WSGE vs. WBIF

Last updated Jun 7, 2026

WSGE (Warren Street Global Equity ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. WSGE charges 0.80%/yr vs 1.25%/yr for WBIF.

Performance

WSGE vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warren Street Global Equity ETF (WSGE) 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, WSGE achieves a 9.17% return, which is significantly lower than WBIF's 9.84% return.

WSGE

• 1D: -2.89%
• 1M: 0.15%
• YTD: 9.17%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WBIF

• 1D: -1.94%
• 1M: 4.68%
• YTD: 9.84%
• 6M: 9.19%
• 1Y: 20.50%
• 3Y*: 8.16%
• 5Y*: 2.06%
• 10Y*: 5.34%

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

WSGE vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025
WSGE Warren Street Global Equity ETF	9.17%	0.31%
WBIF WBI BullBear Value 3000 ETF	9.84%	-0.02%

Correlation

The correlation between WSGE and WBIF is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025	0.70

Return for Risk

WSGE vs. WBIF — Risk / Return Rank

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

WBIF

WBIF Risk / Return Rank: 62
WBIF Sharpe Ratio Rank: 56
WBIF Sortino Ratio Rank: 58
WBIF Omega Ratio Rank: 55
WBIF Calmar Ratio Rank: 71
WBIF Martin Ratio Rank: 69

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.

WSGE vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warren Street Global Equity ETF (WSGE) 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.

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

Sharpe Ratios by Period

	WSGE	WBIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.79	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.29	+1.03

Drawdowns

WSGE vs. WBIF - Drawdown Comparison

The maximum WSGE drawdown since its inception was -9.25%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for WSGE and WBIF.

Drawdown Indicators

	WSGE	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-9.25%	-20.29%	+11.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.16%	—
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	-3.27%	-2.54%	-0.73%
Average Drawdown Average peak-to-trough decline	-1.66%	-7.73%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	WSGE	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.68%	12.45%	+3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	12.88%	+2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	12.36%	+3.32%

WSGE vs. WBIF - Expense Ratio Comparison

WSGE has a 0.80% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

WSGE vs. WBIF - Dividend Comparison

WSGE's dividend yield for the trailing twelve months is around 0.25%, 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%
WSGE Warren Street Global Equity ETF	0.25%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WSGE and WBIF in my portfolio?

WSGE and WBIF have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WSGE or WBIF?

On fees, WSGE is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WSGE or WBIF?

WSGE is cheaper with a 0.80% expense ratio, compared with 1.25% for WBIF.

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

WSGE has the higher dividend yield at 0.25%, compared with 0.06% for WBIF.

What is the main difference between WSGE and WBIF?

They also come from different issuers: Warren Street and WBI. Their fees differ too: 0.80% for WSGE and 1.25% for WBIF.