WBIG vs. VOLT

Last updated Jun 25, 2026

WBIG (WBI BullBear Yield 3000 ETF) and VOLT (Tema Electrification ETF) are both Global Equities funds. Both are actively managed. Over the past year, WBIG returned 18.98% vs 69.19% for VOLT. A 0.55 correlation means they provide meaningful diversification when combined. WBIG charges 1.14%/yr vs 0.75%/yr for VOLT.

Performance

WBIG vs. VOLT - Performance Comparison

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

Returns By Period

In the year-to-date period, WBIG achieves a 9.54% return, which is significantly lower than VOLT's 44.48% return.

WBIG

• 1D: -0.12%
• 1M: 3.51%
• YTD: 9.54%
• 6M: 8.36%
• 1Y: 18.98%
• 3Y*: 5.72%
• 5Y*: 1.10%
• 10Y*: 4.06%

VOLT

• 1D: 2.25%
• 1M: 3.75%
• YTD: 44.48%
• 6M: 42.09%
• 1Y: 69.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIG vs. VOLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WBIG WBI BullBear Yield 3000 ETF	9.54%	-0.39%	-5.30%
VOLT Tema Electrification ETF	44.48%	25.92%	-8.98%

Correlation

The correlation between WBIG and VOLT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.55

The correlation between WBIG and VOLT has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

Return for Risk

WBIG vs. VOLT — Risk / Return Rank

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

WBIG

WBIG Risk / Return Rank: 71
WBIG Sharpe Ratio Rank: 66
WBIG Sortino Ratio Rank: 68
WBIG Omega Ratio Rank: 65
WBIG Calmar Ratio Rank: 81
WBIG Martin Ratio Rank: 72

VOLT

VOLT Risk / Return Rank: 93
VOLT Sharpe Ratio Rank: 95
VOLT Sortino Ratio Rank: 92
VOLT Omega Ratio Rank: 91
VOLT Calmar Ratio Rank: 96
VOLT Martin Ratio Rank: 93

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. VOLT - Risk-Adjusted Trends Comparison

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

	WBIG	VOLT	Difference
Sharpe ratio: Return per unit of total volatility	1.89	3.19	-1.30
Sortino ratio: Return per unit of downside risk	2.72	3.90	-1.19
Omega ratio: Gain probability vs. loss probability	1.34	1.52	-0.18
Calmar ratio: Return relative to maximum drawdown	3.76	7.25	-3.49
Martin ratio: Return relative to average drawdown	11.71	20.29	-8.58

WBIG vs. VOLT - Sharpe Ratio Comparison

The current WBIG Sharpe Ratio is 1.89, which is lower than the VOLT Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of WBIG and VOLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WBIG vs. VOLT - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, which is greater than VOLT's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for WBIG and VOLT.

Drawdown Indicators

	WBIG	VOLT	Difference
Max Drawdown Largest peak-to-trough decline	-25.32%	-23.40%	-1.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.06%	-9.59%	+4.53%
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	-4.07%	-0.62%	-3.45%
Average Drawdown Average peak-to-trough decline	-10.89%	-5.13%	-5.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	3.42%	-1.80%

Volatility

WBIG vs. VOLT - Volatility Comparison

The current volatility for WBI BullBear Yield 3000 ETF (WBIG) is 3.65%, while Tema Electrification ETF (VOLT) has a volatility of 9.44%. This indicates that WBIG experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIG	VOLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	9.44%	-5.79%
Volatility (6M) Calculated over the trailing 6-month period	6.95%	18.38%	-11.43%
Volatility (1Y) Calculated over the trailing 1-year period	10.12%	21.82%	-11.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.05%	24.55%	-12.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.56%	24.55%	-12.99%

WBIG vs. VOLT - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than VOLT's 0.75% expense ratio.

Dividends

WBIG vs. VOLT - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.20%, more than VOLT's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOLT Tema Electrification ETF	0.32%	0.46%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WBIG WBI BullBear Yield 3000 ETF	1.20%	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

Can I hold both WBIG and VOLT in my portfolio?

WBIG and VOLT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WBIG or VOLT?

VOLT has higher volatility (9.44%) compared to WBIG (3.65%). In terms of maximum drawdown, WBIG dropped -25.32% vs VOLT's -23.40%.

Which ETF is better, WBIG or VOLT?

On 1-year performance, VOLT leads with 69.19% vs 18.98% for WBIG. On fees, VOLT is cheaper at 0.75% per year. On volatility, WBIG has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIG or VOLT?

Over the 1-year period, VOLT has performed better with a 69.19% return vs 18.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIG or VOLT?

VOLT is cheaper with a 0.75% expense ratio, compared with 1.14% for WBIG.

Which ETF pays a higher dividend yield, WBIG or VOLT?

WBIG has the higher dividend yield at 1.20%, compared with 0.32% for VOLT.

What is the main difference between WBIG and VOLT?

They also come from different issuers: WBI and Tema. Their fees differ too: 1.14% for WBIG and 0.75% for VOLT.

Which has better risk-adjusted returns?

VOLT currently has the higher Sharpe Ratio (3.19 vs 1.89), 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.