WBIG vs. VT

Last updated Jun 3, 2026

WBIG (WBI BullBear Yield 3000 ETF) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. WBIG is actively managed, while VT is passively managed. Over the past 10 years, WBIG returned 3.92%/yr vs 12.84%/yr for VT. A 0.72 correlation means they provide meaningful diversification when combined. WBIG charges 1.14%/yr vs 0.06%/yr for VT.

Performance

WBIG vs. VT - Performance Comparison

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

Returns By Period

In the year-to-date period, WBIG achieves a 9.69% return, which is significantly lower than VT's 13.23% return. Over the past 10 years, WBIG has underperformed VT with an annualized return of 3.92%, while VT has yielded a comparatively higher 12.84% annualized return.

WBIG

• 1D: 0.07%
• 1M: 4.43%
• YTD: 9.69%
• 6M: 9.47%
• 1Y: 21.60%
• 3Y*: 6.56%
• 5Y*: 0.85%
• 10Y*: 3.92%

VT

• 1D: 0.47%
• 1M: 5.22%
• YTD: 13.23%
• 6M: 14.61%
• 1Y: 30.72%
• 3Y*: 21.29%
• 5Y*: 11.39%
• 10Y*: 12.84%

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

WBIG vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBIG WBI BullBear Yield 3000 ETF	9.69%	-0.39%	5.87%	-2.68%	-7.68%	16.04%	-3.30%	6.85%	-8.46%	25.62%
VT Vanguard Total World Stock ETF	13.23%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between WBIG and VT is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014	0.72

The correlation between WBIG and VT has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

Return for Risk

WBIG vs. VT — Risk / Return Rank

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

WBIG

WBIG Risk / Return Rank: 70
WBIG Sharpe Ratio Rank: 65
WBIG Sortino Ratio Rank: 67
WBIG Omega Ratio Rank: 66
WBIG Calmar Ratio Rank: 80
WBIG Martin Ratio Rank: 71

VT

VT Risk / Return Rank: 72
VT Sharpe Ratio Rank: 74
VT Sortino Ratio Rank: 73
VT Omega Ratio Rank: 73
VT Calmar Ratio Rank: 65
VT Martin Ratio Rank: 75

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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) and Vanguard Total World Stock ETF (VT). 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	VT	Difference
Sharpe ratio Return per unit of total volatility	2.21	2.44	-0.23
Sortino ratio Return per unit of downside risk	3.17	3.36	-0.19
Omega ratio Gain probability vs. loss probability	1.41	1.44	-0.03
Calmar ratio Return relative to maximum drawdown	4.24	3.27	+0.98
Martin ratio Return relative to average drawdown	13.40	14.59	-1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBIG vs. VT - Sharpe Ratio Comparison

The current WBIG Sharpe Ratio is 2.21, which is comparable to the VT Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of WBIG and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WBIG	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.44	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.71	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.75	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.44	-0.29

Drawdowns

WBIG vs. VT - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for WBIG and VT.

Drawdown Indicators

	WBIG	VT	Difference
Max Drawdown Largest peak-to-trough decline	-25.32%	-50.27%	+24.95%
Max Drawdown (1Y) Largest decline over 1 year	-5.06%	-9.67%	+4.61%
Max Drawdown (3Y) Largest decline over 3 years	-20.20%	-16.51%	-3.69%
Max Drawdown (5Y) Largest decline over 5 years	-25.32%	-26.38%	+1.06%
Max Drawdown (10Y) Largest decline over 10 years	-25.32%	-34.24%	+8.92%
Current Drawdown Current decline from peak	-3.94%	0.00%	-3.94%
Average Drawdown Average peak-to-trough decline	-10.92%	-7.02%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	2.17%	-0.57%

Volatility

WBIG vs. VT - Volatility Comparison

The current volatility for WBI BullBear Yield 3000 ETF (WBIG) is 3.30%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.75%. This indicates that WBIG experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIG	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	3.75%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	6.52%	10.13%	-3.61%
Volatility (1Y) Calculated over the trailing 1-year period	9.84%	12.67%	-2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.04%	16.04%	-4.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.55%	17.23%	-5.68%

WBIG vs. VT - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

WBIG vs. VT - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.20%, less than VT's 1.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VT Vanguard Total World Stock ETF	1.58%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
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 VT in my portfolio?

WBIG and VT have a correlation of 0.69, 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 VT?

VT has higher volatility (3.75%) compared to WBIG (3.30%). In terms of maximum drawdown, WBIG dropped -25.32% vs VT's -50.27%.

Which ETF is better, WBIG or VT?

On 10-year performance, VT leads with 12.84% vs 3.92% for WBIG. On fees, VT is cheaper at 0.06% per year. On volatility, WBIG has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIG or VT?

Over the 10-year period, VT has performed better with a 12.84% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIG or VT?

VT is cheaper with a 0.06% expense ratio, compared with 1.14% for WBIG.

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

VT has the higher dividend yield at 1.58%, compared with 1.20% for WBIG.

What is the main difference between WBIG and VT?

They also come from different issuers: WBI and Vanguard. Their fees differ too: 1.14% for WBIG and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.44 vs 2.21), 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.