WTBN vs. BIV
WTBN (WisdomTree Bianco Total Return Fund) and BIV (Vanguard Intermediate-Term Bond Index ETF) are both Intermediate Core Bond funds - WTBN tracks the Bianco Research Fixed Income Total Return Index while BIV tracks the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. Both are passively managed. Over the past year, WTBN returned 4.29% vs 4.80% for BIV. Their correlation of 0.92 suggests significant overlap in exposure. WTBN charges 0.59%/yr vs 0.03%/yr for BIV.
Performance
WTBN vs. BIV - Performance Comparison
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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%
WTBN vs. BIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
WTBN
BIV
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.
| WTBN | BIV | Difference | |
|---|---|---|---|
| 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 |
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
| WTBN | BIV | Difference | |
|---|---|---|---|
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
| WTBN | BIV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.59% | -2.04% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -3.39% | +2.25% |
Ulcer IndexDepth 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
| WTBN | BIV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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