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QIG vs. IGBH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QIG vs. IGBH

Last updated Jun 4, 2026

QIG (WisdomTree U.S. Corporate Bond Fund) and IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF) are both Corporate Bonds funds - QIG tracks the WisdomTree U.S. Quality Corporate Bond Index while IGBH tracks the BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. Both are passively managed. Over the past 10 years, QIG returned 2.50%/yr vs 5.04%/yr for IGBH. At a 0.24 correlation, their price movements are largely independent. QIG charges 0.18%/yr vs 0.16%/yr for IGBH.

Performance

QIG vs. IGBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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 IGBH's 2.31% return. Over the past 10 years, QIG has underperformed IGBH with an annualized return of 2.50%, while IGBH has yielded a comparatively higher 5.04% 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%

IGBH

1D
-0.12%
1M
1.78%
YTD
2.31%
6M
3.18%
1Y
9.39%
3Y*
8.96%
5Y*
5.27%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. IGBH - 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%
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF		2.31%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%

Correlation

The correlation between QIG and IGBH is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.31

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

0.32

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

0.24

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

0.24

Over the past year, QIG and IGBH have become more correlated (0.47) than their long-term average of 0.24, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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

WisdomTree U.S. Corporate Bond Fund

iShares Interest Rate Hedged Long-Term Corporate Bond ETF

Often compared with QIG:
QIG vs. USIGQIG vs. BBCBQIG vs. DHSQIG vs. BSCQQIG vs. DBOQIG vs. FLRNQIG vs. GDE
Often compared with IGBH:
IGBH vs. LQDHIGBH vs. IGHGIGBH vs. FLBLIGBH vs. IGEBIGBH vs. HYGHIGBH vs. SGOVIGBH vs. IGLB

Return for Risk

QIG vs. IGBH — 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
IGBH
IGBH Risk / Return Rank: 6363
Overall Rank
IGBH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7777
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7575
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4545
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4949
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. IGBH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.

QIGIGBHDifference
Sharpe ratioReturn per unit of total volatility
1.43
2.33

-0.89

Sortino ratioReturn per unit of downside risk
2.11
3.50

-1.39

Omega ratioGain probability vs. loss probability

1.25

1.45

-0.20

Calmar ratioReturn relative to maximum drawdown

2.21

2.22

-0.01

Martin ratioReturn relative to average drawdown

6.91

8.15

-1.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QIG vs. IGBH - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the IGBH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of QIG and IGBH, 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

QIGIGBHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.33

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.86

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.55

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.52

-0.19

Drawdowns

QIG vs. IGBH - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for QIG and IGBH.

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Drawdown Indicators

QIGIGBHDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-33.67%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-4.24%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-6.93%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-10.48%

-12.44%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-33.67%

+10.75%

Current Drawdown

Current decline from peak

-1.30%

-0.19%

-1.11%

Average Drawdown

Average peak-to-trough decline

-5.51%

-2.67%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.15%

-0.29%

Volatility

QIG vs. IGBH - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.35% compared to iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) at 0.87%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than IGBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QIGIGBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.87%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

3.14%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

4.05%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

6.13%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

9.20%

-1.66%

QIG vs. IGBH - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is higher than IGBH's 0.16% 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. IGBH - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, less than IGBH's 5.66% yield.

PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF		5.66%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
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 IGBH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIG has higher volatility (1.35%) compared to IGBH (0.87%). In terms of maximum drawdown, QIG dropped -22.92% vs IGBH's -33.67%.

On 10-year performance, IGBH leads with 5.04% vs 2.50% for QIG. On fees, IGBH is cheaper at 0.16% per year. On volatility, IGBH has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGBH has performed better with a 5.04% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGBH is cheaper with a 0.16% expense ratio, compared with 0.18% for QIG.

IGBH has the higher dividend yield at 5.66%, compared with 4.88% for QIG.

QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for QIG and 0.16% for IGBH.

IGBH currently has the higher Sharpe Ratio (2.33 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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