WRND vs. WBIF

Last updated Aug 2, 2026

WRND (IQ Global Equity R&D Leaders ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. WRND is passively managed, while WBIF is actively managed. Over the past 3 years, WRND returned 19.01%/yr vs 7.72%/yr for WBIF. Their 0.64 correlation means they have sometimes moved together and sometimes differently. WRND charges 0.18%/yr vs 1.25%/yr for WBIF.

Performance

WRND vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Global Equity R&D Leaders ETF (WRND) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WRND achieves a 12.55% return, which is significantly lower than WBIF's 15.50% return.

WRND

• 1D: 2.30%
• 1M: -0.30%
• 6M: 7.58%
• YTD: 12.55%
• 1Y: 28.82%
• 3Y*: 19.01%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.73%

WBIF

• 1D: -0.37%
• 1M: 0.25%
• 6M: 12.52%
• YTD: 15.50%
• 1Y: 23.62%
• 3Y*: 7.72%
• 5Y*: 3.56%
• 10Y*: 5.87%
• ALL TIME*: 3.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
WBIF WBI BullBear Value 3000 ETF	$828.17K	$406.02K	$174.16K
WRND IQ Global Equity R&D Leaders ETF	$60.47K	$31.46K	$21.89K

WRND vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WRND IQ Global Equity R&D Leaders ETF	12.55%	27.72%	13.46%	34.85%	-19.17%
WBIF WBI BullBear Value 3000 ETF	15.50%	9.16%	3.43%	0.49%	-9.41%

Correlation

The correlation between WRND and WBIF is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (All Time) Calculated using the full available price history since Feb 8, 2022	0.64

The correlation between WRND and WBIF has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

WRND vs. WBIF - Sectors Allocation Comparison

Sectors	WRND	WBIF
Technology	51.9%	25.6%
Industrials	12.8%	16.2%
Healthcare	11.9%	3.2%
Communication Services	10.8%	1.3%
Consumer Cyclical	7.0%	15.3%
Financial Services	2.9%	27.2%
Consumer Defensive	1.5%	2.0%
Basic Materials	1.3%	2.8%
Energy	-	4.4%
Real Estate	-	-
Utilities	-	2.0%

Return for Risk

WRND vs. WBIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WRND

WRND Risk / Return Rank: 60
WRND Sharpe Ratio Rank: 61
WRND Sortino Ratio Rank: 58
WRND Omega Ratio Rank: 56
WRND Calmar Ratio Rank: 62
WRND Martin Ratio Rank: 66

WBIF

WBIF Risk / Return Rank: 80
WBIF Sharpe Ratio Rank: 77
WBIF Sortino Ratio Rank: 79
WBIF Omega Ratio Rank: 75
WBIF Calmar Ratio Rank: 86
WBIF Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WRND vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Global Equity R&D Leaders ETF (WRND) 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.

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.

	WRND	WBIF	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.76	-0.33
Sortino ratio: Return per unit of downside risk	2.01	2.58	-0.57
Omega ratio: Gain probability vs. loss probability	1.25	1.32	-0.07
Calmar ratio: Return relative to maximum drawdown	2.18	3.38	-1.20
Martin ratio: Return relative to average drawdown	8.00	11.98	-3.98

WRND vs. WBIF - Sharpe Ratio Comparison

The current WRND Sharpe Ratio is 1.43, which is comparable to the WBIF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of WRND and WBIF, 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

WRND vs. WBIF - Drawdown Comparison

The maximum WRND drawdown since its inception was -27.16%, which is greater than WBIF's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for WRND and WBIF.

Drawdown Indicators

	WRND	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-27.16%	-20.29%	-6.87%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-6.60%	-5.83%
Max Drawdown (3Y) Largest decline over 3 years	-18.41%	-17.16%	-1.25%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.29%	—
Current Drawdown Current decline from peak	-3.82%	-1.79%	-2.03%
Average Drawdown Average peak-to-trough decline	-5.90%	-7.64%	+1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	1.86%	+1.52%

Volatility

WRND vs. WBIF - Volatility Comparison

IQ Global Equity R&D Leaders ETF (WRND) has a higher volatility of 6.27% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.61%. This indicates that WRND'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.

Volatility by Period

	WRND	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	3.61%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	15.90%	9.28%	+6.62%
Volatility (1Y) Calculated over the trailing 1-year period	18.93%	12.70%	+6.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.02%	12.90%	+6.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.02%	12.39%	+6.63%

WRND vs. WBIF - Expense Ratio Comparison

WRND has a 0.18% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

WRND vs. WBIF - Dividend Comparison

WRND's dividend yield for the trailing twelve months is around 0.93%, more than WBIF's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WRND IQ Global Equity R&D Leaders ETF	0.93%	1.29%	1.15%	2.06%	2.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WRND and WBIF in my portfolio?

WRND and WBIF have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WRND or WBIF?

WRND has higher volatility (6.27%) compared to WBIF (3.61%). In terms of maximum drawdown, WRND dropped -27.16% vs WBIF's -20.29%.

Which ETF is better, WRND or WBIF?

On 3-year performance, WRND leads with 19.01% vs 7.72% for WBIF. On fees, WRND is cheaper at 0.18% per year. On volatility, WBIF has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WRND or WBIF?

Over the 3-year period, WRND has performed better with a 19.01% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WRND or WBIF?

WRND is cheaper with a 0.18% expense ratio, compared with 1.25% for WBIF.

Which ETF pays a higher dividend yield, WRND or WBIF?

WRND has the higher dividend yield at 0.93%, compared with 0.06% for WBIF.

What is the main difference between WRND and WBIF?

They also come from different issuers: IndexIQ and WBI. Their fees differ too: 0.18% for WRND and 1.25% for WBIF.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (1.76 vs 1.43), 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.