8383
Overall Rank
WBIF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 8282
Sortino Ratio Rank
WBIF Omega Ratio Rank: 7979
Omega Ratio Rank
WBIF Calmar Ratio Rank: 8888
Calmar Ratio Rank
WBIF Martin Ratio Rank: 8686
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.

HAIL vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) 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.

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.

HAILWBIFDifference
Sharpe ratioReturn per unit of total volatility
0.77
1.97

-1.20

Sortino ratioReturn per unit of downside risk
1.22
2.86

-1.64

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.21

Calmar ratioReturn relative to maximum drawdown

1.18

3.77

-2.59

Martin ratioReturn relative to average drawdown

2.90

13.38

-10.48

HAIL vs. WBIF - Sharpe Ratio Comparison

The current HAIL Sharpe Ratio is 0.77, which is lower than the WBIF Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HAIL and WBIF, 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

HAIL vs. WBIF - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, which is greater than WBIF's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for HAIL and WBIF.

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Drawdown Indicators

HAILWBIFDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-20.29%

-45.69%

Max Drawdown (1Y)

Largest decline over 1 year

-20.80%

-6.60%

-14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-37.18%

-17.16%

-20.02%

Max Drawdown (5Y)

Largest decline over 5 years

-63.01%

-20.29%

-42.72%

Max Drawdown (10Y)

Largest decline over 10 years

—

-20.29%

—

Current Drawdown

Current decline from peak

-40.94%

-0.86%

-40.08%

Average Drawdown

Average peak-to-trough decline

-31.73%

-7.64%

-24.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.43%

1.86%

+6.57%

Volatility

HAIL vs. WBIF - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 9.36% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.72%. This indicates that HAIL'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

HAILWBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

3.72%

+5.64%

Volatility (6M)

Calculated over the trailing 6-month period

25.47%

9.30%

+16.17%

Volatility (1Y)

Calculated over the trailing 1-year period

32.00%

12.66%

+19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.33%

12.90%

+19.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.88%

12.39%

+19.49%

HAIL vs. WBIF - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

HAIL vs. WBIF - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 1.71%, more than WBIF's 0.06% yield.

PositionTTM20252024202320222021202020192018201720162015
HAIL
SPDR S&P Kensho Smart Mobility ETF		1.71%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%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%

Frequently Asked Questions

HAIL and WBIF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAIL has higher volatility (9.36%) compared to WBIF (3.72%). In terms of maximum drawdown, HAIL dropped -65.98% vs WBIF's -20.29%.

On 5-year performance, WBIF leads with 3.45% vs -6.32% for HAIL. On fees, HAIL is cheaper at 0.45% per year. On volatility, WBIF has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WBIF has performed better with a 3.45% return vs -6.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAIL is cheaper with a 0.45% expense ratio, compared with 1.25% for WBIF.

HAIL has the higher dividend yield at 1.71%, compared with 0.06% for WBIF.

They also come from different issuers: State Street and WBI. Their fees differ too: 0.45% for HAIL and 1.25% for WBIF.

WBIF currently has the higher Sharpe Ratio (1.97 vs 0.77), 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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