WBIF vs. VOLT

Last updated Aug 5, 2026

WBIF (WBI BullBear Value 3000 ETF) and VOLT (Tema Electrification ETF) are both Global Equities funds. Both are actively managed. Over the past year, WBIF returned 24.99% vs 41.84% for VOLT. Their 0.55 correlation means they have sometimes moved together and sometimes differently. WBIF charges 1.25%/yr vs 0.75%/yr for VOLT.

Performance

WBIF vs. VOLT - Performance Comparison

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

Returns By Period

In the year-to-date period, WBIF achieves a 18.21% return, which is significantly lower than VOLT's 33.52% 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%

VOLT

• 1D: 2.49%
• 1M: -1.40%
• 6M: 16.71%
• YTD: 33.52%
• 1Y: 41.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 29.13%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VOLT Tema Electrification ETF	$10.99M	$11.35M	$15.31M
WBIF WBI BullBear Value 3000 ETF	$783.61K	$393.57K	$177.99K

WBIF vs. VOLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WBIF WBI BullBear Value 3000 ETF	18.21%	9.16%	-6.79%
VOLT Tema Electrification ETF	33.52%	25.92%	-8.98%

Correlation

The correlation between WBIF and VOLT is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.55

The correlation between WBIF and VOLT shifts across timeframes, from 0.44 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

WBIF vs. VOLT - Sectors Allocation Comparison

Sectors	WBIF	VOLT
Financial Services	27.2%	0.5%
Technology	25.6%	14.1%
Industrials	16.2%	50.4%
Consumer Cyclical	15.3%	2.6%
Energy	4.4%	4.7%
Healthcare	3.2%	-
Basic Materials	2.8%	1.4%
Consumer Defensive	2.0%	-
Utilities	2.0%	28.2%
Communication Services	1.3%	-
Real Estate	-	-

Return for Risk

WBIF vs. VOLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WBIF

WBIF Risk / Return Rank: 81
WBIF Sharpe Ratio Rank: 77
WBIF Sortino Ratio Rank: 80
WBIF Omega Ratio Rank: 76
WBIF Calmar Ratio Rank: 87
WBIF Martin Ratio Rank: 85

VOLT

VOLT Risk / Return Rank: 62
VOLT Sharpe Ratio Rank: 66
VOLT Sortino Ratio Rank: 59
VOLT Omega Ratio Rank: 59
VOLT Calmar Ratio Rank: 62
VOLT Martin Ratio Rank: 67

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. VOLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and Tema Electrification ETF (VOLT). 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	VOLT	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.71	+0.27
Sortino ratio: Return per unit of downside risk	2.89	2.27	+0.61
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	3.80	2.44	+1.36
Martin ratio: Return relative to average drawdown	13.49	9.16	+4.33

WBIF vs. VOLT - Sharpe Ratio Comparison

The current WBIF Sharpe Ratio is 1.98, which is comparable to the VOLT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of WBIF and VOLT, 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. VOLT - Drawdown Comparison

The maximum WBIF drawdown since its inception was -20.29%, smaller than the maximum VOLT drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for WBIF and VOLT.

Drawdown Indicators

	WBIF	VOLT	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-23.40%	+3.11%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-17.22%	+10.62%
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%	-8.16%	+8.16%
Average Drawdown Average peak-to-trough decline	-7.64%	-5.36%	-2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	4.58%	-2.72%

Volatility

WBIF vs. VOLT - Volatility Comparison

The current volatility for WBI BullBear Value 3000 ETF (WBIF) is 3.94%, while Tema Electrification ETF (VOLT) has a volatility of 9.99%. This indicates that WBIF experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIF	VOLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	9.99%	-6.05%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	21.22%	-11.85%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	24.56%	-11.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.91%	25.49%	-12.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.40%	25.49%	-13.09%

WBIF vs. VOLT - Expense Ratio Comparison

WBIF has a 1.25% expense ratio, which is higher than VOLT's 0.75% expense ratio.

Dividends

WBIF vs. VOLT - Dividend Comparison

WBIF's dividend yield for the trailing twelve months is around 0.05%, less than VOLT's 0.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOLT Tema Electrification ETF	0.34%	0.46%	0.01%	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

Can I hold both WBIF and VOLT in my portfolio?

WBIF and VOLT have a correlation of 0.44, 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 VOLT?

VOLT has higher volatility (9.99%) compared to WBIF (3.94%). In terms of maximum drawdown, WBIF dropped -20.29% vs VOLT's -23.40%.

Which ETF is better, WBIF or VOLT?

On 1-year performance, VOLT leads with 41.84% vs 24.99% for WBIF. On fees, VOLT is cheaper at 0.75% per year. On volatility, WBIF has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIF or VOLT?

Over the 1-year period, VOLT has performed better with a 41.84% return vs 24.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIF or VOLT?

VOLT is cheaper with a 0.75% expense ratio, compared with 1.25% for WBIF.

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

VOLT has the higher dividend yield at 0.34%, compared with 0.05% for WBIF.

What is the main difference between WBIF and VOLT?

They also come from different issuers: WBI and Tema. Their fees differ too: 1.25% for WBIF and 0.75% for VOLT.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (1.98 vs 1.71), 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.