TLTD vs. WBIG
TLTD (FlexShares Morningstar Developed Markets ex-US Factor Tilt) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. TLTD is passively managed, while WBIG is actively managed. Over the past 10 years, TLTD returned 9.46%/yr vs 3.86%/yr for WBIG. A 0.61 correlation means they provide meaningful diversification when combined. TLTD charges 0.39%/yr vs 1.14%/yr for WBIG.
Performance
TLTD vs. WBIG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TLTD having a 9.17% return and WBIG slightly lower at 9.05%. Over the past 10 years, TLTD has outperformed WBIG with an annualized return of 9.46%, while WBIG has yielded a comparatively lower 3.86% annualized return.
TLTD
- 1D
- 0.66%
- 1M
- 2.06%
- YTD
- 9.17%
- 6M
- 12.36%
- 1Y
- 26.99%
- 3Y*
- 20.32%
- 5Y*
- 9.65%
- 10Y*
- 9.46%
WBIG
- 1D
- 0.36%
- 1M
- 3.86%
- YTD
- 9.05%
- 6M
- 8.24%
- 1Y
- 20.44%
- 3Y*
- 6.44%
- 5Y*
- 0.69%
- 10Y*
- 3.86%
TLTD vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 9.17% | 39.69% | 4.78% | 17.19% | -13.74% | 12.84% | 4.21% | 21.26% | -17.57% | 26.27% |
WBIG WBI BullBear Yield 3000 ETF | 9.05% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between TLTD and WBIG is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.61 |
The correlation between TLTD and WBIG has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
TLTD vs. WBIG — Risk / Return Rank
TLTD
WBIG
TLTD vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) 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.
| TLTD | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 4.05 | -1.81 |
| Martin ratioReturn relative to average drawdown | 8.58 | 12.76 | -4.18 |
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
| TLTD | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.08 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.06 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.34 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.15 | +0.37 |
Drawdowns
TLTD vs. WBIG - Drawdown Comparison
The maximum TLTD drawdown since its inception was -40.62%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for TLTD and WBIG.
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Drawdown Indicators
| TLTD | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -25.32% | -15.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -5.06% | -7.05% |
Max Drawdown (3Y)Largest decline over 3 years | -13.10% | -20.20% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -25.32% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -25.32% | -15.30% |
Current DrawdownCurrent decline from peak | -1.71% | -4.50% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -10.92% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.61% | +1.55% |
Volatility
TLTD vs. WBIG - Volatility Comparison
FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a higher volatility of 4.23% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.42%. This indicates that TLTD'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
| TLTD | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 3.42% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 6.58% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 9.87% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 12.05% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 11.55% | +5.26% |
TLTD vs. WBIG - Expense Ratio Comparison
TLTD has a 0.39% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
TLTD vs. WBIG - Dividend Comparison
TLTD's dividend yield for the trailing twelve months is around 3.06%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.06% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
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
TLTD and WBIG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLTD has higher volatility (4.23%) compared to WBIG (3.42%). In terms of maximum drawdown, TLTD dropped -40.62% vs WBIG's -25.32%.
On 10-year performance, TLTD leads with 9.46% vs 3.86% for WBIG. On fees, TLTD is cheaper at 0.39% per year. On volatility, WBIG has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, TLTD has performed better with a 9.46% return vs 3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLTD is cheaper with a 0.39% expense ratio, compared with 1.14% for WBIG.
TLTD has the higher dividend yield at 3.06%, compared with 1.21% for WBIG.
They also come from different issuers: Northern Trust and WBI. Their fees differ too: 0.39% for TLTD and 1.14% for WBIG.
WBIG currently has the higher Sharpe Ratio (2.08 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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