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QHY vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QHY vs. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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 1.75% return, which is significantly lower than NHYB's 2.08% return.


QHY

1D
0.24%
1M
0.86%
YTD
1.75%
6M
2.02%
1Y
7.15%
3Y*
8.01%
5Y*
3.23%
10Y*
5.00%

NHYB

1D
0.31%
1M
0.84%
YTD
2.08%
6M
2.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHY vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between QHY and NHYB is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.89

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Return for Risk

QHY vs. NHYB — 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: 6161
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
QHY Omega Ratio Rank: 6767
Omega Ratio Rank
QHY Calmar Ratio Rank: 5555
Calmar Ratio Rank
QHY Martin Ratio Rank: 6666
Martin Ratio Rank

NHYB

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

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. NHYB - 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 Nuveen High Yield Corporate Bond ETF (NHYB). 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.


QHYNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.60

Martin ratioReturn relative to average drawdown

11.76

QHY vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

QHY vs. NHYB - Drawdown Comparison

The maximum QHY drawdown since its inception was -22.74%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for QHY and NHYB.


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Drawdown Indicators


QHYNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-2.40%

-20.34%

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

-0.11%

-0.03%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.74%

-0.36%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

QHY vs. NHYB - Volatility Comparison


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Volatility by Period


QHYNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.66%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

3.66%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.19%

3.66%

+4.53%

QHY vs. NHYB - Expense Ratio Comparison

QHY has a 0.38% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

QHY vs. NHYB - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.24%, more than NHYB's 4.24% yield.


PositionTTM2025202420232022202120202019201820172016
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%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
6.24%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%

Frequently Asked Questions


QHY and NHYB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.38% for QHY.

QHY has the higher dividend yield at 6.24%, compared with 4.24% for NHYB.

QHY tracks WisdomTree U.S. High Yield Corporate Bond Index, while NHYB tracks ICE BofA BB-B US Cash Pay High Yield Constrained Index. They also come from different issuers: WisdomTree and Nuveen. Their fees differ too: 0.38% for QHY and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for QHY and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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