WBIG vs. IDV
WBIG (WBI BullBear Yield 3000 ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. WBIG is actively managed, while IDV is passively managed. Over the past 10 years, WBIG returned 3.82%/yr vs 10.28%/yr for IDV. A 0.57 correlation means they provide meaningful diversification when combined. WBIG charges 1.14%/yr vs 0.49%/yr for IDV.
Performance
WBIG vs. IDV - Performance Comparison
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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%
WBIG vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
WBIG
IDV
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.
| WBIG | IDV | Difference | |
|---|---|---|---|
| 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 |
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 | IDV | Difference | |
|---|---|---|---|
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
| WBIG | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.84% | -2.80% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -15.40% | +4.48% |
Ulcer IndexDepth 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
| WBIG | IDV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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