QIG vs. SCHI
QIG (WisdomTree U.S. Corporate Bond Fund) and SCHI (Schwab 5-10 Year Corporate Bond ETF) are both Corporate Bonds funds - QIG tracks the WisdomTree U.S. Quality Corporate Bond Index while SCHI tracks the Bloomberg US 5-10 Year Corporate Bond Index. Both are passively managed. Over the past 5 years, QIG returned -0.41%/yr vs 0.68%/yr for SCHI. Their correlation of 0.94 means they have usually moved in the same direction. QIG charges 0.18%/yr vs 0.03%/yr for SCHI.
Performance
QIG vs. SCHI - Performance Comparison
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Returns By Period
In the year-to-date period, QIG achieves a -0.73% return, which is significantly lower than SCHI's -0.64% return.
QIG
- 1D
- -0.08%
- 1M
- -1.63%
- 6M
- -1.05%
- YTD
- -0.73%
- 1Y
- 1.78%
- 3Y*
- 4.84%
- 5Y*
- -0.41%
- 10Y*
- 2.21%
- ALL TIME*
- 2.29%
SCHI
- 1D
- -0.18%
- 1M
- -1.31%
- 6M
- -0.85%
- YTD
- -0.64%
- 1Y
- 2.20%
- 3Y*
- 5.81%
- 5Y*
- 0.68%
- 10Y*
- —
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $95.62K | $92.11K | $52.06K | |
| $42.16M | $42.05M | $59.83M |
QIG vs. SCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QIG WisdomTree U.S. Corporate Bond Fund | -0.73% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 0.82% |
SCHI Schwab 5-10 Year Corporate Bond ETF | -0.64% | 9.47% | 3.32% | 8.97% | -14.06% | -1.85% | 9.74% | 0.83% |
Correlation
The correlation between QIG and SCHI is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | 0.94 |
The correlation between QIG and SCHI has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
QIG vs. SCHI — Risk / Return Rank
QIG
SCHI
QIG vs. SCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QIG | SCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.02 | -0.07 |
| Martin ratioReturn relative to average drawdown | 2.64 | 2.90 | -0.26 |
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Drawdowns
QIG vs. SCHI - Drawdown Comparison
The maximum QIG drawdown since its inception was -22.92%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for QIG and SCHI.
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Drawdown Indicators
| QIG | SCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -20.67% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -3.01% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -5.30% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -20.62% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | — | — |
Current DrawdownCurrent decline from peak | -2.50% | -2.18% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -5.61% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.06% | -0.09% |
Volatility
QIG vs. SCHI - Volatility Comparison
The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.04%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.12%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIG | SCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.12% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 3.31% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 4.13% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 6.67% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 7.34% | +0.20% |
QIG vs. SCHI - Expense Ratio Comparison
QIG has a 0.18% expense ratio, which is higher than SCHI's 0.03% 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. SCHI - Dividend Comparison
QIG's dividend yield for the trailing twelve months is around 4.99%, less than SCHI's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QIG WisdomTree U.S. Corporate Bond Fund | 4.99% | 4.82% | 4.67% | 4.19% | 4.25% | 2.50% | 2.61% | 3.00% | 3.27% | 2.88% | 2.35% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 4.65% | 4.99% | 5.11% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, QIG and SCHI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCHI has higher volatility (1.12%) compared to QIG (1.04%). In terms of maximum drawdown, QIG dropped -22.92% vs SCHI's -20.67%.
On 5-year performance, SCHI leads with 0.68% vs -0.41% for QIG. On fees, SCHI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHI has performed better with a 0.68% return vs -0.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHI is cheaper with a 0.03% expense ratio, compared with 0.18% for QIG.
QIG has the higher dividend yield at 4.99%, compared with 4.65% for SCHI.
QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while SCHI tracks Bloomberg US 5-10 Year Corporate Bond Index. They also come from different issuers: WisdomTree and Charles Schwab. Their fees differ too: 0.18% for QIG and 0.03% for SCHI.
SCHI currently has the higher Sharpe Ratio (0.75 vs 0.63), 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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