JABS vs. QSIG
JABS (Janus Henderson Asset-Backed Securities ETF) and QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) are both Short-Term Bond funds. JABS is actively managed, while QSIG is passively managed. At a 0.21 correlation, their price movements are largely independent. JABS charges 0.33%/yr vs 0.18%/yr for QSIG.
Performance
JABS vs. QSIG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JABS achieves a 1.40% return, which is significantly higher than QSIG's 0.74% return.
JABS
- 1D
- 0.08%
- 1M
- 0.37%
- YTD
- 1.40%
- 6M
- 1.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QSIG
- 1D
- 0.14%
- 1M
- 0.45%
- YTD
- 0.74%
- 6M
- 0.86%
- 1Y
- 3.73%
- 3Y*
- 5.42%
- 5Y*
- 2.26%
- 10Y*
- 2.47%
JABS vs. QSIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JABS Janus Henderson Asset-Backed Securities ETF | 1.40% | 2.49% |
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.74% | 2.62% |
Correlation
The correlation between JABS and QSIG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JABS vs. QSIG — Risk / Return Rank
JABS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QSIG
JABS vs. QSIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Asset-Backed Securities ETF (JABS) 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.
| JABS | QSIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.68 | — |
| Martin ratioReturn relative to average drawdown | — | 10.38 | — |
Loading charts...
Drawdowns
JABS vs. QSIG - Drawdown Comparison
The maximum JABS drawdown since its inception was -0.97%, smaller than the maximum QSIG drawdown of -12.35%. Use the drawdown chart below to compare losses from any high point for JABS and QSIG.
Loading charts...
Drawdown Indicators
| JABS | QSIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.97% | -12.35% | +11.38% |
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 DrawdownCurrent decline from peak | -0.21% | -0.12% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -1.36% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.36% | — |
Volatility
JABS vs. QSIG - Volatility Comparison
Loading charts...
Volatility by Period
| JABS | QSIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.64% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 1.95% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.97% | 3.01% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.97% | 3.43% | -1.46% |
JABS vs. QSIG - Expense Ratio Comparison
JABS has a 0.33% expense ratio, which is higher than QSIG's 0.18% expense ratio.
Dividends
JABS vs. QSIG - Dividend Comparison
JABS's dividend yield for the trailing twelve months is around 4.19%, less than QSIG's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JABS Janus Henderson Asset-Backed Securities ETF | 4.19% | 2.19% | 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 | 4.43% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% |
Frequently Asked Questions
JABS and QSIG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
QSIG is cheaper with a 0.18% expense ratio, compared with 0.33% for JABS.
QSIG has the higher dividend yield at 4.43%, compared with 4.19% for JABS.
They also come from different issuers: Janus Henderson and WisdomTree. Their fees differ too: 0.33% for JABS and 0.18% for QSIG.
Find the right allocation for JABS and QSIG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer