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WBIG vs. WDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBIG vs. WDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Yield 3000 ETF (WBIG) and SPDR S&P Global Dividend ETF (WDIV). 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 WDIV's 8.20% return. Over the past 10 years, WBIG has underperformed WDIV with an annualized return of 3.82%, while WDIV has yielded a comparatively higher 7.48% 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%

WDIV

1D
-1.21%
1M
1.41%
YTD
8.20%
6M
10.40%
1Y
21.84%
3Y*
16.97%
5Y*
7.57%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIG vs. WDIV - 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%
WDIV
SPDR S&P Global Dividend ETF
8.20%27.16%7.61%8.21%-6.92%14.44%-10.18%20.12%-8.81%19.03%

Correlation

The correlation between WBIG and WDIV is 0.59, 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

0.59

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

0.65

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

0.65

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

0.62

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

0.63

The correlation between WBIG and WDIV has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

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Return for Risk

WBIG vs. WDIV — 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

WDIV
WDIV Risk / Return Rank: 5959
Overall Rank
WDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
WDIV Omega Ratio Rank: 6262
Omega Ratio Rank
WDIV Calmar Ratio Rank: 5151
Calmar Ratio Rank
WDIV Martin Ratio Rank: 5454
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. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Yield 3000 ETF (WBIG) and SPDR S&P Global Dividend ETF (WDIV). 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.


WBIGWDIVDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

3.88

2.55

+1.33

Martin ratioReturn relative to average drawdown

12.22

9.39

+2.83

WBIG vs. WDIV - Sharpe Ratio Comparison

The current WBIG Sharpe Ratio is 1.99, which is comparable to the WDIV Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WBIG and WDIV, 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


WBIGWDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.16

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.60

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.49

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.46

-0.32

Drawdowns

WBIG vs. WDIV - Drawdown Comparison

The maximum WBIG drawdown since its inception was -25.32%, smaller than the maximum WDIV drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for WBIG and WDIV.


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Drawdown Indicators


WBIGWDIVDifference

Max Drawdown

Largest peak-to-trough decline

-25.32%

-42.34%

+17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-8.61%

+3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-11.26%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-22.12%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.32%

-42.34%

+17.02%

Current Drawdown

Current decline from peak

-4.84%

-1.25%

-3.59%

Average Drawdown

Average peak-to-trough decline

-10.92%

-5.85%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.33%

-0.72%

Volatility

WBIG vs. WDIV - Volatility Comparison

WBI BullBear Yield 3000 ETF (WBIG) has a higher volatility of 3.43% compared to SPDR S&P Global Dividend ETF (WDIV) at 2.95%. This indicates that WBIG's price experiences larger fluctuations and is considered to be riskier than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIGWDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

2.95%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

8.01%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

9.89%

10.18%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

12.77%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

15.40%

-3.85%

WBIG vs. WDIV - Expense Ratio Comparison

WBIG has a 1.14% expense ratio, which is higher than WDIV's 0.40% expense ratio.


Dividends

WBIG vs. WDIV - Dividend Comparison

WBIG's dividend yield for the trailing twelve months is around 1.21%, less than WDIV's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WDIV
SPDR S&P Global Dividend ETF
4.04%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Frequently Asked Questions


WBIG and WDIV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WBIG has higher volatility (3.43%) compared to WDIV (2.95%). In terms of maximum drawdown, WBIG dropped -25.32% vs WDIV's -42.34%.

On 10-year performance, WDIV leads with 7.48% vs 3.82% for WBIG. On fees, WDIV is cheaper at 0.40% per year. On volatility, WDIV has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, WDIV has performed better with a 7.48% return vs 3.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WDIV is cheaper with a 0.40% expense ratio, compared with 1.14% for WBIG.

WDIV has the higher dividend yield at 4.04%, compared with 1.21% for WBIG.

They also come from different issuers: WBI and State Street. Their fees differ too: 1.14% for WBIG and 0.40% for WDIV.

WDIV currently has the higher Sharpe Ratio (2.16 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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