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WIMA vs. TBFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIMA vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Adaptive Moving Average Fund (WIMA) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WIMA

1D
-0.17%
1M
-0.38%
YTD
6M
1Y
3Y*
5Y*
10Y*

TBFG

1D
-0.17%
1M
-0.13%
YTD
8.49%
6M
7.81%
1Y
19.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIMA vs. TBFG - Yearly Performance Comparison


Correlation

The correlation between WIMA and TBFG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.82

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Return for Risk

WIMA vs. TBFG — Risk / Return Rank

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

WIMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TBFG
TBFG Risk / Return Rank: 6565
Overall Rank
TBFG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TBFG Sortino Ratio Rank: 6565
Sortino Ratio Rank
TBFG Omega Ratio Rank: 6868
Omega Ratio Rank
TBFG Calmar Ratio Rank: 6060
Calmar Ratio Rank
TBFG Martin Ratio Rank: 6868
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.

WIMA vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Adaptive Moving Average Fund (WIMA) and The Brinsmere Fund - Growth ETF (TBFG). 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.


WIMATBFGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

10.98

WIMA vs. TBFG - Sharpe Ratio Comparison


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Drawdowns

WIMA vs. TBFG - Drawdown Comparison

The maximum WIMA drawdown since its inception was -3.33%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for WIMA and TBFG.


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Drawdown Indicators


WIMATBFGDifference

Max Drawdown

Largest peak-to-trough decline

-3.33%

-13.43%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

Current Drawdown

Current decline from peak

-2.11%

-2.04%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.99%

-1.62%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

WIMA vs. TBFG - Volatility Comparison


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Volatility by Period


WIMATBFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

10.54%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

11.17%

+5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

11.17%

+5.37%

WIMA vs. TBFG - Expense Ratio Comparison

Both WIMA and TBFG have an expense ratio of 0.42%.


Dividends

WIMA vs. TBFG - Dividend Comparison

WIMA has not paid dividends to shareholders, while TBFG's dividend yield for the trailing twelve months is around 2.00%.


PositionTTM20252024
TBFG
The Brinsmere Fund - Growth ETF
2.00%2.65%2.43%
WIMA
WisdomTree International Adaptive Moving Average Fund
0.00%0.00%0.00%

Frequently Asked Questions


WIMA and TBFG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.42% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WIMA and TBFG have the same expense ratio: 0.42% per year.

TBFG has the higher dividend yield at 2.00%, compared with 0.00% for WIMA.

They also come from different issuers: WisdomTree and The Brinsmere Funds.

Portfolio Optimizer

Find the right allocation for WIMA and TBFG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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