QIG vs. DBC
QIG (WisdomTree U.S. Corporate Bond Fund) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - QIG is a Corporate Bonds fund tracking the WisdomTree U.S. Quality Corporate Bond Index, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Both are passively managed. Over the past 10 years, QIG returned 2.50%/yr vs 9.10%/yr for DBC. At a correlation of -0.03, they often move in opposite directions. QIG charges 0.18%/yr vs 0.85%/yr for DBC.
Performance
QIG vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, QIG achieves a 0.49% return, which is significantly lower than DBC's 35.47% return. Over the past 10 years, QIG has underperformed DBC with an annualized return of 2.50%, while DBC has yielded a comparatively higher 9.10% annualized return.
QIG
- 1D
- -0.21%
- 1M
- 0.66%
- YTD
- 0.49%
- 6M
- 0.42%
- 1Y
- 5.92%
- 3Y*
- 5.29%
- 5Y*
- 0.56%
- 10Y*
- 2.50%
DBC
- 1D
- 0.56%
- 1M
- -3.32%
- YTD
- 35.47%
- 6M
- 35.36%
- 1Y
- 45.90%
- 3Y*
- 15.09%
- 5Y*
- 12.78%
- 10Y*
- 9.10%
QIG vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QIG WisdomTree U.S. Corporate Bond Fund | 0.49% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 13.97% | -2.01% | 7.00% |
DBC Invesco DB Commodity Index Tracking Fund | 35.47% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Correlation
The correlation between QIG and DBC is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | -0.03 |
Over the past year, the inverse relationship between QIG and DBC has strengthened: their correlation has moved from -0.03 to -0.33, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
QIG vs. DBC — Risk / Return Rank
QIG
DBC
QIG vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and Invesco DB Commodity Index Tracking Fund (DBC). 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.
| QIG | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.43 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 6.54 | -4.33 |
| Martin ratioReturn relative to average drawdown | 6.91 | 13.91 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QIG | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.47 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.67 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.51 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.12 | +0.21 |
Drawdowns
QIG vs. DBC - Drawdown Comparison
The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for QIG and DBC.
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Drawdown Indicators
| QIG | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -76.36% | +53.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -7.05% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -6.22% | -13.82% | +7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -27.34% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | -41.71% | +18.79% |
Current DrawdownCurrent decline from peak | -1.30% | -21.64% | +20.34% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -46.22% | +40.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 3.31% | -2.45% |
Volatility
QIG vs. DBC - Volatility Comparison
The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 6.45%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIG | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 6.45% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 15.75% | -12.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 18.68% | -14.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 19.18% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 17.81% | -10.27% |
QIG vs. DBC - Expense Ratio Comparison
QIG has a 0.18% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
QIG vs. DBC - Dividend Comparison
QIG's dividend yield for the trailing twelve months is around 4.88%, more than DBC's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.46% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% |
QIG WisdomTree U.S. Corporate Bond Fund | 4.88% | 4.82% | 4.67% | 4.19% | 4.25% | 2.50% | 2.61% | 3.00% | 3.27% | 2.88% | 2.35% |
Frequently Asked Questions
QIG and DBC have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBC has higher volatility (6.45%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs DBC's -76.36%.
On 10-year performance, DBC leads with 9.10% vs 2.50% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, QIG has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DBC has performed better with a 9.10% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QIG is cheaper with a 0.18% expense ratio, compared with 0.85% for DBC.
QIG has the higher dividend yield at 4.88%, compared with 2.46% for DBC.
QIG is categorized as Corporate Bonds, while DBC is Commodities. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.18% for QIG and 0.85% for DBC.
DBC currently has the higher Sharpe Ratio (2.47 vs 1.43), 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.
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