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QIG vs. NTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. NTSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

NTSX
NTSX Risk / Return Rank: 6060
Overall Rank
NTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NTSX Omega Ratio Rank: 5959
Omega Ratio Rank
NTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NTSX Martin Ratio Rank: 6666
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. 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.


QIGNTSXDifference
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

QIG vs. NTSX - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is lower than the NTSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of QIG and NTSX, 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


QIGNTSXDifference

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


QIGNTSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.30%

-1.05%

-0.25%

Average Drawdown

Average peak-to-trough decline

-5.51%

-6.79%

+1.28%

Ulcer Index

Depth 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


QIGNTSXDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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