WBIG vs. WDIV
WBIG (WBI BullBear Yield 3000 ETF) and WDIV (SPDR S&P Global Dividend ETF) are both Global Equities funds. WBIG is actively managed, while WDIV is passively managed. Over the past 10 years, WBIG returned 3.82%/yr vs 7.48%/yr for WDIV. A 0.63 correlation means they provide meaningful diversification when combined. WBIG charges 1.14%/yr vs 0.40%/yr for WDIV.
Performance
WBIG vs. WDIV - Performance Comparison
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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%
WBIG vs. WDIV - 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% |
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
WBIG
WDIV
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.
| WBIG | WDIV | Difference | |
|---|---|---|---|
| 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 |
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 | WDIV | Difference | |
|---|---|---|---|
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
| WBIG | WDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.84% | -1.25% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -5.85% | -5.07% |
Ulcer IndexDepth 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
| WBIG | WDIV | Difference | |
|---|---|---|---|
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.
| 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% |
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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