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WBIG vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBIG vs. IDV - Performance Comparison

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

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Returns By Period

In the year-to-date period, WBIG achieves a 8.66% return, which is significantly lower than IDV's 12.32% return. Over the past 10 years, WBIG has underperformed IDV with an annualized return of 3.82%, while IDV has yielded a comparatively higher 10.28% annualized 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%

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)

WBIG vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBIG
WBI BullBear Yield 3000 ETF
8.66%-0.39%5.87%-2.68%-7.68%16.04%-3.30%6.85%-8.46%25.62%
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 WBIG 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

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

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 WBIG and IDV has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

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Return for Risk

WBIG vs. IDV — Risk / Return Rank

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

WBIG
WBIG Risk / Return Rank: 6565
Overall Rank
WBIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
WBIG Omega Ratio Rank: 6060
Omega Ratio Rank
WBIG Calmar Ratio Rank: 7777
Calmar Ratio Rank
WBIG Martin Ratio Rank: 6767
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 8383
Overall Rank
IDV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDV Omega Ratio Rank: 8484
Omega Ratio Rank
IDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
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.

WBIG vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) 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.


WBIGIDVDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.37

1.52

-0.16

Calmar ratioReturn relative to maximum drawdown

3.88

4.36

-0.48

Martin ratioReturn relative to average drawdown

12.22

16.67

-4.45

WBIG vs. IDV - Sharpe Ratio Comparison

The current WBIG Sharpe Ratio is 1.99, which is lower than the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of WBIG 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.


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Sharpe Ratios by Period


WBIGIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.90

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.77

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.58

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.22

-0.07

Drawdowns

WBIG vs. IDV - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for WBIG and IDV.


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Drawdown Indicators


WBIGIDVDifference

Max Drawdown

Largest peak-to-trough decline

-25.32%

-70.14%

+44.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-8.52%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-11.86%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-29.19%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-25.32%

-42.50%

+17.18%

Current Drawdown

Current decline from peak

-4.84%

-2.80%

-2.04%

Average Drawdown

Average peak-to-trough decline

-10.92%

-15.40%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.22%

-0.61%

Volatility

WBIG vs. IDV - Volatility Comparison

The current volatility for WBI BullBear Yield 3000 ETF (WBIG) is 3.43%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.32%. This indicates that WBIG experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIGIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

4.32%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

10.60%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

12.85%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

15.54%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

17.94%

-6.39%

WBIG vs. IDV - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

WBIG vs. IDV - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.21%, less than IDV's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
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 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.

IDV has higher volatility (4.32%) compared to WBIG (3.43%). In terms of maximum drawdown, WBIG dropped -25.32% vs IDV's -70.14%.

On 10-year performance, IDV leads with 10.28% vs 3.82% for WBIG. On fees, IDV is cheaper at 0.49% per year. On volatility, WBIG has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDV has performed better with a 10.28% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV is cheaper with a 0.49% expense ratio, compared with 1.14% for WBIG.

IDV has the higher dividend yield at 4.45%, compared with 1.21% for WBIG.

They also come from different issuers: WBI and iShares. Their fees differ too: 1.14% for WBIG and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.90 vs 1.99), 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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