WBIF vs. IDME

Last updated Jun 24, 2026

WBIF (WBI BullBear Value 3000 ETF) and IDME (Aptus International Drawdown Managed Equity ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, WBIF returned 8.41%/yr vs 17.49%/yr for IDME. A 0.59 correlation means they provide meaningful diversification when combined. WBIF charges 1.25%/yr vs 0.65%/yr for IDME.

Performance

WBIF vs. IDME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Value 3000 ETF (WBIF) and Aptus International Drawdown Managed Equity ETF (IDME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WBIF achieves a 12.87% return, which is significantly lower than IDME's 14.34% return.

WBIF

• 1D: -0.72%
• 1M: 5.03%
• YTD: 12.87%
• 6M: 11.53%
• 1Y: 24.34%
• 3Y*: 8.41%
• 5Y*: 3.08%
• 10Y*: 5.81%

IDME

• 1D: -2.69%
• 1M: 0.48%
• YTD: 14.34%
• 6M: 14.11%
• 1Y: 31.78%
• 3Y*: 17.49%
• 5Y*: —
• 10Y*: —

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

WBIF vs. IDME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WBIF WBI BullBear Value 3000 ETF	12.87%	9.16%	3.43%	0.49%	-8.38%	-0.83%
IDME Aptus International Drawdown Managed Equity ETF	14.34%	27.53%	6.12%	9.07%	-19.79%	-1.16%

Correlation

The correlation between WBIF and IDME is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021	0.59

The correlation between WBIF and IDME has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

WBIF vs. IDME - Sectors Allocation Comparison

Sectors	WBIF	IDME
Technology	34.6%	9.9%
Financial Services	21.9%	19.2%
Consumer Cyclical	15.5%	11.1%
Industrials	10.6%	13.8%
Basic Materials	6.5%	8.1%
Healthcare	4.3%	9.6%
Consumer Defensive	2.1%	8.4%
Utilities	2.0%	3.0%
Communication Services	1.8%	5.4%
Energy	0.7%	5.6%
Real Estate	-	3.2%

Return for Risk

WBIF vs. IDME — Risk / Return Rank

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

WBIF

WBIF Risk / Return Rank: 70
WBIF Sharpe Ratio Rank: 65
WBIF Sortino Ratio Rank: 67
WBIF Omega Ratio Rank: 63
WBIF Calmar Ratio Rank: 78
WBIF Martin Ratio Rank: 75

IDME

IDME Risk / Return Rank: 63
IDME Sharpe Ratio Rank: 64
IDME Sortino Ratio Rank: 62
IDME Omega Ratio Rank: 65
IDME Calmar Ratio Rank: 61
IDME Martin Ratio Rank: 65

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. IDME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and Aptus International Drawdown Managed Equity ETF (IDME). 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.

	WBIF	IDME	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.94	+0.01
Sortino ratio: Return per unit of downside risk	2.81	2.67	+0.14
Omega ratio: Gain probability vs. loss probability	1.35	1.36	-0.01
Calmar ratio: Return relative to maximum drawdown	3.70	2.79	+0.92
Martin ratio: Return relative to average drawdown	13.14	10.92	+2.22

WBIF vs. IDME - Sharpe Ratio Comparison

The current WBIF Sharpe Ratio is 1.96, which is comparable to the IDME Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WBIF and IDME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WBIF vs. IDME - Drawdown Comparison

The maximum WBIF drawdown since its inception was -20.29%, smaller than the maximum IDME drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for WBIF and IDME.

Drawdown Indicators

	WBIF	IDME	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-29.20%	+8.91%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-11.46%	+4.86%
Max Drawdown (3Y) Largest decline over 3 years	-17.16%	-12.88%	-4.28%
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	-1.00%	-2.69%	+1.69%
Average Drawdown Average peak-to-trough decline	-7.70%	-11.06%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.92%	-1.06%

Volatility

WBIF vs. IDME - Volatility Comparison

The current volatility for WBI BullBear Value 3000 ETF (WBIF) is 4.73%, while Aptus International Drawdown Managed Equity ETF (IDME) has a volatility of 6.55%. This indicates that WBIF experiences smaller price fluctuations and is considered to be less risky than IDME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIF	IDME	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	6.55%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	9.10%	14.22%	-5.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	16.44%	-3.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	14.80%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.37%	14.80%	-2.43%

WBIF vs. IDME - Expense Ratio Comparison

WBIF has a 1.25% expense ratio, which is higher than IDME's 0.65% expense ratio.

Dividends

WBIF vs. IDME - Dividend Comparison

WBIF's dividend yield for the trailing twelve months is around 0.06%, less than IDME's 5.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDME Aptus International Drawdown Managed Equity ETF	5.06%	4.90%	5.64%	3.71%	2.62%	1.38%	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

Can I hold both WBIF and IDME in my portfolio?

WBIF and IDME have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WBIF or IDME?

IDME has higher volatility (6.55%) compared to WBIF (4.73%). In terms of maximum drawdown, WBIF dropped -20.29% vs IDME's -29.20%.

Which ETF is better, WBIF or IDME?

On 3-year performance, IDME leads with 17.49% vs 8.41% for WBIF. On fees, IDME is cheaper at 0.65% per year. On volatility, WBIF has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIF or IDME?

Over the 3-year period, IDME has performed better with a 17.49% return vs 8.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIF or IDME?

IDME is cheaper with a 0.65% expense ratio, compared with 1.25% for WBIF.

Which ETF pays a higher dividend yield, WBIF or IDME?

IDME has the higher dividend yield at 5.06%, compared with 0.06% for WBIF.

What is the main difference between WBIF and IDME?

They also come from different issuers: WBI and Aptus Capital Advisors. Their fees differ too: 1.25% for WBIF and 0.65% for IDME.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (1.96 vs 1.94), 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.