QIG vs. NTSX
QIG (WisdomTree U.S. Corporate Bond Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - QIG is a Corporate Bonds fund tracking the WisdomTree U.S. Quality Corporate Bond Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. QIG is passively managed, while NTSX is actively managed. Over the past 5 years, QIG returned 0.56%/yr vs 9.69%/yr for NTSX. At a 0.38 correlation, their price movements are largely independent. QIG charges 0.18%/yr vs 0.20%/yr for NTSX.
Performance
QIG vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, QIG achieves a 0.49% return, which is significantly lower than NTSX's 8.62% 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%
NTSX
- 1D
- -1.05%
- 1M
- 4.37%
- YTD
- 8.62%
- 6M
- 7.83%
- 1Y
- 25.27%
- 3Y*
- 19.38%
- 5Y*
- 9.69%
- 10Y*
- —
QIG vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QIG WisdomTree U.S. Corporate Bond Fund | 0.49% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 13.97% | 0.56% |
NTSX WisdomTree U.S. Efficient Core Fund | 8.62% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between QIG and NTSX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.38 |
The correlation between QIG and NTSX shifts across timeframes, from 0.38 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QIG vs. NTSX — Risk / Return Rank
QIG
NTSX
QIG vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
| QIG | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.77 | -0.56 |
| Martin ratioReturn relative to average drawdown | 6.91 | 12.25 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QIG | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.06 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.57 | -0.49 |
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 | 0.71 | -0.38 |
Drawdowns
QIG vs. NTSX - Drawdown Comparison
The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QIG and NTSX.
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Drawdown Indicators
| QIG | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -31.34% | +8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -9.16% | +6.47% |
Max Drawdown (3Y)Largest decline over 3 years | -6.22% | -16.82% | +10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -31.34% | +8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | — | — |
Current DrawdownCurrent decline from peak | -1.30% | -1.05% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -6.79% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 2.07% | -1.21% |
Volatility
QIG vs. NTSX - Volatility Comparison
The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.39%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIG | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 3.39% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 9.58% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 12.31% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 17.04% | -9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 18.27% | -10.73% |
QIG vs. NTSX - Expense Ratio Comparison
QIG has a 0.18% expense ratio, which is lower than NTSX's 0.20% 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. NTSX - Dividend Comparison
QIG's dividend yield for the trailing twelve months is around 4.88%, more than NTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.08% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 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 NTSX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.39%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 9.69% vs 0.56% for QIG. On fees, QIG is cheaper at 0.18% per year. On volatility, QIG has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.69% return vs 0.56%. 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 0.20% for NTSX.
QIG has the higher dividend yield at 4.88%, compared with 1.08% for NTSX.
QIG is categorized as Corporate Bonds, while NTSX is Diversified Portfolio. Their fees differ too: 0.18% for QIG and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (2.06 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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