And actually there are a crapload of "former World Champions" on the WWE roster now. In the last two years alone they've given first-time titles to Sheamus, Swagger, Miz, Dolph, ADR, Henry, and now Bryan.
Anderson, Storm, and Roode broke through this year to win their first World Title, but those are the only first-time World Champions TNA has done since Samoa Joe in 2008.
If you want to count ex-Champs from other companies getting their first title in the new company, then you can toss in RVD and Hardy to the TNA list and Christian on the WWE list for a +1 net gain for TNA.
EDIT: I guess when it comes to volume though, they're fairly even. Everyone close to the TNA main event right now has been World Champ, and in WWE you have Wade as the one outlier who hasn't been, but everyone else on both shows has.
The highest-ranking non-World-Champ in TNA is probably between Bully Ray, Matt Morgan, and Crimson.
--
Thank you, Eddie Guerrero.
http://bryandanielson.net/wp-content/uploads/2011/12/photo3.jpg