QIG vs. VCSH
QIG (WisdomTree U.S. Corporate Bond Fund) and VCSH (Vanguard Short-Term Corporate Bond ETF) are both Corporate Bonds funds - QIG tracks the WisdomTree U.S. Quality Corporate Bond Index while VCSH tracks the Barclays Capital U.S. 1-5 Year Corporate Index. Both are passively managed. Over the past 10 years, QIG returned 2.50%/yr vs 2.70%/yr for VCSH. A 0.72 correlation means they provide meaningful diversification when combined. QIG charges 0.18%/yr vs 0.04%/yr for VCSH.
Performance
QIG vs. VCSH - 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 VCSH's 0.64% return. Over the past 10 years, QIG has underperformed VCSH with an annualized return of 2.50%, while VCSH has yielded a comparatively higher 2.70% 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%
VCSH
- 1D
- -0.08%
- 1M
- 0.20%
- YTD
- 0.64%
- 6M
- 0.95%
- 1Y
- 4.59%
- 3Y*
- 5.52%
- 5Y*
- 2.32%
- 10Y*
- 2.70%
QIG vs. VCSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.64% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Correlation
The correlation between QIG and VCSH is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.72 |
The correlation between QIG and VCSH shifts across timeframes, from 0.72 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QIG vs. VCSH — Risk / Return Rank
QIG
VCSH
QIG vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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 | VCSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.29 | -1.08 |
| Martin ratioReturn relative to average drawdown | 6.91 | 13.55 | -6.65 |
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 | VCSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.45 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.81 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.81 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.02 | -0.69 |
Drawdowns
QIG vs. VCSH - Drawdown Comparison
The maximum QIG drawdown since its inception was -22.92%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for QIG and VCSH.
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Drawdown Indicators
| QIG | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -12.86% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -1.40% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -6.22% | -1.40% | -4.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -9.48% | -13.44% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | -12.86% | -10.06% |
Current DrawdownCurrent decline from peak | -1.30% | -0.32% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -0.97% | -4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.34% | +0.52% |
Volatility
QIG vs. VCSH - Volatility Comparison
WisdomTree U.S. Corporate Bond Fund (QIG) has a higher volatility of 1.35% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.57%. This indicates that QIG's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIG | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 0.57% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 1.38% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 1.88% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 2.88% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 3.35% | +4.19% |
QIG vs. VCSH - Expense Ratio Comparison
QIG has a 0.18% expense ratio, which is higher than VCSH'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. VCSH - Dividend Comparison
QIG's dividend yield for the trailing twelve months is around 4.88%, more than VCSH's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.45% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
Frequently Asked Questions
QIG and VCSH have a correlation of 0.87, 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 VCSH (0.57%). In terms of maximum drawdown, QIG dropped -22.92% vs VCSH's -12.86%.
On 10-year performance, VCSH leads with 2.70% vs 2.50% for QIG. On fees, VCSH is cheaper at 0.04% per year. On volatility, VCSH has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCSH has performed better with a 2.70% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCSH 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 4.45% for VCSH.
QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while VCSH tracks Barclays Capital U.S. 1-5 Year Corporate Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for QIG and 0.04% for VCSH.
VCSH currently has the higher Sharpe Ratio (2.45 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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