SQS vs. WBIG

Last updated Aug 1, 2026

SQS (Sapient Quality Select ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while WBIG is a Global Equities fund actively managed by WBI. Both are actively managed. Their 0.49 correlation means their historical movements had little consistent relationship. SQS charges 0.80%/yr vs 1.14%/yr for WBIG.

Performance

SQS vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapient Quality Select ETF (SQS) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SQS

• 1D: 1.43%
• 1M: -0.43%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

WBIG

• 1D: -0.37%
• 1M: 0.92%
• 6M: 9.66%
• YTD: 12.13%
• 1Y: 21.48%
• 3Y*: 5.38%
• 5Y*: 1.61%
• 10Y*: 4.31%
• ALL TIME*: 1.88%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SQS Sapient Quality Select ETF	$368.93K	$275.74K	$458.12K
WBIG WBI BullBear Yield 3000 ETF	$1.34M	$652.73K	$275.77K

SQS vs. WBIG - Yearly Performance Comparison

	2026 (YTD)
SQS Sapient Quality Select ETF	8.23%
WBIG WBI BullBear Yield 3000 ETF	9.89%

Correlation

The correlation between SQS and WBIG is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.49

Return for Risk

SQS vs. WBIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SQS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WBIG

WBIG Risk / Return Rank: 87
WBIG Sharpe Ratio Rank: 86
WBIG Sortino Ratio Rank: 87
WBIG Omega Ratio Rank: 86
WBIG Calmar Ratio Rank: 91
WBIG Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SQS vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SQS	WBIG	Difference
Sharpe ratio: Return per unit of total volatility	—	2.04	—
Sortino ratio: Return per unit of downside risk	—	2.93	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	4.06	—
Martin ratio: Return relative to average drawdown	—	12.97	—

Drawdowns

SQS vs. WBIG - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum WBIG drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for SQS and WBIG.

Drawdown Indicators

	SQS	WBIG	Difference
Max Drawdown Largest peak-to-trough decline	-7.90%	-25.32%	+17.42%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.06%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.32%	—
Current Drawdown Current decline from peak	-3.23%	-1.80%	-1.43%
Average Drawdown Average peak-to-trough decline	-2.12%	-10.81%	+8.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.58%	—

Volatility

Volatility by Period

	SQS	WBIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.52%	10.11%	+8.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.52%	11.98%	+6.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.52%	11.58%	+6.94%

SQS vs. WBIG - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is lower than WBIG's 1.14% expense ratio.

Dividends

SQS vs. WBIG - Dividend Comparison

SQS has not paid dividends to shareholders, while WBIG's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SQS Sapient Quality Select ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WBIG WBI BullBear Yield 3000 ETF	0.99%	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 SQS and WBIG in my portfolio?

SQS and WBIG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SQS or WBIG?

On fees, SQS is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SQS or WBIG?

SQS is cheaper with a 0.80% expense ratio, compared with 1.14% for WBIG.

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

WBIG has the higher dividend yield at 0.99%, compared with 0.00% for SQS.

What is the main difference between SQS and WBIG?

SQS is categorized as Quality Factor, while WBIG is Global Equities. They also come from different issuers: Alpha Architect and WBI. Their fees differ too: 0.80% for SQS and 1.14% for WBIG.