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TMFG vs. WBIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFG vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) 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, TMFG achieves a 1.99% return, which is significantly lower than WBIG's 8.66% return.


TMFG

1D
-0.39%
1M
-0.08%
YTD
1.99%
6M
2.14%
1Y
3.83%
3Y*
12.53%
5Y*
10Y*

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

TMFG vs. WBIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFG
Motley Fool Global Opportunities ETF
1.99%6.75%15.45%28.36%-28.17%1.21%
WBIG
WBI BullBear Yield 3000 ETF
8.66%-0.39%5.87%-2.68%-7.68%2.98%

Correlation

The correlation between TMFG 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 (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.62

The correlation between TMFG and WBIG has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

TMFG vs. WBIG — Risk / Return Rank

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

TMFG
TMFG Risk / Return Rank: 1313
Overall Rank
TMFG Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1212
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1212
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1414
Martin Ratio Rank

WBIG
WBIG Risk / Return Rank: 6565
Overall Rank
WBIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
WBIG Omega Ratio Rank: 6060
Omega Ratio Rank
WBIG Calmar Ratio Rank: 7777
Calmar Ratio Rank
WBIG Martin Ratio Rank: 6767
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.

TMFG vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) 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.


TMFGWBIGDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.33

3.88

-3.56

Martin ratioReturn relative to average drawdown

1.10

12.22

-11.12

TMFG vs. WBIG - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.30, which is lower than the WBIG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TMFG and WBIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TMFGWBIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.99

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.15

+0.05

Drawdowns

TMFG vs. WBIG - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for TMFG and WBIG.


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Drawdown Indicators


TMFGWBIGDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-25.32%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-5.06%

-6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-20.20%

+3.60%

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

-1.16%

-4.84%

+3.68%

Average Drawdown

Average peak-to-trough decline

-10.49%

-10.92%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.61%

+1.87%

Volatility

TMFG vs. WBIG - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 2.64%, while WBI BullBear Yield 3000 ETF (WBIG) has a volatility of 3.43%. This indicates that TMFG experiences smaller price fluctuations and is considered to be less risky 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


TMFGWBIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

3.43%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

6.58%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.03%

9.89%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

12.05%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

11.55%

+7.05%

TMFG vs. WBIG - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is lower than WBIG's 1.14% expense ratio.


Dividends

TMFG vs. WBIG - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than WBIG's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
TMFG
Motley Fool Global Opportunities ETF
0.26%0.27%13.94%5.42%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


TMFG 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.

WBIG has higher volatility (3.43%) compared to TMFG (2.64%). In terms of maximum drawdown, TMFG dropped -33.66% vs WBIG's -25.32%.

On 3-year performance, TMFG leads with 12.53% vs 6.22% for WBIG. On fees, TMFG is cheaper at 0.85% per year. On volatility, TMFG has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TMFG has performed better with a 12.53% return vs 6.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMFG is cheaper with a 0.85% expense ratio, compared with 1.14% for WBIG.

WBIG has the higher dividend yield at 1.21%, compared with 0.26% for TMFG.

They also come from different issuers: Motley Fool and WBI. Their fees differ too: 0.85% for TMFG and 1.14% for WBIG.

WBIG currently has the higher Sharpe Ratio (1.99 vs 0.30), 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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