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QHY vs. WTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QHY vs. WTV - 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 WisdomTree US Value ETF (WTV). The values are adjusted to include any dividend payments, if applicable.

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QHY vs. WTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
-0.43%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%0.22%
WTV
WisdomTree US Value ETF
2.09%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%

Returns By Period

In the year-to-date period, QHY achieves a -0.43% return, which is significantly lower than WTV's 2.09% return.


QHY

1D
1.16%
1M
-1.18%
YTD
-0.43%
6M
0.94%
1Y
7.52%
3Y*
7.22%
5Y*
3.11%
10Y*

WTV

1D
1.55%
1M
-4.19%
YTD
2.09%
6M
5.20%
1Y
17.42%
3Y*
19.43%
5Y*
12.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QHY vs. WTV - Expense Ratio Comparison

QHY has a 0.38% expense ratio, which is higher than WTV's 0.12% expense ratio.


Return for Risk

QHY vs. WTV — Risk / Return Rank

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

QHY
QHY Risk / Return Rank: 7676
Overall Rank
QHY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
QHY Omega Ratio Rank: 8181
Omega Ratio Rank
QHY Calmar Ratio Rank: 7171
Calmar Ratio Rank
QHY Martin Ratio Rank: 8181
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 6161
Overall Rank
WTV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 6060
Sortino Ratio Rank
WTV Omega Ratio Rank: 6262
Omega Ratio Rank
WTV Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTV Martin Ratio Rank: 6666
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. WTV - 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 WisdomTree US Value ETF (WTV). 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.


QHYWTVDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.97

+0.36

Sortino ratio

Return per unit of downside risk

1.93

1.46

+0.46

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

1.89

1.41

+0.49

Martin ratio

Return relative to average drawdown

9.05

6.16

+2.89

QHY vs. WTV - Sharpe Ratio Comparison

The current QHY Sharpe Ratio is 1.33, which is higher than the WTV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QHY and WTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QHYWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.97

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.75

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.63

-0.03

Correlation

The correlation between QHY and WTV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QHY vs. WTV - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.34%, more than WTV's 1.79% yield.


TTM2025202420232022202120202019201820172016
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
6.34%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%
WTV
WisdomTree US Value ETF
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%

Drawdowns

QHY vs. WTV - Drawdown Comparison

The maximum QHY drawdown since its inception was -22.74%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for QHY and WTV.


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Drawdown Indicators


QHYWTVDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-42.18%

+19.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-13.20%

+9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-19.30%

+3.09%

Current Drawdown

Current decline from peak

-1.51%

-5.42%

+3.91%

Average Drawdown

Average peak-to-trough decline

-2.79%

-5.13%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

3.02%

-2.18%

Volatility

QHY vs. WTV - Volatility Comparison

The current volatility for WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) is 2.09%, while WisdomTree US Value ETF (WTV) has a volatility of 3.61%. This indicates that QHY experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QHYWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

3.61%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

8.76%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

18.03%

-12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

17.14%

-9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

20.36%

-12.14%