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IOO vs. WBIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. WBIF

Last updated Jun 4, 2026

IOO (iShares Global 100 ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. IOO is passively managed, while WBIF is actively managed. Over the past 10 years, IOO returned 16.70%/yr vs 5.52%/yr for WBIF. A 0.67 correlation means they provide meaningful diversification when combined. IOO charges 0.40%/yr vs 1.25%/yr for WBIF.

Performance

IOO vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) 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, IOO achieves a 12.26% return, which is significantly higher than WBIF's 11.61% return. Over the past 10 years, IOO has outperformed WBIF with an annualized return of 16.70%, while WBIF has yielded a comparatively lower 5.52% annualized return.

IOO

1D
-1.33%
1M
5.37%
YTD
12.26%
6M
12.43%
1Y
38.24%
3Y*
25.48%
5Y*
16.68%
10Y*
16.70%

WBIF

1D
-0.97%
1M
5.70%
YTD
11.61%
6M
10.57%
1Y
23.01%
3Y*
8.85%
5Y*
2.38%
10Y*
5.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. WBIF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		12.26%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
WBIF
WBI BullBear Value 3000 ETF		11.61%9.16%3.43%0.49%-8.38%16.56%-2.71%2.68%-4.68%19.42%

Correlation

The correlation between IOO and WBIF is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2014

0.67

The correlation between IOO and WBIF has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

IOO vs. WBIF - Sectors Allocation Comparison

Sectors
IOO
WBIF

Technology

46.2%
19.9%

Communication Services

11.0%
2.6%

Financial Services

9.1%
31.0%

Consumer Cyclical

8.4%
11.1%

Healthcare

8.4%
3.4%

Consumer Defensive

5.6%
3.1%

Industrials

4.8%
14.6%

Energy

3.6%
2.9%

Basic Materials

1.7%
1.0%

Utilities

0.5%
10.3%

Real Estate

0.2%

-

Technology

IOO
46.2%
WBIF
19.9%

Communication Services

IOO
11.0%
WBIF
2.6%

Financial Services

IOO
9.1%
WBIF
31.0%

Consumer Cyclical

IOO
8.4%
WBIF
11.1%

Healthcare

IOO
8.4%
WBIF
3.4%

Consumer Defensive

IOO
5.6%
WBIF
3.1%

Industrials

IOO
4.8%
WBIF
14.6%

Energy

IOO
3.6%
WBIF
2.9%

Basic Materials

IOO
1.7%
WBIF
1.0%

Utilities

IOO
0.5%
WBIF
10.3%

Real Estate

IOO
0.2%
WBIF

-

Compare stocks, funds, or ETFs

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iShares Global 100 ETF

WBI BullBear Value 3000 ETF

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with WBIF:
WBIF vs. SPYWBIF vs. USMVWBIF vs. WRNDWBIF vs. FIXTWBIF vs. WBIGWBIF vs. GSWOWBIF vs. GKAT

Return for Risk

IOO vs. WBIF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8282
Overall Rank
IOO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IOO Martin Ratio Rank: 8585
Martin Ratio Rank
WBIF
WBIF Risk / Return Rank: 6262
Overall Rank
WBIF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 5858
Sortino Ratio Rank
WBIF Omega Ratio Rank: 5555
Omega Ratio Rank
WBIF Calmar Ratio Rank: 7171
Calmar Ratio Rank
WBIF Martin Ratio Rank: 6868
Martin Ratio Rank
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.

IOO vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.

IOOWBIFDifference
Sharpe ratioReturn per unit of total volatility
2.84
1.88

+0.96

Sortino ratioReturn per unit of downside risk
3.85
2.73

+1.12

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.17

Calmar ratioReturn relative to maximum drawdown

3.87

3.50

+0.37

Martin ratioReturn relative to average drawdown

17.94

12.53

+5.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOO vs. WBIF - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.84, which is higher than the WBIF Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IOO 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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Sharpe Ratios by Period

IOOWBIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

1.88

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.19

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.45

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Drawdowns

IOO vs. WBIF - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than WBIF's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for IOO and WBIF.

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Drawdown Indicators

IOOWBIFDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-20.29%

-35.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-6.60%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-17.16%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-20.29%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-20.29%

-11.14%

Current Drawdown

Current decline from peak

-1.33%

-0.97%

-0.36%

Average Drawdown

Average peak-to-trough decline

-11.27%

-7.74%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.84%

+0.30%

Volatility

IOO vs. WBIF - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 3.81%, while WBI BullBear Value 3000 ETF (WBIF) has a volatility of 4.13%. This indicates that IOO experiences smaller price fluctuations and is considered to be less risky 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

IOOWBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

4.13%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

8.63%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

12.31%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

12.86%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

12.34%

+5.44%

IOO vs. WBIF - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

IOO vs. WBIF - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, more than WBIF's 0.06% yield.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.82%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
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

IOO and WBIF have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WBIF has higher volatility (4.13%) compared to IOO (3.81%). In terms of maximum drawdown, IOO dropped -55.85% vs WBIF's -20.29%.

On 10-year performance, IOO leads with 16.70% vs 5.52% for WBIF. On fees, IOO is cheaper at 0.40% per year. On volatility, IOO has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IOO has performed better with a 16.70% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IOO is cheaper with a 0.40% expense ratio, compared with 1.25% for WBIF.

IOO has the higher dividend yield at 0.82%, compared with 0.06% for WBIF.

They also come from different issuers: iShares and WBI. Their fees differ too: 0.40% for IOO and 1.25% for WBIF.

IOO currently has the higher Sharpe Ratio (2.84 vs 1.88), 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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