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QIG vs. MYCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. MYCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and State Street My2026 Corporate Bond ETF (MYCF). 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 MYCF's 1.63% 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%

MYCF

1D
0.04%
1M
0.41%
YTD
1.63%
6M
2.04%
1Y
4.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. MYCF - Yearly Performance Comparison


2026 (YTD)20252024
QIG
WisdomTree U.S. Corporate Bond Fund
0.49%7.85%-3.43%
MYCF
State Street My2026 Corporate Bond ETF
1.63%5.12%0.74%

Correlation

The correlation between QIG and MYCF is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.42

The correlation between QIG and MYCF shifts across timeframes, from 0.31 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QIG vs. MYCF — 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

MYCF
MYCF Risk / Return Rank: 9999
Overall Rank
MYCF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MYCF Sortino Ratio Rank: 9999
Sortino Ratio Rank
MYCF Omega Ratio Rank: 9999
Omega Ratio Rank
MYCF Calmar Ratio Rank: 9999
Calmar Ratio Rank
MYCF 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. MYCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and State Street My2026 Corporate Bond ETF (MYCF). 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.


QIGMYCFDifference
Sharpe ratioReturn per unit of total volatility

-5.55

Sortino ratioReturn per unit of downside risk

-11.11

Omega ratioGain probability vs. loss probability

1.25

3.22

-1.96

Calmar ratioReturn relative to maximum drawdown

2.21

38.53

-36.31

Martin ratioReturn relative to average drawdown

6.91

164.09

-157.18

QIG vs. MYCF - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the MYCF Sharpe Ratio of 6.98. The chart below compares the historical Sharpe Ratios of QIG and MYCF, 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


QIGMYCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

6.98

-5.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

4.12

-3.80

Drawdowns

QIG vs. MYCF - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, which is greater than MYCF's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for QIG and MYCF.


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Drawdown Indicators


QIGMYCFDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-0.60%

-22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-0.12%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

Current Drawdown

Current decline from peak

-1.30%

0.00%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.51%

-0.03%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.03%

+0.83%

Volatility

QIG vs. MYCF - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.35% compared to State Street My2026 Corporate Bond ETF (MYCF) at 0.15%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than MYCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGMYCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.15%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

0.43%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

0.66%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

1.09%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

1.09%

+6.45%

QIG vs. MYCF - Expense Ratio Comparison

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

QIG's dividend yield for the trailing twelve months is around 4.88%, more than MYCF's 4.40% yield.


PositionTTM2025202420232022202120202019201820172016
MYCF
State Street My2026 Corporate Bond ETF
4.40%4.50%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


QIG and MYCF have a correlation of 0.31, 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 MYCF (0.15%). In terms of maximum drawdown, QIG dropped -22.92% vs MYCF's -0.60%.

On 1-year performance, QIG leads with 5.92% vs 4.60% for MYCF. On fees, MYCF is cheaper at 0.15% per year. On volatility, MYCF has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QIG has performed better with a 5.92% return vs 4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

QIG has the higher dividend yield at 4.88%, compared with 4.40% for MYCF.

They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.18% for QIG and 0.15% for MYCF.

MYCF currently has the higher Sharpe Ratio (6.98 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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