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QIG vs. WTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIG vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree US Value ETF (WTV). 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 WTV's 10.52% 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%

WTV

1D
-0.96%
1M
4.55%
YTD
10.52%
6M
11.62%
1Y
23.33%
3Y*
22.34%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIG vs. WTV - 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%1.00%
WTV
WisdomTree US Value ETF
10.52%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%

Correlation

The correlation between QIG and WTV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.33

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

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2017

0.16

Over the past year, QIG and WTV have become more correlated (0.36) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

QIG vs. WTV — 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

WTV
WTV Risk / Return Rank: 6060
Overall Rank
WTV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTV Omega Ratio Rank: 5656
Omega Ratio Rank
WTV Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTV Martin Ratio Rank: 5959
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. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (QIG) and WisdomTree US Value ETF (WTV). 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.


QIGWTVDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.21

3.28

-1.07

Martin ratioReturn relative to average drawdown

6.91

10.69

-3.78

QIG vs. WTV - Sharpe Ratio Comparison

The current QIG Sharpe Ratio is 1.43, which is comparable to the WTV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of QIG and WTV, 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


QIGWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.99

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.77

-0.70

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

0.67

-0.34

Drawdowns

QIG vs. WTV - Drawdown Comparison

The maximum QIG drawdown since its inception was -22.92%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for QIG and WTV.


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Drawdown Indicators


QIGWTVDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-42.18%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-7.15%

+4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-18.49%

+12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-19.30%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

Current Drawdown

Current decline from peak

-1.30%

-0.96%

-0.34%

Average Drawdown

Average peak-to-trough decline

-5.51%

-5.06%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.19%

-1.33%

Volatility

QIG vs. WTV - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (QIG) is 1.35%, while WisdomTree US Value ETF (WTV) has a volatility of 3.02%. This indicates that QIG experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIGWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

3.02%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

7.90%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

11.83%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

17.09%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

20.20%

-12.66%

QIG vs. WTV - Expense Ratio Comparison

QIG has a 0.18% expense ratio, which is higher than WTV's 0.12% 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. WTV - Dividend Comparison

QIG's dividend yield for the trailing twelve months is around 4.88%, more than WTV's 1.65% yield.


PositionTTM2025202420232022202120202019201820172016
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%
WTV
WisdomTree US Value ETF
1.65%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%

Frequently Asked Questions


QIG and WTV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTV has higher volatility (3.02%) compared to QIG (1.35%). In terms of maximum drawdown, QIG dropped -22.92% vs WTV's -42.18%.

On 5-year performance, WTV leads with 13.17% vs 0.56% for QIG. On fees, WTV is cheaper at 0.12% 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, WTV has performed better with a 13.17% return vs 0.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTV is cheaper with a 0.12% expense ratio, compared with 0.18% for QIG.

QIG has the higher dividend yield at 4.88%, compared with 1.65% for WTV.

QIG is categorized as Corporate Bonds, while WTV is Large Cap Value Equities. QIG tracks WisdomTree U.S. Quality Corporate Bond Index, while WTV tracks WisdomTree U.S. LargeCap Value Index. Their fees differ too: 0.18% for QIG and 0.12% for WTV.

WTV currently has the higher Sharpe Ratio (1.99 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

Find the right allocation for QIG and WTV

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