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WisdomTree U.S. Corporate Bond Fund (QIG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
97717X198
Inception Date
Apr 27, 2016
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. Quality Corporate Bond Index
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree U.S. Corporate Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree U.S. Corporate Bond Fund (QIG) has returned -0.32% so far this year and 5.05% over the past 12 months.


WisdomTree U.S. Corporate Bond Fund

1D
0.57%
1M
-1.66%
YTD
-0.32%
6M
0.44%
1Y
5.05%
3Y*
4.74%
5Y*
0.71%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 27, 2016, QIG's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, your investment would double in approximately 26.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +5.8%, while the worst month was Apr 2022 at -6.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, QIG closed higher 43% of trading days. The best single day was Mar 23, 2020 with a return of +6.2%, while the worst single day was Mar 18, 2020 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%1.05%-1.66%-0.32%
20250.49%2.01%-0.16%0.05%0.01%1.96%-0.03%1.00%1.52%0.27%0.75%-0.26%7.85%
2024-0.25%-1.25%1.29%-2.32%1.77%0.60%2.28%1.61%1.84%-2.58%1.41%-1.97%2.28%
20234.38%-3.43%3.00%0.66%-1.44%0.50%0.28%-0.76%-2.64%-1.73%5.84%3.98%8.48%
2022-3.42%-1.91%-2.65%-6.25%1.40%-2.90%3.79%-3.78%-5.08%-0.74%5.60%-0.99%-16.25%
2021-1.90%-2.35%-1.60%1.15%0.62%2.76%1.45%-0.28%-1.54%0.54%-0.02%-0.23%-1.52%

Benchmark Metrics

WisdomTree U.S. Corporate Bond Fund has an annualized alpha of 1.16%, beta of 0.12, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since April 28, 2016.

  • This ETF participated in 33.90% of S&P 500 Index downside but only 21.87% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R² of 0.08 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.08 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.16%
Beta
0.12
0.08
Upside Capture
21.87%
Downside Capture
33.90%

Expense Ratio

QIG has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

QIG ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QIG Risk / Return Rank: 5656
Overall Rank
QIG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
QIG Omega Ratio Rank: 4848
Omega Ratio Rank
QIG Calmar Ratio Rank: 7272
Calmar Ratio Rank
QIG Martin Ratio Rank: 5757
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and compare them to a chosen benchmark (S&P 500 Index).


QIGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.90

+0.10

Sortino ratio

Return per unit of downside risk

1.40

1.39

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.92

1.40

+0.52

Martin ratio

Return relative to average drawdown

5.74

6.61

-0.87

Explore QIG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree U.S. Corporate Bond Fund provided a 4.89% dividend yield over the last twelve months, with an annual payout of $2.17 per share. The fund has been increasing its distributions for 4 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$2.17$2.17$2.05$1.88$1.84$1.34$1.46$1.57$1.55$1.44$1.13

Dividend yield

4.89%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree U.S. Corporate Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.18$0.16$0.20$0.54
2025$0.18$0.17$0.20$0.18$0.19$0.17$0.19$0.19$0.17$0.18$0.19$0.18$2.17
2024$0.16$0.16$0.16$0.14$0.16$0.17$0.18$0.18$0.18$0.18$0.18$0.21$2.05
2023$0.13$0.13$0.16$0.17$0.17$0.17$0.17$0.16$0.16$0.16$0.16$0.16$1.88
2022$0.10$0.10$0.10$0.10$0.10$0.11$0.13$0.13$0.16$0.17$0.20$0.45$1.84
2021$0.10$0.10$0.10$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.10$0.20$1.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree U.S. Corporate Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree U.S. Corporate Bond Fund was 22.92%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current WisdomTree U.S. Corporate Bond Fund drawdown is 2.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.92%Aug 5, 2021306Oct 20, 2022
-20.24%Mar 9, 20209Mar 19, 202060Jun 15, 202069
-7.13%Dec 1, 202074Mar 18, 202190Jul 27, 2021164
-4.54%Sep 19, 201661Dec 13, 2016133Jun 26, 2017194
-4.15%Dec 28, 201781Apr 25, 2018193Jan 31, 2019274

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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