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QIG vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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 IGHG's 2.17% return. Over the past 10 years, QIG has underperformed IGHG with an annualized return of 2.50%, while IGHG has yielded a comparatively higher 4.72% 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%

IGHG

1D
0.05%
1M
0.76%
YTD
2.17%
6M
2.54%
1Y
5.77%
3Y*
8.57%
5Y*
5.24%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. IGHG - 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%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.17%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%

Correlation

The correlation between QIG and IGHG is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.06

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

0.13

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

0.09

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

0.09

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Return for Risk

QIG vs. IGHG — 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

IGHG
IGHG Risk / Return Rank: 5656
Overall Rank
IGHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5050
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6464
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. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


QIGIGHGDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

2.21

3.31

-1.10

Martin ratioReturn relative to average drawdown

6.91

11.71

-4.80

QIG vs. IGHG - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is comparable to the IGHG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QIG and IGHG, 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


QIGIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.68

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.05

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.63

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.54

-0.21

Drawdowns

QIG vs. IGHG - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for QIG and IGHG.


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Drawdown Indicators


QIGIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-25.16%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-1.75%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-3.74%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-8.75%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-25.16%

+2.24%

Current Drawdown

Current decline from peak

-1.30%

-0.11%

-1.19%

Average Drawdown

Average peak-to-trough decline

-5.51%

-2.30%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.50%

+0.36%

Volatility

QIG vs. IGHG - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.35% compared to ProShares Investment Grade-Interest Rate Hedged (IGHG) at 0.62%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than IGHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.62%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

2.53%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

3.44%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

5.02%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

7.46%

+0.08%

QIG vs. IGHG - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

QIG vs. IGHG - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, less than IGHG's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
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 IGHG have a correlation of 0.14, 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 IGHG (0.62%). In terms of maximum drawdown, QIG dropped -22.92% vs IGHG's -25.16%.

On 10-year performance, IGHG leads with 4.72% vs 2.50% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, IGHG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGHG has performed better with a 4.72% 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 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 4.88% for QIG.

QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.18% for QIG and 0.30% for IGHG.

IGHG currently has the higher Sharpe Ratio (1.68 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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