SAGP vs. WBIF

Last updated Jun 3, 2026

SAGP (Strategas Global Policy Opportunities ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, SAGP returned 15.15%/yr vs 9.21%/yr for WBIF. A 0.72 correlation means they provide meaningful diversification when combined. SAGP charges 0.65%/yr vs 1.25%/yr for WBIF.

Performance

SAGP vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Global Policy Opportunities ETF (SAGP) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAGP achieves a 3.74% return, which is significantly lower than WBIF's 12.70% return.

SAGP

• 1D: -0.24%
• 1M: 0.11%
• YTD: 3.74%
• 6M: 6.16%
• 1Y: 15.69%
• 3Y*: 15.15%
• 5Y*: —
• 10Y*: —

WBIF

• 1D: 0.15%
• 1M: 6.09%
• YTD: 12.70%
• 6M: 12.42%
• 1Y: 25.40%
• 3Y*: 9.21%
• 5Y*: 2.62%
• 10Y*: 5.62%

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

SAGP vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SAGP Strategas Global Policy Opportunities ETF	3.74%	23.02%	12.03%	11.26%	-4.65%
WBIF WBI BullBear Value 3000 ETF	12.70%	9.16%	3.43%	0.49%	-6.95%

Correlation

The correlation between SAGP and WBIF is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.72

The correlation between SAGP and WBIF has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

SAGP vs. WBIF - Sectors Allocation Comparison

Sectors	SAGP	WBIF
Healthcare	17.8%	3.4%
Industrials	16.8%	14.6%
Technology	15.2%	19.9%
Consumer Cyclical	7.1%	11.1%
Consumer Defensive	6.2%	3.1%
Financial Services	5.8%	31.0%
Communication Services	5.3%	2.6%
Basic Materials	2.6%	1.0%
Energy	2.1%	2.9%
Real Estate	0.3%	-
Utilities	-	10.3%

Return for Risk

SAGP vs. WBIF — Risk / Return Rank

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

SAGP

SAGP Risk / Return Rank: 33
SAGP Sharpe Ratio Rank: 33
SAGP Sortino Ratio Rank: 33
SAGP Omega Ratio Rank: 31
SAGP Calmar Ratio Rank: 35
SAGP Martin Ratio Rank: 33

WBIF

WBIF Risk / Return Rank: 66
WBIF Sharpe Ratio Rank: 61
WBIF Sortino Ratio Rank: 63
WBIF Omega Ratio Rank: 60
WBIF Calmar Ratio Rank: 74
WBIF Martin Ratio Rank: 72

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.

SAGP vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Global Policy Opportunities ETF (SAGP) 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.

	SAGP	WBIF	Difference
Sharpe ratio Return per unit of total volatility	1.22	2.08	-0.86
Sortino ratio Return per unit of downside risk	1.78	2.99	-1.21
Omega ratio Gain probability vs. loss probability	1.21	1.37	-0.16
Calmar ratio Return relative to maximum drawdown	1.76	3.82	-2.05
Martin ratio Return relative to average drawdown	5.10	13.69	-8.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAGP vs. WBIF - Sharpe Ratio Comparison

The current SAGP Sharpe Ratio is 1.22, which is lower than the WBIF Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SAGP 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.

Sharpe Ratios by Period

	SAGP	WBIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	2.08	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.31	+0.34

Drawdowns

SAGP vs. WBIF - Drawdown Comparison

The maximum SAGP drawdown since its inception was -22.90%, which is greater than WBIF's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for SAGP and WBIF.

Drawdown Indicators

	SAGP	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-22.90%	-20.29%	-2.61%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-6.60%	-2.30%
Max Drawdown (3Y) Largest decline over 3 years	-12.52%	-17.16%	+4.64%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.29%	—
Current Drawdown Current decline from peak	-4.59%	0.00%	-4.59%
Average Drawdown Average peak-to-trough decline	-5.03%	-7.74%	+2.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	1.84%	+1.24%

Volatility

SAGP vs. WBIF - Volatility Comparison

The current volatility for Strategas Global Policy Opportunities ETF (SAGP) is 3.20%, while WBI BullBear Value 3000 ETF (WBIF) has a volatility of 4.03%. This indicates that SAGP 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.

Volatility by Period

	SAGP	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	4.03%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	8.59%	+1.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	12.27%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	12.85%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	12.34%	+3.19%

SAGP vs. WBIF - Expense Ratio Comparison

SAGP has a 0.65% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

SAGP vs. WBIF - Dividend Comparison

SAGP's dividend yield for the trailing twelve months is around 3.33%, more than WBIF's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAGP Strategas Global Policy Opportunities ETF	3.33%	3.45%	2.23%	0.94%	0.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both SAGP and WBIF in my portfolio?

SAGP and WBIF have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAGP or WBIF?

WBIF has higher volatility (4.03%) compared to SAGP (3.20%). In terms of maximum drawdown, SAGP dropped -22.90% vs WBIF's -20.29%.

Which ETF is better, SAGP or WBIF?

On 3-year performance, SAGP leads with 15.15% vs 9.21% for WBIF. On fees, SAGP is cheaper at 0.65% per year. On volatility, SAGP has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAGP or WBIF?

Over the 3-year period, SAGP has performed better with a 15.15% return vs 9.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAGP or WBIF?

SAGP is cheaper with a 0.65% expense ratio, compared with 1.25% for WBIF.

Which ETF pays a higher dividend yield, SAGP or WBIF?

SAGP has the higher dividend yield at 3.33%, compared with 0.06% for WBIF.

What is the main difference between SAGP and WBIF?

They also come from different issuers: Strategas and WBI. Their fees differ too: 0.65% for SAGP and 1.25% for WBIF.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (2.08 vs 1.22), 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.