WBIG vs. BDVL
WBIG (WBI BullBear Yield 3000 ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. WBIG is actively managed, while BDVL is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. WBIG charges 1.14%/yr vs 0.40%/yr for BDVL.
Performance
WBIG vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, WBIG achieves a 8.66% return, which is significantly higher than BDVL's 4.71% return.
WBIG
- 1D
- -0.94%
- 1M
- 3.95%
- YTD
- 8.66%
- 6M
- 7.77%
- 1Y
- 19.57%
- 3Y*
- 6.22%
- 5Y*
- 0.62%
- 10Y*
- 3.82%
BDVL
- 1D
- -0.44%
- 1M
- 0.91%
- YTD
- 4.71%
- 6M
- 5.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WBIG vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WBIG WBI BullBear Yield 3000 ETF | 8.66% | 3.16% |
BDVL iShares Disciplined Volatility Equity Active ETF | 4.71% | 1.97% |
Correlation
The correlation between WBIG and BDVL is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025 | 0.67 |
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Return for Risk
WBIG vs. BDVL — Risk / Return Rank
WBIG
BDVL
WBIG vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.
| WBIG | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | — | — |
| Martin ratioReturn relative to average drawdown | 12.22 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WBIG | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.01 | -0.87 |
Drawdowns
WBIG vs. BDVL - Drawdown Comparison
The maximum WBIG drawdown since its inception was -25.32%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for WBIG and BDVL.
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Drawdown Indicators
| WBIG | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.32% | -7.71% | -17.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.32% | — | — |
Current DrawdownCurrent decline from peak | -4.84% | -0.95% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -1.19% | -9.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | — | — |
Volatility
WBIG vs. BDVL - Volatility Comparison
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Volatility by Period
| WBIG | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 9.49% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 9.49% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 9.49% | +2.06% |
WBIG vs. BDVL - Expense Ratio Comparison
WBIG has a 1.14% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
WBIG vs. BDVL - Dividend Comparison
WBIG's dividend yield for the trailing twelve months is around 1.21%, less than BDVL's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.66% | 2.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WBIG WBI BullBear Yield 3000 ETF | 1.21% | 1.74% | 2.05% | 1.74% | 1.29% | 2.94% | 0.90% | 1.87% | 1.20% | 1.27% | 0.96% | 1.41% |
Frequently Asked Questions
WBIG and BDVL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BDVL is cheaper with a 0.40% expense ratio, compared with 1.14% for WBIG.
BDVL has the higher dividend yield at 2.66%, compared with 1.21% for WBIG.
They also come from different issuers: WBI and iShares. Their fees differ too: 1.14% for WBIG and 0.40% for BDVL.
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