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QHY vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QHY vs. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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 1.54% return, which is significantly higher than USHY's 1.42% return.


QHY

1D
0.08%
1M
0.33%
YTD
1.54%
6M
1.94%
1Y
7.59%
3Y*
8.13%
5Y*
3.29%
10Y*
4.97%

USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHY vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
1.54%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%0.09%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.42%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between QHY and USHY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.86

The correlation between QHY and USHY has been stable across timeframes, ranging from 0.86 to 0.96 - a consistent structural relationship.

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Return for Risk

QHY vs. USHY — 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: 5454
Calmar Ratio Rank
QHY Martin Ratio Rank: 6767
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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. USHY - 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 iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


QHYUSHYDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.93

+0.16

Sortino ratio

Return per unit of downside risk

3.17

2.91

+0.26

Omega ratio

Gain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratio

Return relative to maximum drawdown

2.73

2.90

-0.17

Martin ratio

Return relative to average drawdown

12.45

13.03

-0.58

QHY vs. USHY - Sharpe Ratio Comparison

The current QHY Sharpe Ratio is 2.09, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of QHY and USHY, 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


QHYUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.93

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.58

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.58

+0.04

Drawdowns

QHY vs. USHY - Drawdown Comparison

The maximum QHY drawdown since its inception was -22.74%, roughly equal to the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for QHY and USHY.


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Drawdown Indicators


QHYUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-22.44%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.43%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-4.66%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-15.56%

-0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.67%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.54%

+0.07%

Volatility

QHY vs. USHY - Volatility Comparison

WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) and iShares Broad USD High Yield Corporate Bond ETF (USHY) have volatilities of 1.12% and 1.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QHYUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.13%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.91%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.64%

3.65%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

7.34%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

8.25%

-0.05%

QHY vs. USHY - Expense Ratio Comparison

QHY has a 0.38% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

QHY vs. USHY - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.25%, less than USHY's 6.92% yield.


PositionTTM2025202420232022202120202019201820172016
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Frequently Asked Questions


With a correlation of 0.90, QHY and USHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USHY has higher volatility (1.13%) compared to QHY (1.12%). In terms of maximum drawdown, QHY dropped -22.74% vs USHY's -22.44%.

On 5-year performance, USHY leads with 4.24% vs 3.29% for QHY. On fees, USHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USHY has performed better with a 4.24% return vs 3.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USHY is cheaper with a 0.15% expense ratio, compared with 0.38% for QHY.

USHY has the higher dividend yield at 6.92%, compared with 6.25% for QHY.

QHY tracks WisdomTree U.S. High Yield Corporate Bond Index, while USHY tracks ICE BofA US High Yield Constrained. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for QHY and 0.15% for USHY.

QHY currently has the higher Sharpe Ratio (2.09 vs 1.93), 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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