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CUSIP
97717X156
Inception Date
Apr 27, 2016
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. Short Term Quality Corporate Bond Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$58M

Share Price Chart


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Performance

QSIG Performance Chart

WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is up 0.5% since the beginning of the year. QSIG is currently trading at $48 per share. Investors who bought $1,000 worth of QSIG shares 5 years ago would now be looking at an investment worth $1,115.


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S&P 500 Index

Returns By Period

WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has returned 0.48% so far this year and 3.84% over the past 12 months. Over the last ten years, QSIG has returned 2.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree U.S. High Yield Corporate Bond Fund

1D
-0.12%
1M
0.19%
YTD
0.48%
6M
0.70%
1Y
3.84%
3Y*
5.33%
5Y*
2.20%
10Y*
2.44%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG Monthly Returns History

Based on dividend-adjusted daily data since Apr 27, 2016, QSIG's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +2.8%, while the worst month was Mar 2020 at -2.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, QSIG closed higher 43% of trading days. The best single day was Mar 23, 2020 with a return of +3.7%, while the worst single day was Mar 19, 2020 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%0.50%-0.77%0.31%0.27%-0.18%0.48%
20250.78%0.73%0.39%0.65%0.20%0.98%0.02%1.03%0.45%0.29%0.57%0.33%6.61%
20240.29%-0.47%0.65%-0.57%0.89%0.59%1.43%1.35%0.85%-0.88%0.64%-0.19%4.65%
20231.64%-1.30%1.38%0.66%-0.39%-0.16%0.56%0.09%-0.51%-0.03%2.23%1.82%6.09%
2022-1.22%-0.72%-1.67%-1.64%1.05%-1.43%1.68%-1.53%-2.14%-0.78%2.76%-0.03%-5.65%
2021-0.19%-0.29%-0.21%0.41%0.30%-0.05%0.27%-0.08%-0.28%-0.46%-0.33%0.13%-0.77%

Benchmark Metrics

WisdomTree U.S. High Yield Corporate Bond Fund has an annualized alpha of 1.83%, beta of 0.04, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since April 27, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.26%) than losses (8.55%) - typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.05 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 0.05 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
1.83%
Beta
0.04
0.05
Upside Capture
10.26%
Downside Capture
8.55%

Expense Ratio

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


Return for Risk

Risk / Return Rank

QSIG ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QSIG Risk / Return Rank: 6262
Overall Rank
QSIG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 6767
Sortino Ratio Rank
QSIG Omega Ratio Rank: 6565
Omega Ratio Rank
QSIG Calmar Ratio Rank: 5858
Calmar Ratio Rank
QSIG Martin Ratio Rank: 6161
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. High Yield Corporate Bond Fund (QSIG) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QSIGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.76

2.78

-0.02

Martin ratioReturn relative to average drawdown

10.69

12.44

-1.75

Dividends

Dividend History

WisdomTree U.S. High Yield Corporate Bond Fund provided a 4.45% dividend yield over the last twelve months, with an annual payout of $2.15 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$2.15$2.18$2.10$1.56$1.00$0.84$1.19$1.22$1.11$0.89$0.49

Dividend yield

4.45%4.46%4.37%3.26%2.13%1.66%2.29%2.41%2.27%1.81%0.98%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree U.S. High Yield 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$0.13$0.20$0.18$0.19$0.00$0.87
2025$0.19$0.15$0.20$0.18$0.19$0.18$0.20$0.19$0.18$0.19$0.18$0.19$2.18
2024$0.17$0.17$0.17$0.17$0.17$0.17$0.18$0.18$0.18$0.18$0.18$0.21$2.10
2023$0.12$0.12$0.13$0.13$0.13$0.13$0.13$0.13$0.14$0.14$0.15$0.15$1.56
2022$0.05$0.05$0.05$0.06$0.06$0.06$0.10$0.10$0.12$0.12$0.12$0.12$1.00
2021$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.06$0.05$0.05$0.26$0.84

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. High Yield 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. High Yield Corporate Bond Fund was 12.35%, occurring on Mar 19, 2020. Recovery took 46 trading sessions.

The current WisdomTree U.S. High Yield Corporate Bond Fund drawdown is 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-12.35%Mar 2020
14d2mo 8d
2mo 22dMar 2020 - May 2020
Bear market2022
-9.46%Oct 2022
1y 2mo1y 7mo
2y 10moAug 2021 - Jun 2024
2018 pullback2018
-1.51%Mar 2018
6mo 2d5mo 2d
11mo 4dSep 2017 - Aug 2018
2026 pullback2026
-1.40%Mar 2026
24d
3mo 23dMar 2026 - now
2025 selloff2025
-1.21%Apr 2025
7d17d
24dApr 2025 - Apr 2025

Drawdown Indicators


QSIGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-56.78%

+44.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-9.10%

+7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-18.90%

+17.50%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-25.43%

+15.97%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-33.92%

+21.57%

Current Drawdown

Current decline from peak

-0.38%

-1.80%

+1.42%

Average Drawdown

Average peak-to-trough decline

-1.37%

-10.71%

+9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

2.03%

-1.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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