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DADS vs. QHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DADS vs. QHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Digital Asset Debt Strategy ETF (DADS) and WisdomTree U.S. Short-Term Corporate Bond Fund (QHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DADS achieves a 14.24% return, which is significantly higher than QHY's 1.63% return.


DADS

1D
-0.65%
1M
0.92%
YTD
14.24%
6M
12.10%
1Y
3Y*
5Y*
10Y*

QHY

1D
0.07%
1M
0.57%
YTD
1.63%
6M
2.08%
1Y
6.48%
3Y*
8.38%
5Y*
3.11%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DADS vs. QHY - Yearly Performance Comparison


Correlation

The correlation between DADS and QHY is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.50

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Return for Risk

DADS vs. QHY — Risk / Return Rank

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

DADS

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


QHY
QHY Risk / Return Rank: 6060
Overall Rank
QHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
QHY Omega Ratio Rank: 6262
Omega Ratio Rank
QHY Calmar Ratio Rank: 5252
Calmar Ratio Rank
QHY Martin Ratio Rank: 6464
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.

DADS vs. QHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital Asset Debt Strategy ETF (DADS) and WisdomTree U.S. Short-Term Corporate Bond Fund (QHY). 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.


DADSQHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

10.64

DADS vs. QHY - Sharpe Ratio Comparison


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Drawdowns

DADS vs. QHY - Drawdown Comparison

The maximum DADS drawdown since its inception was -17.07%, smaller than the maximum QHY drawdown of -22.74%. Use the drawdown chart below to compare losses from any high point for DADS and QHY.


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Drawdown Indicators


DADSQHYDifference

Max Drawdown

Largest peak-to-trough decline

-17.07%

-22.74%

+5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-2.88%

-0.23%

-2.65%

Average Drawdown

Average peak-to-trough decline

-7.35%

-2.74%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

DADS vs. QHY - Volatility Comparison


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Volatility by Period


DADSQHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

3.69%

+14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

7.58%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

8.20%

+9.49%

DADS vs. QHY - Expense Ratio Comparison

DADS has a 1.04% expense ratio, which is higher than QHY's 0.38% expense ratio.


Dividends

DADS vs. QHY - Dividend Comparison

DADS's dividend yield for the trailing twelve months is around 2.77%, less than QHY's 6.25% yield.


PositionTTM2025202420232022202120202019201820172016
DADS
Digital Asset Debt Strategy ETF
2.77%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
6.25%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%

Frequently Asked Questions


DADS and QHY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QHY is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QHY is cheaper with a 0.38% expense ratio, compared with 1.04% for DADS.

QHY has the higher dividend yield at 6.25%, compared with 2.77% for DADS.

They also come from different issuers: Alphabit and WisdomTree. Their fees differ too: 1.04% for DADS and 0.38% for QHY.

Portfolio Optimizer

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