PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WBIF vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WBIF vs. BDVL

Last updated Jun 4, 2026

WBIF (WBI BullBear Value 3000 ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. WBIF is actively managed, while BDVL is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. WBIF charges 1.25%/yr vs 0.40%/yr for BDVL.

Performance

WBIF vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Value 3000 ETF (WBIF) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WBIF achieves a 11.61% return, which is significantly higher than BDVL's 4.71% return.

WBIF

1D
-0.97%
1M
5.70%
YTD
11.61%
6M
10.57%
1Y
23.01%
3Y*
8.85%
5Y*
2.38%
10Y*
5.52%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIF vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
WBIF
WBI BullBear Value 3000 ETF		11.61%1.85%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between WBIF and BDVL 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 (All Time)
Calculated using the full available price history since Sep 16, 2025

0.68

WBIF vs. BDVL - Sectors Allocation Comparison

Sectors
WBIF
BDVL

Financial Services

31.0%
13.9%

Technology

19.9%
23.0%

Industrials

14.6%
15.4%

Consumer Cyclical

11.1%
8.5%

Utilities

10.3%
4.8%

Healthcare

3.4%
11.1%

Consumer Defensive

3.1%
6.3%

Energy

2.9%
2.8%

Communication Services

2.6%
10.7%

Basic Materials

1.0%
2.6%

Real Estate

-

1.0%

Financial Services

WBIF
31.0%
BDVL
13.9%

Technology

WBIF
19.9%
BDVL
23.0%

Industrials

WBIF
14.6%
BDVL
15.4%

Consumer Cyclical

WBIF
11.1%
BDVL
8.5%

Utilities

WBIF
10.3%
BDVL
4.8%

Healthcare

WBIF
3.4%
BDVL
11.1%

Consumer Defensive

WBIF
3.1%
BDVL
6.3%

Energy

WBIF
2.9%
BDVL
2.8%

Communication Services

WBIF
2.6%
BDVL
10.7%

Basic Materials

WBIF
1.0%
BDVL
2.6%

Real Estate

WBIF

-

BDVL
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WBI BullBear Value 3000 ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with WBIF:
WBIF vs. SPYWBIF vs. USMVWBIF vs. WRNDWBIF vs. FIXTWBIF vs. WBIGWBIF vs. GSWOWBIF vs. GKAT
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. IVESBDVL vs. AVGVBDVL vs. PAWZ

Return for Risk

WBIF vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WBIF
WBIF Risk / Return Rank: 6262
Overall Rank
WBIF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 5858
Sortino Ratio Rank
WBIF Omega Ratio Rank: 5555
Omega Ratio Rank
WBIF Calmar Ratio Rank: 7171
Calmar Ratio Rank
WBIF Martin Ratio Rank: 6868
Martin Ratio Rank
BDVL
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.

WBIF vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

WBIFBDVLDifference
Sharpe ratioReturn per unit of total volatility
1.88

—

—

Sortino ratioReturn per unit of downside risk
2.73

—

—

Omega ratioGain probability vs. loss probability

1.34

—

—

Calmar ratioReturn relative to maximum drawdown

3.50

—

—

Martin ratioReturn relative to average drawdown

12.53

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBIF vs. BDVL - Sharpe Ratio Comparison

Loading charts...

Sharpe Ratios by Period

WBIFBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.01

-0.71

Drawdowns

WBIF vs. BDVL - Drawdown Comparison

The maximum WBIF drawdown since its inception was -20.29%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for WBIF and BDVL.

Loading charts...

Drawdown Indicators

WBIFBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-20.29%

-7.71%

-12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-20.29%

—

—

Current Drawdown

Current decline from peak

-0.97%

-0.95%

-0.02%

Average Drawdown

Average peak-to-trough decline

-7.74%

-1.19%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

—

—

Volatility

WBIF vs. BDVL - Volatility Comparison

Loading charts...

Volatility by Period

WBIFBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

9.49%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

9.49%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.34%

9.49%

+2.85%

WBIF vs. BDVL - Expense Ratio Comparison

WBIF has a 1.25% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

WBIF vs. BDVL - Dividend Comparison

WBIF's dividend yield for the trailing twelve months is around 0.06%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBIF
WBI BullBear Value 3000 ETF		0.06%0.14%1.17%0.82%0.96%2.59%0.09%1.04%0.77%0.75%0.67%0.86%

Frequently Asked Questions

WBIF and BDVL 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.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 1.25% for WBIF.

BDVL has the higher dividend yield at 2.66%, compared with 0.06% for WBIF.

They also come from different issuers: WBI and iShares. Their fees differ too: 1.25% for WBIF and 0.40% for BDVL.

Portfolio Optimizer

Find the right allocation for WBIF and BDVL

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

Open Portfolio Optimizer