WDIV vs. WBIG
WDIV (SPDR S&P Global Dividend ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. WDIV is passively managed, while WBIG is actively managed. Over the past 10 years, WDIV returned 7.48%/yr vs 3.82%/yr for WBIG. A 0.63 correlation means they provide meaningful diversification when combined. WDIV charges 0.40%/yr vs 1.14%/yr for WBIG.
Performance
WDIV vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, WDIV achieves a 8.20% return, which is significantly lower than WBIG's 8.66% return. Over the past 10 years, WDIV has outperformed WBIG with an annualized return of 7.48%, while WBIG has yielded a comparatively lower 3.82% annualized return.
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
- 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 vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between WDIV and WBIG 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 WDIV and WBIG has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.
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Return for Risk
WDIV vs. WBIG — Risk / Return Rank
WDIV
WBIG
WDIV vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and WBI BullBear Yield 3000 ETF (WBIG). 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.
| WDIV | WBIG | 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 | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.88 | -1.33 |
| Martin ratioReturn relative to average drawdown | 9.39 | 12.22 | -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
| WDIV | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.99 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.05 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.33 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.15 | +0.32 |
Drawdowns
WDIV vs. WBIG - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for WDIV and WBIG.
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Drawdown Indicators
| WDIV | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -25.32% | -17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -5.06% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -11.26% | -20.20% | +8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -25.32% | +3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -25.32% | -17.02% |
Current DrawdownCurrent decline from peak | -1.25% | -4.84% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -10.92% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.61% | +0.72% |
Volatility
WDIV vs. WBIG - Volatility Comparison
The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.95%, while WBI BullBear Yield 3000 ETF (WBIG) has a volatility of 3.43%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than WBIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.43% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 6.58% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 9.89% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 12.05% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 11.55% | +3.85% |
WDIV vs. WBIG - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
WDIV vs. WBIG - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.04%, more than WBIG's 1.21% 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
WDIV and WBIG 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, WDIV dropped -42.34% vs WBIG's -25.32%.
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: State Street and WBI. Their fees differ too: 0.40% for WDIV and 1.14% for WBIG.
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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