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WBIG vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBIG vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Yield 3000 ETF (WBIG) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WBIG

1D
-0.16%
1M
0.45%
6M
9.41%
YTD
11.20%
1Y
19.40%
3Y*
5.29%
5Y*
1.80%
10Y*
4.13%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIG vs. PJBF - Yearly Performance Comparison


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Return for Risk

WBIG vs. PJBF — Risk / Return Rank

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

WBIG
WBIG Risk / Return Rank: 8080
Overall Rank
WBIG Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
WBIG Omega Ratio Rank: 7878
Omega Ratio Rank
WBIG Calmar Ratio Rank: 8686
Calmar Ratio Rank
WBIG Martin Ratio Rank: 7979
Martin Ratio Rank

PJBF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) and PGIM Jennison Better Future ETF (PJBF). 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.


WBIGPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.85

Martin ratioReturn relative to average drawdown

12.09

WBIG vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

WBIG vs. PJBF - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WBIG and PJBF.


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Drawdown Indicators


WBIGPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-25.32%

0.00%

-25.32%

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 Drawdown

Current decline from peak

-2.61%

0.00%

-2.61%

Average Drawdown

Average peak-to-trough decline

-10.85%

0.00%

-10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

WBIG vs. PJBF - Volatility Comparison


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Volatility by Period


WBIGPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

0.00%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.01%

0.00%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

0.00%

+11.55%

WBIG vs. PJBF - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than PJBF's 0.59% expense ratio.


Dividends

WBIG vs. PJBF - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.19%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%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
1.19%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


On fees, PJBF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJBF is cheaper with a 0.59% expense ratio, compared with 1.14% for WBIG.

WBIG has the higher dividend yield at 1.19%, compared with 0.00% for PJBF.

They also come from different issuers: WBI and PGIM. Their fees differ too: 1.14% for WBIG and 0.59% for PJBF.

Portfolio Optimizer

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