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TGLB vs. WBIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.78% return, which is significantly lower than WBIG's 9.91% return.


TGLB

1D
0.09%
1M
-1.24%
YTD
8.78%
6M
7.27%
1Y
13.13%
3Y*
5Y*
10Y*

WBIG

1D
0.34%
1M
3.07%
YTD
9.91%
6M
8.73%
1Y
20.07%
3Y*
5.89%
5Y*
1.17%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. WBIG - Yearly Performance Comparison


2026 (YTD)2025
TGLB
T. Rowe Price Global Equity ETF
8.78%3.99%
WBIG
WBI BullBear Yield 3000 ETF
9.91%9.24%

Correlation

The correlation between TGLB and WBIG is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.64

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Return for Risk

TGLB vs. WBIG — Risk / Return Rank

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

TGLB

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


WBIG
WBIG Risk / Return Rank: 7474
Overall Rank
WBIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 7373
Sortino Ratio Rank
WBIG Omega Ratio Rank: 7070
Omega Ratio Rank
WBIG Calmar Ratio Rank: 8383
Calmar Ratio Rank
WBIG Martin Ratio Rank: 7575
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.

TGLB vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.


TGLBWBIGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.98

Martin ratioReturn relative to average drawdown

12.38

TGLB vs. WBIG - Sharpe Ratio Comparison


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Drawdowns

TGLB vs. WBIG - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum WBIG drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for TGLB and WBIG.


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Drawdown Indicators


TGLBWBIGDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-25.32%

+15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-5.06%

-4.72%

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

-3.49%

-3.74%

+0.25%

Average Drawdown

Average peak-to-trough decline

-1.83%

-10.89%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

TGLB vs. WBIG - Volatility Comparison


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Volatility by Period


TGLBWBIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

10.10%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

12.05%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

11.56%

+2.65%

TGLB vs. WBIG - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than WBIG's 1.14% expense ratio.


Dividends

TGLB vs. WBIG - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than WBIG's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%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
1.20%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


TGLB and WBIG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, WBIG leads with 20.07% vs 13.13% for TGLB. On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WBIG has performed better with a 20.07% return vs 13.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TGLB is cheaper with a 0.46% expense ratio, compared with 1.14% for WBIG.

WBIG has the higher dividend yield at 1.20%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and WBI. Their fees differ too: 0.46% for TGLB and 1.14% for WBIG.

Portfolio Optimizer

Find the right allocation for TGLB and WBIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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