WBIF vs. WBIY

Last updated Jun 5, 2026

WBIF (WBI BullBear Value 3000 ETF) and WBIY (WBI Power Factor High Dividend ETF) are both exchange-traded funds - WBIF is a Global Equities fund actively managed by WBI, while WBIY is a Mid Cap Value Equities fund tracking the Solactive Power Factor High Dividend Index. WBIF is actively managed, while WBIY is passively managed. Over the past 5 years, WBIF returned 2.46%/yr vs 9.29%/yr for WBIY. A 0.65 correlation means they provide meaningful diversification when combined. WBIF charges 1.25%/yr vs 0.97%/yr for WBIY.

Performance

WBIF vs. WBIY - Performance Comparison

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

Returns By Period

In the year-to-date period, WBIF achieves a 12.01% return, which is significantly higher than WBIY's 10.76% return.

WBIF

• 1D: 0.36%
• 1M: 5.33%
• YTD: 12.01%
• 6M: 11.33%
• 1Y: 23.76%
• 3Y*: 9.09%
• 5Y*: 2.46%
• 10Y*: 5.56%

WBIY

• 1D: 0.69%
• 1M: 2.63%
• YTD: 10.76%
• 6M: 11.81%
• 1Y: 27.44%
• 3Y*: 17.19%
• 5Y*: 9.29%
• 10Y*: —

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

WBIF vs. WBIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBIF WBI BullBear Value 3000 ETF	12.01%	9.16%	3.43%	0.49%	-8.38%	16.56%	-2.71%	2.68%	-4.68%	19.42%
WBIY WBI Power Factor High Dividend ETF	10.76%	13.00%	8.36%	13.80%	-0.52%	28.35%	-8.48%	24.82%	-14.47%	14.59%

Correlation

The correlation between WBIF and WBIY 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	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Dec 23, 2016	0.65

The correlation between WBIF and WBIY has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

WBIF vs. WBIY - Sectors Allocation Comparison

Sectors	WBIF	WBIY
Financial Services	31.0%	18.7%
Technology	19.9%	10.1%
Industrials	14.6%	9.4%
Consumer Cyclical	11.1%	13.1%
Utilities	10.3%	6.1%
Healthcare	3.4%	6.2%
Consumer Defensive	3.1%	16.4%
Energy	2.9%	6.0%
Communication Services	2.6%	11.0%
Basic Materials	1.0%	1.9%
Real Estate	-	1.1%

Return for Risk

WBIF vs. WBIY — Risk / Return Rank

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

WBIF

WBIF Risk / Return Rank: 64
WBIF Sharpe Ratio Rank: 59
WBIF Sortino Ratio Rank: 61
WBIF Omega Ratio Rank: 58
WBIF Calmar Ratio Rank: 73
WBIF Martin Ratio Rank: 70

WBIY

WBIY Risk / Return Rank: 62
WBIY Sharpe Ratio Rank: 54
WBIY Sortino Ratio Rank: 62
WBIY Omega Ratio Rank: 53
WBIY Calmar Ratio Rank: 81
WBIY Martin Ratio Rank: 60

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. WBIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Value 3000 ETF (WBIF) and WBI Power Factor High Dividend ETF (WBIY). 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	WBIY	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.83	+0.11
Sortino ratio: Return per unit of downside risk	2.80	2.87	-0.06
Omega ratio: Gain probability vs. loss probability	1.35	1.33	+0.02
Calmar ratio: Return relative to maximum drawdown	3.62	4.16	-0.54
Martin ratio: Return relative to average drawdown	12.94	10.49	+2.46
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. WBIY - Sharpe Ratio Comparison

The current WBIF Sharpe Ratio is 1.94, which is comparable to the WBIY Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WBIF and WBIY, 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	WBIY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	1.83	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.50	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.38	-0.07

Drawdowns

WBIF vs. WBIY - Drawdown Comparison

The maximum WBIF drawdown since its inception was -20.29%, smaller than the maximum WBIY drawdown of -48.71%. Use the drawdown chart below to compare losses from any high point for WBIF and WBIY.

Drawdown Indicators

	WBIF	WBIY	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-48.71%	+28.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-6.63%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.16%	-19.37%	+2.21%
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	-20.97%	+0.68%
Max Drawdown (10Y) Largest decline over 10 years	-20.29%	—	—
Current Drawdown Current decline from peak	-0.61%	-1.15%	+0.54%
Average Drawdown Average peak-to-trough decline	-7.73%	-7.11%	-0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.62%	-0.78%

Volatility

WBIF vs. WBIY - Volatility Comparison

WBI BullBear Value 3000 ETF (WBIF) has a higher volatility of 4.11% compared to WBI Power Factor High Dividend ETF (WBIY) at 3.67%. This indicates that WBIF's price experiences larger fluctuations and is considered to be riskier than WBIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIF	WBIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	3.67%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	8.92%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.29%	15.07%	-2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.86%	18.51%	-5.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.34%	22.65%	-10.31%

WBIF vs. WBIY - Expense Ratio Comparison

WBIF has a 1.25% expense ratio, which is higher than WBIY's 0.97% expense ratio.

Dividends

WBIF vs. WBIY - Dividend Comparison

WBIF's dividend yield for the trailing twelve months is around 0.06%, less than WBIY's 4.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WBIY WBI Power Factor High Dividend ETF	4.38%	4.73%	4.57%	4.87%	4.40%	3.94%	5.10%	4.54%	3.25%	5.84%	0.01%	0.00%

Frequently Asked Questions

Can I hold both WBIF and WBIY in my portfolio?

WBIF and WBIY 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 WBIY?

WBIF has higher volatility (4.11%) compared to WBIY (3.67%). In terms of maximum drawdown, WBIF dropped -20.29% vs WBIY's -48.71%.

Which ETF is better, WBIF or WBIY?

On 5-year performance, WBIY leads with 9.29% vs 2.46% for WBIF. On fees, WBIY is cheaper at 0.97% per year. On volatility, WBIY has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIF or WBIY?

Over the 5-year period, WBIY has performed better with a 9.29% return vs 2.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIF or WBIY?

WBIY is cheaper with a 0.97% expense ratio, compared with 1.25% for WBIF.

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

WBIY has the higher dividend yield at 4.38%, compared with 0.06% for WBIF.

What is the main difference between WBIF and WBIY?

WBIF is categorized as Global Equities, while WBIY is Mid Cap Value Equities. Their fees differ too: 1.25% for WBIF and 0.97% for WBIY.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (1.94 vs 1.83), 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.