WBIL vs. IDMO
Compare and contrast key facts about WBI BullBear Quality 3000 ETF (WBIL) and Invesco S&P International Developed Momentum ETF (IDMO).
WBIL and IDMO 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. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBIL or IDMO.
Correlation
The correlation between WBIL and IDMO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WBIL vs. IDMO - Performance Comparison
Key characteristics
WBIL:
0.84
IDMO:
1.18
WBIL:
1.19
IDMO:
1.63
WBIL:
1.15
IDMO:
1.21
WBIL:
1.23
IDMO:
1.68
WBIL:
3.11
IDMO:
5.92
WBIL:
3.55%
IDMO:
3.24%
WBIL:
13.11%
IDMO:
16.22%
WBIL:
-18.00%
IDMO:
-39.36%
WBIL:
-4.27%
IDMO:
0.00%
Returns By Period
In the year-to-date period, WBIL achieves a 3.58% return, which is significantly lower than IDMO's 9.77% return. Over the past 10 years, WBIL has underperformed IDMO with an annualized return of 4.65%, while IDMO has yielded a comparatively higher 9.16% annualized return.
WBIL
3.58%
1.89%
7.15%
11.40%
6.33%
4.65%
IDMO
9.77%
8.17%
7.20%
17.59%
12.01%
9.16%
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WBIL vs. IDMO - Expense Ratio Comparison
WBIL has a 1.23% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Risk-Adjusted Performance
WBIL vs. IDMO — Risk-Adjusted Performance Rank
WBIL
IDMO
WBIL vs. IDMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Quality 3000 ETF (WBIL) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
Dividends
WBIL vs. IDMO - Dividend Comparison
WBIL's dividend yield for the trailing twelve months is around 0.07%, less than IDMO's 2.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBIL WBI BullBear Quality 3000 ETF | 0.07% | 0.07% | 0.29% | 1.03% | 2.02% | 0.19% | 0.73% | 0.92% | 0.83% | 0.58% | 0.20% | 0.05% |
IDMO Invesco S&P International Developed Momentum ETF | 2.04% | 2.24% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% |
Drawdowns
WBIL vs. IDMO - Drawdown Comparison
The maximum WBIL drawdown since its inception was -18.00%, smaller than the maximum IDMO drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for WBIL and IDMO. For additional features, visit the drawdowns tool.
Volatility
WBIL vs. IDMO - Volatility Comparison
The current volatility for WBI BullBear Quality 3000 ETF (WBIL) is 3.47%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 3.93%. This indicates that WBIL experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.