WBIG vs. WBIL
WBIG (WBI BullBear Yield 3000 ETF) and WBIL (WBI BullBear Quality 3000 ETF) are both Global Equities funds from WBI. Both are actively managed. Over the past 10 years, WBIG returned 3.82%/yr vs 7.14%/yr for WBIL. Their correlation of 0.84 suggests significant overlap in exposure. WBIG charges 1.14%/yr vs 1.23%/yr for WBIL.
Performance
WBIG vs. WBIL - 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 WBIL's 16.79% return. Over the past 10 years, WBIG has underperformed WBIL with an annualized return of 3.82%, while WBIL has yielded a comparatively higher 7.14% 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%
WBIL
- 1D
- -0.48%
- 1M
- 11.11%
- YTD
- 16.79%
- 6M
- 15.00%
- 1Y
- 29.63%
- 3Y*
- 13.10%
- 5Y*
- 6.12%
- 10Y*
- 7.14%
WBIG vs. WBIL - 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% |
WBIL WBI BullBear Quality 3000 ETF | 16.79% | -0.47% | 13.29% | 11.79% | -9.60% | 18.67% | -2.19% | 11.65% | -9.67% | 19.31% |
Correlation
The correlation between WBIG and WBIL is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.84 |
The correlation between WBIG and WBIL has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.
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Return for Risk
WBIG vs. WBIL — Risk / Return Rank
WBIG
WBIL
WBIG vs. WBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) and WBI BullBear Quality 3000 ETF (WBIL). 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 | WBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 3.02 | +0.86 |
| Martin ratioReturn relative to average drawdown | 12.22 | 13.28 | -1.05 |
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 | WBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.09 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.45 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.57 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.40 | -0.25 |
Drawdowns
WBIG vs. WBIL - Drawdown Comparison
The maximum WBIG drawdown since its inception was -25.32%, roughly equal to the maximum WBIL drawdown of -25.30%. Use the drawdown chart below to compare losses from any high point for WBIG and WBIL.
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Drawdown Indicators
| WBIG | WBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.32% | -25.30% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -9.85% | +4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | -25.30% | +5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -25.30% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -25.32% | -25.30% | -0.02% |
Current DrawdownCurrent decline from peak | -4.84% | -0.48% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -6.98% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.24% | -0.63% |
Volatility
WBIG vs. WBIL - Volatility Comparison
The current volatility for WBI BullBear Yield 3000 ETF (WBIG) is 3.43%, while WBI BullBear Quality 3000 ETF (WBIL) has a volatility of 4.82%. This indicates that WBIG experiences smaller price fluctuations and is considered to be less risky than WBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBIG | WBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.82% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 10.74% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.89% | 14.27% | -4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 13.70% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 12.65% | -1.10% |
WBIG vs. WBIL - Expense Ratio Comparison
WBIG has a 1.14% expense ratio, which is lower than WBIL's 1.23% expense ratio.
Dividends
WBIG vs. WBIL - Dividend Comparison
WBIG's dividend yield for the trailing twelve months is around 1.21%, more than WBIL's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WBIL WBI BullBear Quality 3000 ETF | 0.04% | 0.05% | 0.07% | 0.29% | 1.03% | 2.02% | 0.19% | 0.73% | 0.75% | 0.83% | 0.58% | 0.20% |
Frequently Asked Questions
WBIG and WBIL have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WBIL has higher volatility (4.82%) compared to WBIG (3.43%). In terms of maximum drawdown, WBIG dropped -25.32% vs WBIL's -25.30%.
On 10-year performance, WBIL leads with 7.14% vs 3.82% for WBIG. On fees, WBIG is cheaper at 1.14% 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, WBIL has performed better with a 7.14% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WBIG is cheaper with a 1.14% expense ratio, compared with 1.23% for WBIL.
WBIG has the higher dividend yield at 1.21%, compared with 0.04% for WBIL.
Their fees differ too: 1.14% for WBIG and 1.23% for WBIL.
WBIL currently has the higher Sharpe Ratio (2.09 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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