See what your fund actually adds
WBI BullBear Quality 3000 ETF WBIL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WBIL | Replication |
|---|---|---|
| Annualized growth | 6.6% | 10.9% |
| Annualized volatility | 13.2% | 10.5% |
| Sharpe ratio | 0.55 | 1.03 |
| Maximum drawdown | 24.1% | 14.6% |
| Replication fit (R²) | 0.71 · Tracking error 7.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model WBIL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 42.6% |
| LRGF | Factor · Multi-Factor | 34.1% |
| MTUM | Factor · Momentum | 12.7% |
| VTV | Style · Value | 5.5% |
| DGS | EM Small Cap | 5.0% |