WBIL vs. GSWO
Compare and contrast key facts about WBI BullBear Quality 3000 ETF (WBIL) and Goldman Sachs ActiveBeta World Equity ETF (GSWO).
WBIL and GSWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WBIL is an actively managed fund by WBI. It was launched on Sep 3, 2014. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022.
Performance
WBIL vs. GSWO - Performance Comparison
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WBIL vs. GSWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WBIL WBI BullBear Quality 3000 ETF | -3.45% | -0.47% | 13.29% | 11.79% | -8.68% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | -2.17% | 18.97% | 15.29% | 16.28% | -6.15% |
Returns By Period
In the year-to-date period, WBIL achieves a -3.45% return, which is significantly lower than GSWO's -2.17% return.
WBIL
- 1D
- 2.26%
- 1M
- -7.61%
- YTD
- -3.45%
- 6M
- -2.18%
- 1Y
- 5.84%
- 3Y*
- 6.65%
- 5Y*
- 3.51%
- 10Y*
- 5.13%
GSWO
- 1D
- 2.87%
- 1M
- -5.76%
- YTD
- -2.17%
- 6M
- -0.46%
- 1Y
- 11.32%
- 3Y*
- 14.53%
- 5Y*
- —
- 10Y*
- —
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WBIL vs. GSWO - Expense Ratio Comparison
WBIL has a 1.23% expense ratio, which is higher than GSWO's 0.25% expense ratio.
Return for Risk
WBIL vs. GSWO — Risk / Return Rank
WBIL
GSWO
WBIL vs. GSWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Quality 3000 ETF (WBIL) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). 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.
| WBIL | GSWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.84 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.24 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.24 | -0.71 |
Martin ratioReturn relative to average drawdown | 1.80 | 5.62 | -3.81 |
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
| WBIL | GSWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.84 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.77 | -0.50 |
Correlation
The correlation between WBIL and GSWO is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WBIL vs. GSWO - Dividend Comparison
WBIL's dividend yield for the trailing twelve months is around 0.05%, less than GSWO's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBIL WBI BullBear Quality 3000 ETF | 0.05% | 0.05% | 0.07% | 0.29% | 1.03% | 2.02% | 0.19% | 0.73% | 0.75% | 0.83% | 0.58% | 0.20% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.83% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WBIL vs. GSWO - Drawdown Comparison
The maximum WBIL drawdown since its inception was -25.30%, which is greater than GSWO's maximum drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for WBIL and GSWO.
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Drawdown Indicators
| WBIL | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.30% | -17.77% | -7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -9.50% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.30% | — | — |
Current DrawdownCurrent decline from peak | -11.18% | -6.31% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -3.35% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.10% | +1.39% |
Volatility
WBIL vs. GSWO - Volatility Comparison
The current volatility for WBI BullBear Quality 3000 ETF (WBIL) is 5.21%, while Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a volatility of 5.76%. This indicates that WBIL experiences smaller price fluctuations and is considered to be less risky than GSWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBIL | GSWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 5.76% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 8.20% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 13.60% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 12.98% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.47% | 12.98% | -0.51% |