IMFL vs. WBIG

Last updated Jun 4, 2026

IMFL (Invesco International Developed Dynamic Multifactor ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. IMFL is passively managed, while WBIG is actively managed. Over the past 5 years, IMFL returned 8.50%/yr vs 0.62%/yr for WBIG. A 0.57 correlation means they provide meaningful diversification when combined. IMFL charges 0.34%/yr vs 1.14%/yr for WBIG.

Performance

IMFL vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Developed Dynamic Multifactor ETF (IMFL) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMFL achieves a 17.58% return, which is significantly higher than WBIG's 8.66% return.

IMFL

• 1D: -0.54%
• 1M: 5.50%
• YTD: 17.58%
• 6M: 20.95%
• 1Y: 33.05%
• 3Y*: 17.51%
• 5Y*: 8.50%
• 10Y*: —

WBIG

• 1D: -0.94%
• 1M: 3.95%
• YTD: 8.66%
• 6M: 7.77%
• 1Y: 19.57%
• 3Y*: 6.22%
• 5Y*: 0.62%
• 10Y*: 3.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMFL vs. WBIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IMFL Invesco International Developed Dynamic Multifactor ETF	17.58%	30.89%	-3.57%	25.51%	-17.32%	6.94%
WBIG WBI BullBear Yield 3000 ETF	8.66%	-0.39%	5.87%	-2.68%	-7.68%	9.54%

Correlation

The correlation between IMFL and WBIG is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 25, 2021	0.57

The correlation between IMFL and WBIG has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

Return for Risk

IMFL vs. WBIG — Risk / Return Rank

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

IMFL

IMFL Risk / Return Rank: 60
IMFL Sharpe Ratio Rank: 64
IMFL Sortino Ratio Rank: 61
IMFL Omega Ratio Rank: 61
IMFL Calmar Ratio Rank: 57
IMFL Martin Ratio Rank: 57

WBIG

WBIG Risk / Return Rank: 65
WBIG Sharpe Ratio Rank: 60
WBIG Sortino Ratio Rank: 62
WBIG Omega Ratio Rank: 60
WBIG Calmar Ratio Rank: 77
WBIG Martin Ratio Rank: 67

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.

IMFL vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) 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.

	IMFL	WBIG	Difference
Sharpe ratio Return per unit of total volatility	2.12	1.99	+0.12
Sortino ratio Return per unit of downside risk	2.88	2.88	0.00
Omega ratio Gain probability vs. loss probability	1.37	1.37	+0.01
Calmar ratio Return relative to maximum drawdown	2.82	3.88	-1.06
Martin ratio Return relative to average drawdown	9.97	12.22	-2.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMFL vs. WBIG - Sharpe Ratio Comparison

The current IMFL Sharpe Ratio is 2.12, which is comparable to the WBIG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IMFL 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.

Sharpe Ratios by Period

	IMFL	WBIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	1.99	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.05	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.15	+0.48

Drawdowns

IMFL vs. WBIG - Drawdown Comparison

The maximum IMFL drawdown since its inception was -33.26%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for IMFL and WBIG.

Drawdown Indicators

	IMFL	WBIG	Difference
Max Drawdown Largest peak-to-trough decline	-33.26%	-25.32%	-7.94%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	-5.06%	-6.71%
Max Drawdown (3Y) Largest decline over 3 years	-13.52%	-20.20%	+6.68%
Max Drawdown (5Y) Largest decline over 5 years	-33.26%	-25.32%	-7.94%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.32%	—
Current Drawdown Current decline from peak	-0.54%	-4.84%	+4.30%
Average Drawdown Average peak-to-trough decline	-7.24%	-10.92%	+3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	1.61%	+1.71%

Volatility

IMFL vs. WBIG - Volatility Comparison

Invesco International Developed Dynamic Multifactor ETF (IMFL) has a higher volatility of 5.74% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.43%. This indicates that IMFL'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.

Volatility by Period

	IMFL	WBIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	3.43%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	6.58%	+6.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.71%	9.89%	+5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	12.05%	+4.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	11.55%	+4.44%

IMFL vs. WBIG - Expense Ratio Comparison

IMFL has a 0.34% expense ratio, which is lower than WBIG's 1.14% expense ratio.

Dividends

IMFL vs. WBIG - Dividend Comparison

IMFL's dividend yield for the trailing twelve months is around 2.87%, more than WBIG's 1.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMFL Invesco International Developed Dynamic Multifactor ETF	2.87%	2.88%	3.56%	3.85%	3.35%	3.94%	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

Can I hold both IMFL and WBIG in my portfolio?

IMFL and WBIG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMFL or WBIG?

IMFL has higher volatility (5.74%) compared to WBIG (3.43%). In terms of maximum drawdown, IMFL dropped -33.26% vs WBIG's -25.32%.

Which ETF is better, IMFL or WBIG?

On 5-year performance, IMFL leads with 8.50% vs 0.62% for WBIG. On fees, IMFL is cheaper at 0.34% per year. On volatility, WBIG has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IMFL or WBIG?

Over the 5-year period, IMFL has performed better with a 8.50% return vs 0.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IMFL or WBIG?

IMFL is cheaper with a 0.34% expense ratio, compared with 1.14% for WBIG.

Which ETF pays a higher dividend yield, IMFL or WBIG?

IMFL has the higher dividend yield at 2.87%, compared with 1.21% for WBIG.

What is the main difference between IMFL and WBIG?

They also come from different issuers: Invesco and WBI. Their fees differ too: 0.34% for IMFL and 1.14% for WBIG.

Which has better risk-adjusted returns?

IMFL currently has the higher Sharpe Ratio (2.12 vs 1.99), 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.