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QIG vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QIG achieves a 0.49% return, which is significantly lower than DHS's 9.88% return. Over the past 10 years, QIG has underperformed DHS with an annualized return of 2.50%, while DHS has yielded a comparatively higher 9.47% 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%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DHS
WisdomTree US High Dividend Fund
9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between QIG and DHS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.28

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

0.23

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

0.14

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

0.14

The correlation between QIG and DHS shifts across timeframes, from 0.14 (all time) to 0.28 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

QIG vs. DHS — Risk / Return Rank

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

QIG
QIG Risk / Return Rank: 4242
Overall Rank
QIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
QIG Omega Ratio Rank: 3939
Omega Ratio Rank
QIG Calmar Ratio Rank: 4646
Calmar Ratio Rank
QIG Martin Ratio Rank: 4343
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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.

QIG vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree US High Dividend Fund (DHS). 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.


QIGDHSDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.06

-0.63

Sortino ratio

Return per unit of downside risk

2.11

3.09

-0.98

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

2.21

3.28

-1.07

Martin ratio

Return relative to average drawdown

6.91

12.04

-5.14

QIG vs. DHS - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of QIG and DHS, 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


QIGDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.06

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.77

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.59

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Drawdowns

QIG vs. DHS - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for QIG and DHS.


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Drawdown Indicators


QIGDHSDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-67.25%

+44.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-6.30%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-11.87%

+5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-15.28%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-37.35%

+14.43%

Current Drawdown

Current decline from peak

-1.30%

-2.60%

+1.30%

Average Drawdown

Average peak-to-trough decline

-5.51%

-9.55%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.71%

-0.85%

Volatility

QIG vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 2.88%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.88%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

7.32%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

10.01%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

13.89%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

16.08%

-8.54%

QIG vs. DHS - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than DHS's 0.38% expense ratio.


Dividends

QIG vs. DHS - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than DHS's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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%0.00%

Frequently Asked Questions


QIG and DHS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.47% 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, DHS has performed better with a 9.47% 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 0.38% for DHS.

QIG has the higher dividend yield at 4.88%, compared with 3.35% for DHS.

QIG is categorized as Corporate Bonds, while DHS is Large Cap Value Equities. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.18% for QIG and 0.38% for DHS.

DHS currently has the higher Sharpe Ratio (2.06 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.

Portfolio Optimizer

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