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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 -0.73% return, which is significantly lower than DHS's 16.66% return. Over the past 10 years, QIG has underperformed DHS with an annualized return of 2.21%, while DHS has yielded a comparatively higher 9.68% annualized return.


QIG

1D
-0.08%
1M
-1.63%
6M
-1.05%
YTD
-0.73%
1Y
1.78%
3Y*
4.84%
5Y*
-0.41%
10Y*
2.21%
ALL TIME*
2.29%

DHS

1D
-0.37%
1M
1.58%
6M
9.76%
YTD
16.66%
1Y
25.21%
3Y*
16.49%
5Y*
12.26%
10Y*
9.68%
ALL TIME*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.32M$3.61M$2.98M
$95.62K$92.11K$52.06K

QIG vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QIG
WisdomTree U.S. Corporate Bond Fund
-0.73%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
DHS
WisdomTree US High Dividend Fund
16.66%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 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 27, 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 historical risk-adjusted metric ranks over the past 12 months.

QIG
QIG Risk / Return Rank: 2727
Overall Rank
QIG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
QIG Sortino Ratio Rank: 2525
Sortino Ratio Rank
QIG Omega Ratio Rank: 2424
Omega Ratio Rank
QIG Calmar Ratio Rank: 2929
Calmar Ratio Rank
QIG Martin Ratio Rank: 3030
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 9191
Overall Rank
DHS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 9393
Sortino Ratio Rank
DHS Omega Ratio Rank: 9090
Omega Ratio Rank
DHS Calmar Ratio Rank: 9191
Calmar Ratio Rank
DHS Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


QIGDHSDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratioReturn relative to maximum drawdown

0.95

3.97

-3.01

Martin ratioReturn relative to average drawdown

2.64

14.58

-11.94

QIG vs. DHS - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 0.63, which is lower than the DHS Sharpe Ratio of 2.41. 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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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

-5.06%

-11.87%

+6.81%

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

-2.50%

-2.23%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.45%

-9.48%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.71%

-0.74%

Volatility

QIG vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.04%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 3.88%. 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

1.04%

3.88%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

7.92%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

10.43%

-6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

13.91%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

16.09%

-8.55%

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 4.99%, more than DHS's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.19%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
4.99%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 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (3.88%) compared to QIG (1.04%). In terms of maximum drawdown, QIG dropped -22.92% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.68% vs 2.21% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, QIG has been the lower-risk option at 1.04%. 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 9.68% return vs 2.21%. 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 4.99%, compared with 3.19% 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 (2.41 vs 0.63), 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

Find the right allocation for QIG and DHS

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