IDV vs. WBIG
IDV (iShares International Select Dividend ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. IDV is passively managed, while WBIG is actively managed. Over the past 10 years, IDV returned 10.21%/yr vs 3.86%/yr for WBIG. A 0.57 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 1.14%/yr for WBIG.
Performance
IDV vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 12.42% return, which is significantly higher than WBIG's 9.05% return. Over the past 10 years, IDV has outperformed WBIG with an annualized return of 10.21%, while WBIG has yielded a comparatively lower 3.86% annualized return.
IDV
- 1D
- 0.09%
- 1M
- -0.41%
- YTD
- 12.42%
- 6M
- 15.21%
- 1Y
- 36.70%
- 3Y*
- 25.24%
- 5Y*
- 11.97%
- 10Y*
- 10.21%
WBIG
- 1D
- 0.36%
- 1M
- 3.86%
- YTD
- 9.05%
- 6M
- 8.24%
- 1Y
- 20.44%
- 3Y*
- 6.44%
- 5Y*
- 0.69%
- 10Y*
- 3.86%
IDV vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 12.42% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
WBIG WBI BullBear Yield 3000 ETF | 9.05% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between IDV and WBIG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.57 |
The correlation between IDV and WBIG has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
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Return for Risk
IDV vs. WBIG — Risk / Return Rank
IDV
WBIG
IDV vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.
| IDV | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.38 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 4.05 | +0.28 |
| Martin ratioReturn relative to average drawdown | 16.50 | 12.76 | +3.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDV | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.88 | 2.08 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.06 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.34 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.15 | +0.07 |
Drawdowns
IDV vs. WBIG - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for IDV and WBIG.
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Drawdown Indicators
| IDV | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -25.32% | -44.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -5.06% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -20.20% | +8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -25.32% | -3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -25.32% | -17.18% |
Current DrawdownCurrent decline from peak | -2.71% | -4.50% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -15.40% | -10.92% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.61% | +0.62% |
Volatility
IDV vs. WBIG - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 4.08% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.42%. This indicates that IDV'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
| IDV | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.42% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 6.58% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 9.87% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 12.05% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 11.55% | +6.39% |
IDV vs. WBIG - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
IDV vs. WBIG - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 4.45%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.45% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
WBIG WBI BullBear Yield 3000 ETF | 1.21% | 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
IDV and WBIG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (4.08%) compared to WBIG (3.42%). In terms of maximum drawdown, IDV dropped -70.14% vs WBIG's -25.32%.
On 10-year performance, IDV leads with 10.21% vs 3.86% for WBIG. On fees, IDV is cheaper at 0.49% per year. On volatility, WBIG has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDV has performed better with a 10.21% return vs 3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 1.14% for WBIG.
IDV has the higher dividend yield at 4.45%, compared with 1.21% for WBIG.
They also come from different issuers: iShares and WBI. Their fees differ too: 0.49% for IDV and 1.14% for WBIG.
IDV currently has the higher Sharpe Ratio (2.88 vs 2.08), 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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