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WTBN vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTBN vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bianco Total Return Fund (WTBN) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTBN achieves a -0.10% return, which is significantly higher than BIV's -0.24% return.


WTBN

1D
-0.24%
1M
0.26%
YTD
-0.10%
6M
-0.24%
1Y
4.29%
3Y*
5Y*
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTBN vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
WTBN
WisdomTree Bianco Total Return Fund
-0.10%6.90%2.26%0.03%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%0.20%

Correlation

The correlation between WTBN and BIV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2023

0.92

The correlation between WTBN and BIV has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

WTBN vs. BIV — Risk / Return Rank

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

WTBN
WTBN Risk / Return Rank: 3232
Overall Rank
WTBN Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WTBN Sortino Ratio Rank: 3333
Sortino Ratio Rank
WTBN Omega Ratio Rank: 3131
Omega Ratio Rank
WTBN Calmar Ratio Rank: 3131
Calmar Ratio Rank
WTBN Martin Ratio Rank: 3232
Martin Ratio Rank

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

WTBN vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bianco Total Return Fund (WTBN) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


WTBNBIVDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.20

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.51

1.52

-0.01

Martin ratioReturn relative to average drawdown

4.71

4.60

+0.12

WTBN vs. BIV - Sharpe Ratio Comparison

The current WTBN Sharpe Ratio is 1.18, which is comparable to the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WTBN and BIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTBNBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.19

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.65

+0.17

Drawdowns

WTBN vs. BIV - Drawdown Comparison

The maximum WTBN drawdown since its inception was -4.08%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for WTBN and BIV.


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Drawdown Indicators


WTBNBIVDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-18.95%

+14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.18%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.59%

-2.04%

+0.45%

Average Drawdown

Average peak-to-trough decline

-1.14%

-3.39%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.05%

-0.14%

Volatility

WTBN vs. BIV - Volatility Comparison

WisdomTree Bianco Total Return Fund (WTBN) and Vanguard Intermediate-Term Bond Index ETF (BIV) have volatilities of 1.37% and 1.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTBNBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.36%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.90%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

4.06%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

6.40%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

5.50%

-0.97%

WTBN vs. BIV - Expense Ratio Comparison

WTBN has a 0.59% expense ratio, which is higher than BIV's 0.03% expense ratio.


Dividends

WTBN vs. BIV - Dividend Comparison

WTBN's dividend yield for the trailing twelve months is around 3.98%, less than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
WTBN
WisdomTree Bianco Total Return Fund
3.98%4.13%3.47%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, WTBN and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

WTBN has higher volatility (1.37%) compared to BIV (1.36%). In terms of maximum drawdown, WTBN dropped -4.08% vs BIV's -18.95%.

On 1-year performance, BIV leads with 4.80% vs 4.29% for WTBN. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BIV has performed better with a 4.80% return vs 4.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.59% for WTBN.

BIV has the higher dividend yield at 4.22%, compared with 3.98% for WTBN.

WTBN tracks Bianco Research Fixed Income Total Return Index, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.59% for WTBN and 0.03% for BIV.

BIV currently has the higher Sharpe Ratio (1.19 vs 1.18), 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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