WBIL vs. VXUS

Last updated Jun 26, 2026

WBIL (WBI BullBear Quality 3000 ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. WBIL is actively managed, while VXUS is passively managed. Over the past 10 years, WBIL returned 6.93%/yr vs 10.52%/yr for VXUS. A 0.62 correlation means they provide meaningful diversification when combined. WBIL charges 1.23%/yr vs 0.05%/yr for VXUS.

Performance

WBIL vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI BullBear Quality 3000 ETF (WBIL) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WBIL achieves a 12.59% return, which is significantly lower than VXUS's 13.40% return. Over the past 10 years, WBIL has underperformed VXUS with an annualized return of 6.93%, while VXUS has yielded a comparatively higher 10.52% annualized return.

WBIL

• 1D: 0.02%
• 1M: 0.88%
• YTD: 12.59%
• 6M: 10.68%
• 1Y: 23.27%
• 3Y*: 11.37%
• 5Y*: 5.75%
• 10Y*: 6.93%

VXUS

• 1D: 0.88%
• 1M: -0.75%
• YTD: 13.40%
• 6M: 13.15%
• 1Y: 28.83%
• 3Y*: 19.12%
• 5Y*: 8.42%
• 10Y*: 10.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WBIL vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBIL WBI BullBear Quality 3000 ETF	12.59%	-0.47%	13.29%	11.79%	-9.60%	18.67%	-2.19%	11.65%	-9.67%	19.31%
VXUS Vanguard Total International Stock ETF	13.40%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between WBIL and VXUS is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Aug 27, 2014	0.62

The correlation between WBIL and VXUS has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

WBIL vs. VXUS - Sectors Allocation Comparison

Sectors	WBIL	VXUS
Technology	45.8%	21.0%
Industrials	12.2%	15.6%
Consumer Cyclical	8.7%	8.2%
Financial Services	8.7%	21.7%
Communication Services	7.3%	4.4%
Healthcare	5.8%	6.8%
Consumer Defensive	5.2%	4.8%
Real Estate	2.8%	2.4%
Basic Materials	2.7%	7.6%
Energy	2.5%	4.7%
Utilities	1.3%	3.0%

Return for Risk

WBIL vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WBIL

WBIL Risk / Return Rank: 52
WBIL Sharpe Ratio Rank: 49
WBIL Sortino Ratio Rank: 48
WBIL Omega Ratio Rank: 47
WBIL Calmar Ratio Rank: 54
WBIL Martin Ratio Rank: 62

VXUS

VXUS Risk / Return Rank: 62
VXUS Sharpe Ratio Rank: 62
VXUS Sortino Ratio Rank: 59
VXUS Omega Ratio Rank: 64
VXUS Calmar Ratio Rank: 61
VXUS Martin Ratio Rank: 63

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.

WBIL vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Quality 3000 ETF (WBIL) and Vanguard Total International Stock ETF (VXUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WBIL	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.78	-0.25
Sortino ratio: Return per unit of downside risk	2.15	2.42	-0.27
Omega ratio: Gain probability vs. loss probability	1.27	1.33	-0.06
Calmar ratio: Return relative to maximum drawdown	2.37	2.57	-0.20
Martin ratio: Return relative to average drawdown	9.81	9.84	-0.03

WBIL vs. VXUS - Sharpe Ratio Comparison

The current WBIL Sharpe Ratio is 1.52, which is comparable to the VXUS Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of WBIL and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WBIL vs. VXUS - Drawdown Comparison

The maximum WBIL drawdown since its inception was -25.30%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for WBIL and VXUS.

Drawdown Indicators

	WBIL	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-25.30%	-35.97%	+10.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.85%	-11.27%	+1.42%
Max Drawdown (3Y) Largest decline over 3 years	-25.30%	-13.58%	-11.72%
Max Drawdown (5Y) Largest decline over 5 years	-25.30%	-29.44%	+4.14%
Max Drawdown (10Y) Largest decline over 10 years	-25.30%	-35.97%	+10.67%
Current Drawdown Current decline from peak	-4.06%	-2.27%	-1.79%
Average Drawdown Average peak-to-trough decline	-6.96%	-8.19%	+1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	2.94%	-0.56%

Volatility

WBIL vs. VXUS - Volatility Comparison

WBI BullBear Quality 3000 ETF (WBIL) and Vanguard Total International Stock ETF (VXUS) have volatilities of 6.91% and 6.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIL	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.91%	6.84%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	12.03%	14.45%	-2.42%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	16.30%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.89%	16.27%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.78%	17.02%	-4.24%

WBIL vs. VXUS - Expense Ratio Comparison

WBIL has a 1.23% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

WBIL vs. VXUS - Dividend Comparison

WBIL's dividend yield for the trailing twelve months is around 0.04%, less than VXUS's 2.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VXUS Vanguard Total International Stock ETF	2.57%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
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

Can I hold both WBIL and VXUS in my portfolio?

WBIL and VXUS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WBIL or VXUS?

WBIL has higher volatility (6.91%) compared to VXUS (6.84%). In terms of maximum drawdown, WBIL dropped -25.30% vs VXUS's -35.97%.

Which ETF is better, WBIL or VXUS?

On 10-year performance, VXUS leads with 10.52% vs 6.93% for WBIL. On fees, VXUS is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WBIL or VXUS?

Over the 10-year period, VXUS has performed better with a 10.52% return vs 6.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WBIL or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 1.23% for WBIL.

Which ETF pays a higher dividend yield, WBIL or VXUS?

VXUS has the higher dividend yield at 2.57%, compared with 0.04% for WBIL.

What is the main difference between WBIL and VXUS?

They also come from different issuers: WBI and Vanguard. Their fees differ too: 1.23% for WBIL and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.78 vs 1.52), 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.