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QIG vs. LQDH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. LQDH - 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 Corporate Bond ETF (LQDH). 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 LQDH's 2.31% return. Over the past 10 years, QIG has underperformed LQDH with an annualized return of 2.50%, while LQDH has yielded a comparatively higher 4.64% 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%

LQDH

1D
-0.09%
1M
1.29%
YTD
2.31%
6M
3.11%
1Y
7.62%
3Y*
8.08%
5Y*
5.28%
10Y*
4.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. LQDH - 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%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.31%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-2.20%6.00%

Correlation

The correlation between QIG and LQDH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.37

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

0.39

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

0.29

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

0.29

The correlation between QIG and LQDH shifts across timeframes, from 0.29 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QIG vs. LQDH — 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

LQDH
LQDH Risk / Return Rank: 8080
Overall Rank
LQDH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LQDH Omega Ratio Rank: 8888
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6565
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7373
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. LQDH - 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 Corporate Bond ETF (LQDH). 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.


QIGLQDHDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.83

-1.40

Sortino ratio

Return per unit of downside risk

2.11

4.30

-2.19

Omega ratio

Gain probability vs. loss probability

1.25

1.57

-0.31

Calmar ratio

Return relative to maximum drawdown

2.21

3.26

-1.05

Martin ratio

Return relative to average drawdown

6.91

13.85

-6.95

QIG vs. LQDH - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the LQDH Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of QIG and LQDH, 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


QIGLQDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.83

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.20

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.72

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.58

-0.26

Drawdowns

QIG vs. LQDH - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for QIG and LQDH.


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Drawdown Indicators


QIGLQDHDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-24.63%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-2.34%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-4.86%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-7.08%

-15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-24.63%

+1.71%

Current Drawdown

Current decline from peak

-1.30%

-0.09%

-1.21%

Average Drawdown

Average peak-to-trough decline

-5.51%

-1.68%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.55%

+0.31%

Volatility

QIG vs. LQDH - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.35% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 0.50%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGLQDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.50%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

2.03%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

2.70%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

4.41%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

6.44%

+1.10%

QIG vs. LQDH - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is lower than LQDH's 0.25% expense ratio. Despite the difference, 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. LQDH - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, less than LQDH's 5.95% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.95%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
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 LQDH have a correlation of 0.42, 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 LQDH (0.50%). In terms of maximum drawdown, QIG dropped -22.92% vs LQDH's -24.63%.

On 10-year performance, LQDH leads with 4.64% vs 2.50% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, LQDH has been the lower-risk option at 0.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LQDH has performed better with a 4.64% 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 0.25% for LQDH.

LQDH has the higher dividend yield at 5.95%, compared with 4.88% for QIG.

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for QIG and 0.25% for LQDH.

LQDH currently has the higher Sharpe Ratio (2.83 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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