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QIG vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and iShares Floating Rate Bond ETF (FLOT). 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 0.75% return, which is significantly lower than FLOT's 2.01% return. Over the past 10 years, QIG has underperformed FLOT with an annualized return of 2.45%, while FLOT has yielded a comparatively higher 3.04% annualized return.


QIG

1D
0.15%
1M
0.79%
YTD
0.75%
6M
0.94%
1Y
5.10%
3Y*
5.29%
5Y*
0.29%
10Y*
2.45%

FLOT

1D
-0.02%
1M
0.31%
YTD
2.01%
6M
2.15%
1Y
4.74%
3Y*
5.59%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QIG
WisdomTree U.S. Corporate Bond Fund
0.75%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
FLOT
iShares Floating Rate Bond ETF
2.01%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between QIG and FLOT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

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

0.17

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.12

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Return for Risk

QIG vs. FLOT — Risk / Return Rank

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

QIG
QIG Risk / Return Rank: 3939
Overall Rank
QIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QIG Sortino Ratio Rank: 3939
Sortino Ratio Rank
QIG Omega Ratio Rank: 3535
Omega Ratio Rank
QIG Calmar Ratio Rank: 4141
Calmar Ratio Rank
QIG Martin Ratio Rank: 4040
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and iShares Floating Rate Bond ETF (FLOT). 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.


QIGFLOTDifference
Sharpe ratioReturn per unit of total volatility

-5.12

Sortino ratioReturn per unit of downside risk

-9.62

Omega ratioGain probability vs. loss probability

1.22

3.11

-1.89

Calmar ratioReturn relative to maximum drawdown

1.91

11.03

-9.13

Martin ratioReturn relative to average drawdown

5.83

102.10

-96.27

QIG vs. FLOT - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.24, which is lower than the FLOT Sharpe Ratio of 6.36. The chart below compares the historical Sharpe Ratios of QIG and FLOT, 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. FLOT - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for QIG and FLOT.


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Drawdown Indicators


QIGFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-13.54%

-9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-0.43%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-1.57%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-2.36%

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-13.54%

-9.38%

Current Drawdown

Current decline from peak

-1.04%

-0.02%

-1.02%

Average Drawdown

Average peak-to-trough decline

-5.49%

-0.21%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.05%

+0.83%

Volatility

QIG vs. FLOT - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.10% compared to iShares Floating Rate Bond ETF (FLOT) at 0.21%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.21%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

0.63%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

0.75%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

1.78%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

4.15%

+3.39%

QIG vs. FLOT - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is higher than FLOT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QIG vs. FLOT - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.87%, more than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
QIG
WisdomTree U.S. Corporate Bond Fund
4.87%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 FLOT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIG has higher volatility (1.10%) compared to FLOT (0.21%). In terms of maximum drawdown, QIG dropped -22.92% vs FLOT's -13.54%.

On 10-year performance, FLOT leads with 3.04% vs 2.45% for QIG. On fees, FLOT is cheaper at 0.15% per year. On volatility, FLOT has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLOT has performed better with a 3.04% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.18% for QIG.

QIG has the higher dividend yield at 4.87%, compared with 4.53% for FLOT.

QIG is categorized as Corporate Bonds, while FLOT is Ultrashort Bond. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for QIG and 0.15% for FLOT.

FLOT currently has the higher Sharpe Ratio (6.36 vs 1.24), 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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