IPKW vs. WBIG
IPKW (Invesco International BuyBack Achievers™ ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. IPKW is passively managed, while WBIG is actively managed. Over the past 10 years, IPKW returned 11.44%/yr vs 3.82%/yr for WBIG. A 0.57 correlation means they provide meaningful diversification when combined. IPKW charges 0.55%/yr vs 1.14%/yr for WBIG.
Performance
IPKW vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, IPKW achieves a 6.08% return, which is significantly lower than WBIG's 8.66% return. Over the past 10 years, IPKW has outperformed WBIG with an annualized return of 11.44%, while WBIG has yielded a comparatively lower 3.82% annualized return.
IPKW
- 1D
- -1.07%
- 1M
- 0.86%
- YTD
- 6.08%
- 6M
- 9.96%
- 1Y
- 26.14%
- 3Y*
- 23.62%
- 5Y*
- 9.19%
- 10Y*
- 11.44%
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%
IPKW vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPKW Invesco International BuyBack Achievers™ ETF | 6.08% | 45.50% | 10.56% | 15.12% | -12.81% | 11.41% | 16.18% | 20.26% | -21.59% | 34.21% |
WBIG WBI BullBear Yield 3000 ETF | 8.66% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between IPKW and WBIG is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
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 IPKW and WBIG has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
IPKW vs. WBIG — Risk / Return Rank
IPKW
WBIG
IPKW vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) 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.
| IPKW | WBIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.99 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.88 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.88 | -1.01 |
Martin ratioReturn relative to average drawdown | 9.91 | 12.22 | -2.31 |
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
| IPKW | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.99 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.05 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.33 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.15 | +0.45 |
Drawdowns
IPKW vs. WBIG - Drawdown Comparison
The maximum IPKW drawdown since its inception was -47.24%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for IPKW and WBIG.
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Drawdown Indicators
| IPKW | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.24% | -25.32% | -21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -5.06% | -4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.77% | -20.20% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -25.32% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -47.24% | -25.32% | -21.92% |
Current DrawdownCurrent decline from peak | -2.45% | -4.84% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -10.92% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.61% | +1.03% |
Volatility
IPKW vs. WBIG - Volatility Comparison
Invesco International BuyBack Achievers™ ETF (IPKW) has a higher volatility of 4.37% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.43%. This indicates that IPKW'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
| IPKW | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 3.43% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 6.58% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 9.89% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 12.05% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 11.55% | +6.36% |
IPKW vs. WBIG - Expense Ratio Comparison
IPKW has a 0.55% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
IPKW vs. WBIG - Dividend Comparison
IPKW's dividend yield for the trailing twelve months is around 3.52%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPKW Invesco International BuyBack Achievers™ ETF | 3.52% | 3.55% | 4.12% | 2.66% | 3.77% | 7.37% | 1.45% | 2.41% | 2.61% | 0.93% | 2.82% | 1.31% |
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
IPKW and WBIG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IPKW has higher volatility (4.37%) compared to WBIG (3.43%). In terms of maximum drawdown, IPKW dropped -47.24% vs WBIG's -25.32%.
On 10-year performance, IPKW leads with 11.44% vs 3.82% for WBIG. On fees, IPKW is cheaper at 0.55% 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.
Over the 10-year period, IPKW has performed better with a 11.44% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IPKW is cheaper with a 0.55% expense ratio, compared with 1.14% for WBIG.
IPKW has the higher dividend yield at 3.52%, compared with 1.21% for WBIG.
They also come from different issuers: Invesco and WBI. Their fees differ too: 0.55% for IPKW and 1.14% for WBIG.
WBIG currently has the higher Sharpe Ratio (1.99 vs 1.84), 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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