PortfoliosLab logoPortfoliosLab logo
QIG vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. DXJ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QIG achieves a 0.49% return, which is significantly lower than DXJ's 19.64% return. Over the past 10 years, QIG has underperformed DXJ with an annualized return of 2.50%, while DXJ has yielded a comparatively higher 18.33% 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%

DXJ

1D
0.74%
1M
7.24%
YTD
19.64%
6M
24.36%
1Y
53.93%
3Y*
33.15%
5Y*
26.13%
10Y*
18.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. DXJ - 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%
DXJ
WisdomTree Japan Hedged Equity Fund
19.64%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Correlation

The correlation between QIG and DXJ is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.06

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

0.02

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

-0.02

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

-0.03

The correlation between QIG and DXJ shifts across timeframes, from -0.03 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QIG vs. DXJ — 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

DXJ
DXJ Risk / Return Rank: 8888
Overall Rank
DXJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJ Omega Ratio Rank: 8888
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8686
Calmar Ratio Rank
DXJ Martin Ratio Rank: 8787
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. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.


QIGDXJDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.25

1.56

-0.31

Calmar ratioReturn relative to maximum drawdown

2.21

4.94

-2.72

Martin ratioReturn relative to average drawdown

6.91

19.29

-12.38

QIG vs. DXJ - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the DXJ Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of QIG and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QIGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

3.11

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.39

-1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.91

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.43

-0.10

Drawdowns

QIG vs. DXJ - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for QIG and DXJ.


Loading charts...

Drawdown Indicators


QIGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-49.63%

+26.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-10.98%

+8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-22.19%

+15.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-22.19%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-39.14%

+16.22%

Current Drawdown

Current decline from peak

-1.30%

0.00%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.51%

-14.34%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.81%

-1.95%

Volatility

QIG vs. DXJ - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 3.55%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QIGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

3.55%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

13.09%

-10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

17.44%

-13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

18.96%

-11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

20.18%

-12.64%

QIG vs. DXJ - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than DXJ's 0.48% expense ratio.


Dividends

QIG vs. DXJ - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than DXJ's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.08%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
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 DXJ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (3.55%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs DXJ's -49.63%.

On 10-year performance, DXJ leads with 18.33% 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, DXJ has performed better with a 18.33% 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 0.48% for DXJ.

QIG has the higher dividend yield at 4.88%, compared with 1.08% for DXJ.

QIG is categorized as Corporate Bonds, while DXJ is Japan Equities. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while DXJ tracks WisdomTree Japan Hedged Equity Index. Their fees differ too: 0.18% for QIG and 0.48% for DXJ.

DXJ currently has the higher Sharpe Ratio (3.11 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

Find the right allocation for QIG and DXJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer