IGTR vs. WBIG
IGTR (Innovator Gradient Tactical Rotation Strategy ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, IGTR returned 16.75%/yr vs 6.44%/yr for WBIG. A 0.65 correlation means they provide meaningful diversification when combined. IGTR charges 0.80%/yr vs 1.14%/yr for WBIG.
Performance
IGTR vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, IGTR achieves a 18.66% return, which is significantly higher than WBIG's 9.05% return.
IGTR
- 1D
- -2.33%
- 1M
- 8.07%
- YTD
- 18.66%
- 6M
- 21.68%
- 1Y
- 39.22%
- 3Y*
- 16.75%
- 5Y*
- —
- 10Y*
- —
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%
IGTR vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 18.66% | 15.25% | 4.02% | -0.31% | -2.08% |
WBIG WBI BullBear Yield 3000 ETF | 9.05% | -0.39% | 5.87% | -2.68% | -3.73% |
Correlation
The correlation between IGTR and WBIG is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2022 | 0.65 |
The correlation between IGTR and WBIG has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
IGTR vs. WBIG — Risk / Return Rank
IGTR
WBIG
IGTR vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) 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.
| IGTR | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 4.05 | -0.53 |
| Martin ratioReturn relative to average drawdown | 12.64 | 12.76 | -0.12 |
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
| IGTR | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.08 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.15 | +0.43 |
Drawdowns
IGTR vs. WBIG - Drawdown Comparison
The maximum IGTR drawdown since its inception was -20.06%, smaller than the maximum WBIG drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for IGTR and WBIG.
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Drawdown Indicators
| IGTR | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -25.32% | +5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -5.06% | -6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -20.20% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.32% | — |
Current DrawdownCurrent decline from peak | -2.79% | -4.50% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -10.92% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.61% | +1.50% |
Volatility
IGTR vs. WBIG - Volatility Comparison
Innovator Gradient Tactical Rotation Strategy ETF (IGTR) has a higher volatility of 7.63% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.42%. This indicates that IGTR'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
| IGTR | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 3.42% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 6.58% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 9.87% | +9.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 12.05% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 11.55% | +5.31% |
IGTR vs. WBIG - Expense Ratio Comparison
IGTR has a 0.80% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
IGTR vs. WBIG - Dividend Comparison
IGTR's dividend yield for the trailing twelve months is around 0.67%, less than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 0.67% | 0.80% | 2.40% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
IGTR and WBIG have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGTR has higher volatility (7.63%) compared to WBIG (3.42%). In terms of maximum drawdown, IGTR dropped -20.06% vs WBIG's -25.32%.
On 3-year performance, IGTR leads with 16.75% vs 6.44% for WBIG. On fees, IGTR is cheaper at 0.80% 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 3-year period, IGTR has performed better with a 16.75% return vs 6.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGTR is cheaper with a 0.80% expense ratio, compared with 1.14% for WBIG.
WBIG has the higher dividend yield at 1.21%, compared with 0.67% for IGTR.
They also come from different issuers: Innovator and WBI. Their fees differ too: 0.80% for IGTR and 1.14% for WBIG.
WBIG currently has the higher Sharpe Ratio (2.08 vs 2.02), 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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