URTH vs. WBIG
URTH (iShares MSCI World ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. URTH is passively managed, while WBIG is actively managed. Over the past 10 years, URTH returned 13.22%/yr vs 3.86%/yr for WBIG. A 0.70 correlation means they provide meaningful diversification when combined. URTH charges 0.24%/yr vs 1.14%/yr for WBIG.
Performance
URTH vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, URTH achieves a 10.71% return, which is significantly higher than WBIG's 9.05% return. Over the past 10 years, URTH has outperformed WBIG with an annualized return of 13.22%, while WBIG has yielded a comparatively lower 3.86% annualized return.
URTH
- 1D
- 0.50%
- 1M
- 4.39%
- YTD
- 10.71%
- 6M
- 11.32%
- 1Y
- 26.53%
- 3Y*
- 21.13%
- 5Y*
- 11.97%
- 10Y*
- 13.22%
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%
URTH vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 10.71% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
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 URTH and WBIG is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.70 |
The correlation between URTH and WBIG has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
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Return for Risk
URTH vs. WBIG — Risk / Return Rank
URTH
WBIG
URTH vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.
| URTH | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 4.05 | -1.11 |
| Martin ratioReturn relative to average drawdown | 13.35 | 12.76 | +0.59 |
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
| URTH | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.08 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.06 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.34 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.15 | +0.58 |
Drawdowns
URTH vs. WBIG - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for URTH and WBIG.
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Drawdown Indicators
| URTH | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -25.32% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -5.06% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -20.20% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -25.32% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -25.32% | -8.69% |
Current DrawdownCurrent decline from peak | -0.25% | -4.50% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -10.92% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.61% | +0.38% |
Volatility
URTH vs. WBIG - Volatility Comparison
The current volatility for iShares MSCI World ETF (URTH) is 3.24%, while WBI BullBear Yield 3000 ETF (WBIG) has a volatility of 3.42%. This indicates that URTH 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
| URTH | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.42% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 6.58% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 9.87% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 12.05% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 11.55% | +5.72% |
URTH vs. WBIG - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
URTH vs. WBIG - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.34%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.34% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
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
URTH and WBIG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WBIG has higher volatility (3.42%) compared to URTH (3.24%). In terms of maximum drawdown, URTH dropped -34.01% vs WBIG's -25.32%.
On 10-year performance, URTH leads with 13.22% vs 3.86% for WBIG. On fees, URTH is cheaper at 0.24% per year. On volatility, URTH has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, URTH has performed better with a 13.22% return vs 3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
URTH is cheaper with a 0.24% expense ratio, compared with 1.14% for WBIG.
URTH has the higher dividend yield at 1.34%, compared with 1.21% for WBIG.
They also come from different issuers: iShares and WBI. Their fees differ too: 0.24% for URTH and 1.14% for WBIG.
URTH currently has the higher Sharpe Ratio (2.21 vs 2.08), 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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