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QIG vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QIG vs. VCIT

Last updated Jun 4, 2026

QIG (WisdomTree U.S. Corporate Bond Fund) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both Corporate Bonds funds - QIG tracks the WisdomTree U.S. Quality Corporate Bond Index while VCIT tracks the Barclays U.S. 5-10 Year Corp Index. Both are passively managed. Over the past 10 years, QIG returned 2.50%/yr vs 2.93%/yr for VCIT. Their correlation of 0.83 suggests significant overlap in exposure. QIG charges 0.18%/yr vs 0.04%/yr for VCIT.

Performance

QIG vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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 higher than VCIT's 0.18% return. Over the past 10 years, QIG has underperformed VCIT with an annualized return of 2.50%, while VCIT has yielded a comparatively higher 2.93% 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%

VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. VCIT - 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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Correlation

The correlation between QIG and VCIT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.97

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

0.97

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

0.97

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

0.83

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

0.83

The correlation between QIG and VCIT shifts across timeframes, from 0.83 (all time) to 0.97 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. Corporate Bond Fund

Vanguard Intermediate-Term Corporate Bond ETF

Often compared with QIG:
QIG vs. USIGQIG vs. BBCBQIG vs. DHSQIG vs. BSCQQIG vs. DBOQIG vs. FLRNQIG vs. GDE
Often compared with VCIT:
VCIT vs. BNDVCIT vs. LQDVCIT vs. IGIBVCIT vs. VTCVCIT vs. VCLTVCIT vs. SPIBVCIT vs. VTEB

Return for Risk

QIG vs. VCIT — 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
VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
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. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.

QIGVCITDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.50

-0.07

Sortino ratio

Return per unit of downside risk

2.11

2.22

-0.11

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

2.21

2.08

+0.13

Martin ratio

Return relative to average drawdown

6.91

6.95

-0.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QIG vs. VCIT - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is comparable to the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of QIG and VCIT, 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

QIGVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.50

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.19

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.47

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.75

-0.43

Drawdowns

QIG vs. VCIT - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for QIG and VCIT.

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Drawdown Indicators

QIGVCITDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-20.56%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-2.96%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-6.11%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-20.56%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-20.56%

-2.36%

Current Drawdown

Current decline from peak

-1.30%

-1.36%

+0.06%

Average Drawdown

Average peak-to-trough decline

-5.51%

-3.16%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.88%

-0.02%

Volatility

QIG vs. VCIT - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (QIG) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.35% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QIGVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.38%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

3.06%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

4.10%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

6.61%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

6.28%

+1.26%

QIG vs. VCIT - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is higher than VCIT's 0.04% 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. VCIT - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than VCIT's 4.80% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions

With a correlation of 0.97, QIG and VCIT 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.

VCIT has higher volatility (1.38%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs VCIT's -20.56%.

On 10-year performance, VCIT leads with 2.93% vs 2.50% for QIG. On fees, VCIT is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCIT has performed better with a 2.93% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.18% for QIG.

QIG has the higher dividend yield at 4.88%, compared with 4.80% for VCIT.

QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while VCIT tracks Barclays U.S. 5-10 Year Corp Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for QIG and 0.04% for VCIT.

VCIT currently has the higher Sharpe Ratio (1.50 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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