BPH vs. QSIG

Last updated Jun 23, 2026

BPH (BP p.l.c. ADRhedged ETF) and QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) are both exchange-traded funds - BPH is a Energy Equities fund actively managed by Precidian, while QSIG is a Short-Term Bond fund tracking the WisdomTree U.S. Short Term Quality Corporate Bond Index. BPH is actively managed, while QSIG is passively managed. At a correlation of -0.47, they often move in opposite directions. BPH charges 0.19%/yr vs 0.18%/yr for QSIG.

Performance

BPH vs. QSIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. ADRhedged ETF (BPH) and WisdomTree U.S. High Yield Corporate Bond Fund (QSIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BPH

• 1D: 1.34%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QSIG

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

BPH vs. QSIG - Yearly Performance Comparison

	2026 (YTD)
BPH BP p.l.c. ADRhedged ETF	-5.01%
QSIG WisdomTree U.S. High Yield Corporate Bond Fund	0.19%

Correlation

The correlation between BPH and QSIG is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 26, 2026	-0.47

Return for Risk

BPH vs. QSIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QSIG

QSIG Risk / Return Rank: 62
QSIG Sharpe Ratio Rank: 61
QSIG Sortino Ratio Rank: 67
QSIG Omega Ratio Rank: 65
QSIG Calmar Ratio Rank: 58
QSIG Martin Ratio Rank: 61

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.

BPH vs. QSIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. ADRhedged ETF (BPH) and WisdomTree U.S. High Yield Corporate Bond Fund (QSIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	BPH	QSIG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.97	—
Sortino ratio: Return per unit of downside risk	—	2.98	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	2.76	—
Martin ratio: Return relative to average drawdown	—	10.69	—

Drawdowns

BPH vs. QSIG - Drawdown Comparison

The maximum BPH drawdown since its inception was -9.43%, smaller than the maximum QSIG drawdown of -12.35%. Use the drawdown chart below to compare losses from any high point for BPH and QSIG.

Drawdown Indicators

	BPH	QSIG	Difference
Max Drawdown Largest peak-to-trough decline	-9.43%	-12.35%	+2.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.40%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-12.35%	—
Current Drawdown Current decline from peak	-8.21%	-0.38%	-7.83%
Average Drawdown Average peak-to-trough decline	-2.89%	-1.37%	-1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.36%	—

Volatility

Volatility by Period

	BPH	QSIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.47%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.73%	1.96%	+22.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.73%	3.01%	+21.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.73%	3.43%	+21.30%

BPH vs. QSIG - Expense Ratio Comparison

BPH has a 0.19% expense ratio, which is higher than QSIG's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BPH vs. QSIG - Dividend Comparison

BPH's dividend yield for the trailing twelve months is around 0.53%, less than QSIG's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BPH BP p.l.c. ADRhedged ETF	0.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QSIG WisdomTree U.S. High Yield Corporate Bond Fund	4.45%	4.46%	4.37%	3.26%	2.13%	1.66%	2.29%	2.41%	2.27%	1.81%	0.98%

Frequently Asked Questions

Can I hold both BPH and QSIG in my portfolio?

BPH and QSIG have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BPH or QSIG?

On fees, QSIG is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BPH or QSIG?

QSIG is cheaper with a 0.18% expense ratio, compared with 0.19% for BPH.

Which ETF pays a higher dividend yield, BPH or QSIG?

QSIG has the higher dividend yield at 4.45%, compared with 0.53% for BPH.

What is the main difference between BPH and QSIG?

BPH is categorized as Energy Equities, while QSIG is Short-Term Bond. They also come from different issuers: Precidian and WisdomTree. Their fees differ too: 0.19% for BPH and 0.18% for QSIG.