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QHY vs. FTSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QHY vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QHY achieves a 1.46% return, which is significantly higher than FTSL's 0.62% return. Over the past 10 years, QHY has outperformed FTSL with an annualized return of 4.96%, while FTSL has yielded a comparatively lower 4.45% annualized return.


QHY

1D
-0.09%
1M
0.55%
YTD
1.46%
6M
1.70%
1Y
7.29%
3Y*
8.10%
5Y*
3.21%
10Y*
4.96%

FTSL

1D
-0.02%
1M
0.20%
YTD
0.62%
6M
0.99%
1Y
4.53%
3Y*
7.34%
5Y*
5.02%
10Y*
4.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHY vs. FTSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
1.46%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%5.66%
FTSL
First Trust Senior Loan Fund
0.62%5.98%8.27%11.58%-2.50%3.94%2.99%10.11%-1.30%2.59%

Correlation

The correlation between QHY and FTSL is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.42

The correlation between QHY and FTSL has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

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Return for Risk

QHY vs. FTSL — Risk / Return Rank

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

QHY
QHY Risk / Return Rank: 6363
Overall Rank
QHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
QHY Omega Ratio Rank: 6666
Omega Ratio Rank
QHY Calmar Ratio Rank: 5454
Calmar Ratio Rank
QHY Martin Ratio Rank: 6767
Martin Ratio Rank

FTSL
FTSL Risk / Return Rank: 6060
Overall Rank
FTSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7373
Sortino Ratio Rank
FTSL Omega Ratio Rank: 8383
Omega Ratio Rank
FTSL Calmar Ratio Rank: 3939
Calmar Ratio Rank
FTSL Martin Ratio Rank: 4444
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.

QHY vs. FTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) and First Trust Senior Loan Fund (FTSL). 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.


QHYFTSLDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.39

1.51

-0.11

Calmar ratioReturn relative to maximum drawdown

2.65

1.95

+0.69

Martin ratioReturn relative to average drawdown

12.02

7.25

+4.77

QHY vs. FTSL - Sharpe Ratio Comparison

The current QHY Sharpe Ratio is 2.01, which is comparable to the FTSL Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QHY and FTSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QHYFTSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.15

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.50

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.86

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.85

-0.24

Drawdowns

QHY vs. FTSL - Drawdown Comparison

The maximum QHY drawdown since its inception was -22.74%, roughly equal to the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for QHY and FTSL.


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Drawdown Indicators


QHYFTSLDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-22.67%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.33%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-2.66%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-6.96%

-9.25%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

-22.67%

-0.07%

Current Drawdown

Current decline from peak

-0.09%

-0.03%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.75%

-0.76%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.63%

-0.02%

Volatility

QHY vs. FTSL - Volatility Comparison

WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) has a higher volatility of 1.08% compared to First Trust Senior Loan Fund (FTSL) at 0.36%. This indicates that QHY's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QHYFTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.36%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

1.95%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

2.11%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

3.35%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

5.19%

+3.01%

QHY vs. FTSL - Expense Ratio Comparison

QHY has a 0.38% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Dividends

QHY vs. FTSL - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.26%, less than FTSL's 6.46% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSL
First Trust Senior Loan Fund
6.46%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
6.26%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%0.00%

Frequently Asked Questions


QHY and FTSL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QHY has higher volatility (1.08%) compared to FTSL (0.36%). In terms of maximum drawdown, QHY dropped -22.74% vs FTSL's -22.67%.

On 10-year performance, QHY leads with 4.96% vs 4.45% for FTSL. On fees, QHY is cheaper at 0.38% per year. On volatility, FTSL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QHY has performed better with a 4.96% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QHY is cheaper with a 0.38% expense ratio, compared with 0.86% for FTSL.

FTSL has the higher dividend yield at 6.46%, compared with 6.26% for QHY.

They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.38% for QHY and 0.86% for FTSL.

FTSL currently has the higher Sharpe Ratio (2.15 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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