WBIF vs. SDG
WBIF (WBI BullBear Value 3000 ETF) and SDG (iShares MSCI Global Sustainable Development Goals ETF) are both Global Equities funds. WBIF is actively managed, while SDG is passively managed. Over the past 10 years, WBIF returned 5.81%/yr vs 8.59%/yr for SDG. A 0.53 correlation means they provide meaningful diversification when combined. WBIF charges 1.25%/yr vs 0.50%/yr for SDG.
Performance
WBIF vs. SDG - Performance Comparison
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Returns By Period
In the year-to-date period, WBIF achieves a 12.87% return, which is significantly higher than SDG's 5.30% return. Over the past 10 years, WBIF has underperformed SDG with an annualized return of 5.81%, while SDG has yielded a comparatively higher 8.59% annualized 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%
SDG
- 1D
- -1.89%
- 1M
- -2.71%
- YTD
- 5.30%
- 6M
- 4.80%
- 1Y
- 20.41%
- 3Y*
- 6.40%
- 5Y*
- -0.46%
- 10Y*
- 8.59%
WBIF vs. SDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBIF WBI BullBear Value 3000 ETF | 12.87% | 9.16% | 3.43% | 0.49% | -8.38% | 16.56% | -2.71% | 2.68% | -4.68% | 19.42% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 5.30% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 44.36% | 25.38% | -8.32% | 27.28% |
Correlation
The correlation between WBIF and SDG is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.53 |
The correlation between WBIF and SDG has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.
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Return for Risk
WBIF vs. SDG — Risk / Return Rank
WBIF
SDG
WBIF vs. SDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and iShares MSCI Global Sustainable Development Goals ETF (SDG). 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 | SDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.36 | +1.34 |
| Martin ratioReturn relative to average drawdown | 13.14 | 8.43 | +4.70 |
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Drawdowns
WBIF vs. SDG - Drawdown Comparison
The maximum WBIF drawdown since its inception was -20.29%, smaller than the maximum SDG drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for WBIF and SDG.
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Drawdown Indicators
| WBIF | SDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.29% | -30.35% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -8.68% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -22.92% | +5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -30.35% | +10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -20.29% | -30.35% | +10.06% |
Current DrawdownCurrent decline from peak | -1.00% | -4.78% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -9.62% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.43% | -0.57% |
Volatility
WBIF vs. SDG - Volatility Comparison
The current volatility for WBI BullBear Value 3000 ETF (WBIF) is 4.73%, while iShares MSCI Global Sustainable Development Goals ETF (SDG) has a volatility of 5.94%. This indicates that WBIF experiences smaller price fluctuations and is considered to be less risky than SDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBIF | SDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 5.94% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 12.01% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 15.02% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.90% | 15.79% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 16.64% | -4.27% |
WBIF vs. SDG - Expense Ratio Comparison
WBIF has a 1.25% expense ratio, which is higher than SDG's 0.50% expense ratio.
Dividends
WBIF vs. SDG - Dividend Comparison
WBIF's dividend yield for the trailing twelve months is around 0.06%, less than SDG's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.72% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% | 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 SDG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (5.94%) compared to WBIF (4.73%). In terms of maximum drawdown, WBIF dropped -20.29% vs SDG's -30.35%.
On 10-year performance, SDG leads with 8.59% vs 5.81% for WBIF. On fees, SDG is cheaper at 0.50% 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.
Over the 10-year period, SDG has performed better with a 8.59% return vs 5.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDG is cheaper with a 0.50% expense ratio, compared with 1.25% for WBIF.
SDG has the higher dividend yield at 1.72%, compared with 0.06% for WBIF.
They also come from different issuers: WBI and iShares. Their fees differ too: 1.25% for WBIF and 0.50% for SDG.
WBIF currently has the higher Sharpe Ratio (1.96 vs 1.37), 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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