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WBIF vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WBIF vs. BDVL

Last updated Aug 5, 2026
Documentation

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. Their 0.69 correlation means they have sometimes moved together and sometimes differently. 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.

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Returns By Period

In the year-to-date period, WBIF achieves a 18.21% return, which is significantly higher than BDVL's 8.59% return.

WBIF

1D
1.39%
1M
2.61%
6M
15.00%
YTD
18.21%
1Y
24.99%
3Y*
9.30%
5Y*
3.59%
10Y*
6.00%
ALL TIME*
4.11%

BDVL

1D
1.28%
1M
2.45%
6M
6.72%
YTD
8.59%
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BDVL

iShares Disciplined Volatility Equity Active ETF
$6.14M$6.05M$7.27M

WBIF

WBI BullBear Value 3000 ETF
$783.61K$393.57K$177.99K

WBIF vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
WBIF
WBI BullBear Value 3000 ETF		18.21%1.48%
BDVL
iShares Disciplined Volatility Equity Active ETF		8.59%2.20%

Correlation

The correlation between WBIF and BDVL is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.69

WBIF vs. BDVL - Sectors Allocation Comparison

Sectors
WBIF
BDVL

Financial Services

27.2%
13.5%

Technology

25.6%
26.2%

Industrials

16.2%
15.9%

Consumer Cyclical

15.3%
9.2%

Energy

4.4%
2.2%

Healthcare

3.2%
10.5%

Basic Materials

2.8%
3.0%

Consumer Defensive

2.0%
5.3%

Utilities

2.0%
4.5%

Communication Services

1.3%
8.8%

Real Estate

-

1.1%

Financial Services

WBIF
27.2%
BDVL
13.5%

Technology

WBIF
25.6%
BDVL
26.2%

Industrials

WBIF
16.2%
BDVL
15.9%

Consumer Cyclical

WBIF
15.3%
BDVL
9.2%

Energy

WBIF
4.4%
BDVL
2.2%

Healthcare

WBIF
3.2%
BDVL
10.5%

Basic Materials

WBIF
2.8%
BDVL
3.0%

Consumer Defensive

WBIF
2.0%
BDVL
5.3%

Utilities

WBIF
2.0%
BDVL
4.5%

Communication Services

WBIF
1.3%
BDVL
8.8%

Real Estate

WBIF

-

BDVL
1.1%

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

Return for Risk

WBIF vs. BDVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
WBIF
WBIF Risk / Return Rank: 8181
Overall Rank
WBIF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 8080
Sortino Ratio Rank
WBIF Omega Ratio Rank: 7676
Omega Ratio Rank
WBIF Calmar Ratio Rank: 8787
Calmar Ratio Rank
WBIF Martin Ratio Rank: 8585
Martin Ratio Rank
BDVL

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

WBIFBDVLDifference
Sharpe ratioReturn per unit of total volatility
1.98

—

—

Sortino ratioReturn per unit of downside risk
2.89

—

—

Omega ratioGain probability vs. loss probability

1.36

—

—

Calmar ratioReturn relative to maximum drawdown

3.80

—

—

Martin ratioReturn relative to average drawdown

13.49

—

—

WBIF vs. BDVL - Sharpe Ratio Comparison

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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.

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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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.64%

-1.12%

-6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

—

—

Volatility

WBIF vs. BDVL - Volatility Comparison

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Volatility by Period

WBIFBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

9.50%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

9.50%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.40%

9.50%

+2.90%

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 0.05%, less than BDVL's 3.43% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		3.43%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		0.05%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 0.69, 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 3.43%, compared with 0.05% 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

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