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WisdomTree U.S. Short Term Corporate Bond Fund (SF...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Apr 27, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Fundamental U.S. Short-term 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. Short Term 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. Short Term Corporate Bond Fund (SFIG) has returned 0.08% so far this year and 4.70% over the past 12 months.


WisdomTree U.S. Short Term Corporate Bond Fund

1D
0.28%
1M
-0.77%
YTD
0.08%
6M
1.28%
1Y
4.70%
3Y*
5.21%
5Y*
2.23%
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, SFIG's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your 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, SFIG 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%0.08%
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. Short Term Corporate Bond Fund has an annualized alpha of 1.92%, beta of 0.04, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since April 28, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.72%) than losses (8.35%) — 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
1.92%
Beta
0.04
0.05
Upside Capture
10.72%
Downside Capture
8.35%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SFIG ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SFIG Risk / Return Rank: 9393
Overall Rank
SFIG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 9696
Sortino Ratio Rank
SFIG Omega Ratio Rank: 9494
Omega Ratio Rank
SFIG Calmar Ratio Rank: 9292
Calmar Ratio Rank
SFIG Martin Ratio Rank: 9393
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. Short Term Corporate Bond Fund (SFIG) and compare them to a chosen benchmark (S&P 500 Index).


SFIGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.90

+1.32

Sortino ratio

Return per unit of downside risk

3.31

1.39

+1.92

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

3.39

1.40

+1.99

Martin ratio

Return relative to average drawdown

13.72

6.61

+7.11

Explore SFIG 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. Short Term Corporate Bond Fund provided a 4.44% 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

4.44%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. Short Term 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$0.51
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. Short Term 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. Short Term Corporate Bond Fund was 12.35%, occurring on Mar 19, 2020. Recovery took 46 trading sessions.

The current WisdomTree U.S. Short Term Corporate Bond Fund drawdown is 0.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.35%Mar 5, 202011Mar 19, 202046May 26, 202057
-9.46%Aug 4, 2021307Oct 20, 2022406Jun 4, 2024713
-1.51%Sep 27, 2017126Mar 28, 2018105Aug 27, 2018231
-1.4%Mar 2, 202619Mar 26, 2026
-1.21%Apr 4, 20256Apr 11, 202510Apr 28, 202516

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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