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WBIG vs. SDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBIG vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Yield 3000 ETF (WBIG) and Global X SuperDividend ETF (SDIV). 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 higher than SDIV's 5.97% return. Over the past 10 years, WBIG has outperformed SDIV with an annualized return of 3.82%, while SDIV has yielded a comparatively lower -0.07% 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%

SDIV

1D
-2.00%
1M
-3.86%
YTD
5.97%
6M
6.19%
1Y
25.09%
3Y*
15.75%
5Y*
-0.84%
10Y*
-0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIG vs. SDIV - 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%
SDIV
Global X SuperDividend ETF
5.97%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-15.07%11.95%

Correlation

The correlation between WBIG and SDIV is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2014

0.59

The correlation between WBIG and SDIV has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

WBIG vs. SDIV — 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

SDIV
SDIV Risk / Return Rank: 6161
Overall Rank
SDIV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 5656
Sortino Ratio Rank
SDIV Omega Ratio Rank: 5656
Omega Ratio Rank
SDIV Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6666
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. SDIV - Risk-Adjusted Trends Comparison

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


WBIGSDIVDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.88

3.43

+0.45

Martin ratioReturn relative to average drawdown

12.22

12.41

-0.18

WBIG vs. SDIV - Sharpe Ratio Comparison

The current WBIG Sharpe Ratio is 1.99, which is comparable to the SDIV Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of WBIG and SDIV, 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


WBIGSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.02

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.05

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

-0.00

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.06

+0.09

Drawdowns

WBIG vs. SDIV - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for WBIG and SDIV.


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Drawdown Indicators


WBIGSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-25.32%

-56.90%

+31.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-7.35%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-18.64%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-41.94%

+16.62%

Max Drawdown (10Y)

Largest decline over 10 years

-25.32%

-56.90%

+31.58%

Current Drawdown

Current decline from peak

-4.84%

-17.77%

+12.93%

Average Drawdown

Average peak-to-trough decline

-10.92%

-18.59%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.03%

-0.42%

Volatility

WBIG vs. SDIV - Volatility Comparison

The current volatility for WBI BullBear Yield 3000 ETF (WBIG) is 3.43%, while Global X SuperDividend ETF (SDIV) has a volatility of 4.21%. This indicates that WBIG experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIGSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

4.21%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

9.64%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

12.47%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

16.86%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

18.97%

-7.42%

WBIG vs. SDIV - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than SDIV's 0.58% expense ratio.


Dividends

WBIG vs. SDIV - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.21%, less than SDIV's 10.02% yield.


PositionTTM20252024202320222021202020192018201720162015
SDIV
Global X SuperDividend ETF
10.02%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%
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 SDIV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDIV has higher volatility (4.21%) compared to WBIG (3.43%). In terms of maximum drawdown, WBIG dropped -25.32% vs SDIV's -56.90%.

On 10-year performance, WBIG leads with 3.82% vs -0.07% for SDIV. On fees, SDIV is cheaper at 0.58% 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, WBIG has performed better with a 3.82% return vs -0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDIV is cheaper with a 0.58% expense ratio, compared with 1.14% for WBIG.

SDIV has the higher dividend yield at 10.02%, compared with 1.21% for WBIG.

They also come from different issuers: WBI and Global X. Their fees differ too: 1.14% for WBIG and 0.58% for SDIV.

SDIV currently has the higher Sharpe Ratio (2.02 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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