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WBIL vs. WBIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIL vs. WBIF - Performance Comparison

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

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WBIL vs. WBIF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBIL
WBI BullBear Quality 3000 ETF
-3.45%-0.47%13.29%11.79%-9.60%18.67%-2.19%11.65%-9.67%19.31%
WBIF
WBI BullBear Value 3000 ETF
0.92%9.16%3.43%0.49%-8.38%16.56%-2.71%2.68%-4.68%19.42%

Returns By Period

In the year-to-date period, WBIL achieves a -3.45% return, which is significantly lower than WBIF's 0.92% return. Over the past 10 years, WBIL has outperformed WBIF with an annualized return of 5.13%, while WBIF has yielded a comparatively lower 4.48% annualized 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%

WBIF

1D
1.44%
1M
-4.68%
YTD
0.92%
6M
0.49%
1Y
8.72%
3Y*
6.02%
5Y*
1.57%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBIL vs. WBIF - Expense Ratio Comparison

WBIL has a 1.23% expense ratio, which is lower than WBIF's 1.25% expense ratio.


Return for Risk

WBIL vs. WBIF — Risk / Return Rank

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

WBIL
WBIL Risk / Return Rank: 2323
Overall Rank
WBIL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WBIL Sortino Ratio Rank: 2121
Sortino Ratio Rank
WBIL Omega Ratio Rank: 2222
Omega Ratio Rank
WBIL Calmar Ratio Rank: 2424
Calmar Ratio Rank
WBIL Martin Ratio Rank: 2424
Martin Ratio Rank

WBIF
WBIF Risk / Return Rank: 3131
Overall Rank
WBIF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WBIF Sortino Ratio Rank: 3030
Sortino Ratio Rank
WBIF Omega Ratio Rank: 3030
Omega Ratio Rank
WBIF Calmar Ratio Rank: 3131
Calmar Ratio Rank
WBIF Martin Ratio Rank: 3131
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.

WBIL vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI BullBear Quality 3000 ETF (WBIL) and WBI BullBear Value 3000 ETF (WBIF). 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.


WBILWBIFDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.61

-0.23

Sortino ratio

Return per unit of downside risk

0.57

0.88

-0.30

Omega ratio

Gain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.53

0.76

-0.23

Martin ratio

Return relative to average drawdown

1.80

2.77

-0.97

WBIL vs. WBIF - Sharpe Ratio Comparison

The current WBIL Sharpe Ratio is 0.38, which is lower than the WBIF Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of WBIL and WBIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WBILWBIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.61

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.12

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.37

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.23

+0.03

Correlation

The correlation between WBIL and WBIF is 0.86, 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. WBIF - Dividend Comparison

WBIL's dividend yield for the trailing twelve months is around 0.05%, less than WBIF's 0.06% yield.


TTM20252024202320222021202020192018201720162015
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%
WBIF
WBI BullBear Value 3000 ETF
0.06%0.14%1.17%0.82%0.96%2.59%0.09%1.04%0.77%0.75%0.67%0.86%

Drawdowns

WBIL vs. WBIF - Drawdown Comparison

The maximum WBIL drawdown since its inception was -25.30%, which is greater than WBIF's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for WBIL and WBIF.


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Drawdown Indicators


WBILWBIFDifference

Max Drawdown

Largest peak-to-trough decline

-25.30%

-20.29%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-12.51%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.30%

-20.29%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-25.30%

-20.29%

-5.01%

Current Drawdown

Current decline from peak

-11.18%

-5.26%

-5.92%

Average Drawdown

Average peak-to-trough decline

-7.02%

-7.83%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.44%

+0.05%

Volatility

WBIL vs. WBIF - Volatility Comparison

WBI BullBear Quality 3000 ETF (WBIL) has a higher volatility of 5.21% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.29%. This indicates that WBIL's price experiences larger fluctuations and is considered to be riskier than WBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBILWBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.29%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

9.02%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

14.35%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

12.82%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.47%

12.24%

+0.23%