WBIF vs. IDV

Last updated Jun 4, 2026

WBIF (WBI BullBear Value 3000 ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. WBIF is actively managed, while IDV is passively managed. Over the past 10 years, WBIF returned 5.52%/yr vs 10.28%/yr for IDV. A 0.57 correlation means they provide meaningful diversification when combined. WBIF charges 1.25%/yr vs 0.49%/yr for IDV.

Performance

WBIF vs. IDV - Performance Comparison

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

Returns By Period

In the year-to-date period, WBIF achieves a 11.61% return, which is significantly lower than IDV's 12.32% return. Over the past 10 years, WBIF has underperformed IDV with an annualized return of 5.52%, while IDV has yielded a comparatively higher 10.28% annualized 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%

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

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

WBIF vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBIF WBI BullBear Value 3000 ETF	11.61%	9.16%	3.43%	0.49%	-8.38%	16.56%	-2.71%	2.68%	-4.68%	19.42%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between WBIF and IDV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014	0.57

The correlation between WBIF and IDV has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

WBIF vs. IDV - Sectors Allocation Comparison

Sectors	WBIF	IDV
Financial Services	31.0%	30.1%
Technology	19.9%	0.9%
Industrials	14.6%	6.7%
Consumer Cyclical	11.1%	9.6%
Utilities	10.3%	11.8%
Healthcare	3.4%	-
Consumer Defensive	3.1%	7.2%
Energy	2.9%	15.6%
Communication Services	2.6%	10.0%
Basic Materials	1.0%	5.8%
Real Estate	-	2.4%

Return for Risk

WBIF vs. IDV — Risk / Return Rank

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

WBIF

WBIF Risk / Return Rank: 62
WBIF Sharpe Ratio Rank: 56
WBIF Sortino Ratio Rank: 58
WBIF Omega Ratio Rank: 55
WBIF Calmar Ratio Rank: 71
WBIF Martin Ratio Rank: 68

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 82

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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and iShares International Select Dividend ETF (IDV). 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.

	WBIF	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.88	2.90	-1.02
Sortino ratio: Return per unit of downside risk	2.73	3.75	-1.03
Omega ratio: Gain probability vs. loss probability	1.34	1.52	-0.19
Calmar ratio: Return relative to maximum drawdown	3.50	4.36	-0.86
Martin ratio: Return relative to average drawdown	12.53	16.67	-4.14
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. IDV - Sharpe Ratio Comparison

The current WBIF Sharpe Ratio is 1.88, which is lower than the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of WBIF and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WBIF	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	2.90	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.77	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.58	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.22	+0.09

Drawdowns

WBIF vs. IDV - Drawdown Comparison

The maximum WBIF drawdown since its inception was -20.29%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for WBIF and IDV.

Drawdown Indicators

	WBIF	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-70.14%	+49.85%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-8.52%	+1.92%
Max Drawdown (3Y) Largest decline over 3 years	-17.16%	-11.86%	-5.30%
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	-29.19%	+8.90%
Max Drawdown (10Y) Largest decline over 10 years	-20.29%	-42.50%	+22.21%
Current Drawdown Current decline from peak	-0.97%	-2.80%	+1.83%
Average Drawdown Average peak-to-trough decline	-7.74%	-15.40%	+7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.22%	-0.38%

Volatility

WBIF vs. IDV - Volatility Comparison

WBI BullBear Value 3000 ETF (WBIF) and iShares International Select Dividend ETF (IDV) have volatilities of 4.13% and 4.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIF	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	4.32%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	10.60%	-1.97%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	12.85%	-0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.86%	15.54%	-2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.34%	17.94%	-5.60%

WBIF vs. IDV - Expense Ratio Comparison

WBIF has a 1.25% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

WBIF vs. IDV - Dividend Comparison

WBIF's dividend yield for the trailing twelve months is around 0.06%, less than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.45%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
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 IDV in my portfolio?

WBIF and IDV have a correlation of 0.49, 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 IDV?

IDV has higher volatility (4.32%) compared to WBIF (4.13%). In terms of maximum drawdown, WBIF dropped -20.29% vs IDV's -70.14%.

Which ETF is better, WBIF or IDV?

On 10-year performance, IDV leads with 10.28% vs 5.52% for WBIF. On fees, IDV is cheaper at 0.49% per year. On volatility, WBIF has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIF or IDV?

Over the 10-year period, IDV has performed better with a 10.28% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIF or IDV?

IDV is cheaper with a 0.49% expense ratio, compared with 1.25% for WBIF.

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

IDV has the higher dividend yield at 4.45%, compared with 0.06% for WBIF.

What is the main difference between WBIF and IDV?

They also come from different issuers: WBI and iShares. Their fees differ too: 1.25% for WBIF and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.90 vs 1.88), 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.