QSIG vs. BBSB
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and BBSB (JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF) are both exchange-traded funds - QSIG is a Short-Term Bond fund tracking the WisdomTree U.S. Short Term Quality Corporate Bond Index, while BBSB is a Government Bonds fund tracking the ICE U.S. Treasury 1-3 Year Bond Index. Both are passively managed. Over the past 3 years, QSIG returned 5.31%/yr vs 4.15%/yr for BBSB. Their correlation of 0.83 suggests significant overlap in exposure. QSIG charges 0.18%/yr vs 0.04%/yr for BBSB.
Performance
QSIG vs. BBSB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QSIG achieves a 0.53% return, which is significantly higher than BBSB's 0.47% return.
QSIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
BBSB
- 1D
- -0.05%
- 1M
- 0.10%
- YTD
- 0.47%
- 6M
- 0.74%
- 1Y
- 3.43%
- 3Y*
- 4.15%
- 5Y*
- —
- 10Y*
- —
QSIG vs. BBSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 4.05% |
BBSB JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF | 0.47% | 5.12% | 4.00% | 2.56% |
Correlation
The correlation between QSIG and BBSB is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2023 | 0.83 |
The correlation between QSIG and BBSB has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QSIG vs. BBSB — Risk / Return Rank
QSIG
BBSB
QSIG vs. BBSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.
| QSIG | BBSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.56 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 4.02 | -0.84 |
| Martin ratioReturn relative to average drawdown | 12.48 | 16.55 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QSIG | BBSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.71 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 2.35 | -1.64 |
Drawdowns
QSIG vs. BBSB - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, which is greater than BBSB's maximum drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for QSIG and BBSB.
Loading charts...
Drawdown Indicators
| QSIG | BBSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -1.57% | -10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.86% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -0.96% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.25% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -0.31% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.21% | +0.14% |
Volatility
QSIG vs. BBSB - Volatility Comparison
WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.61% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.36%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QSIG | BBSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.36% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.85% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 1.27% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 1.66% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 1.66% | +1.76% |
QSIG vs. BBSB - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is higher than BBSB'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
QSIG vs. BBSB - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than BBSB's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BBSB JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF | 3.81% | 3.69% | 4.84% | 3.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% |
Frequently Asked Questions
QSIG and BBSB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSIG has higher volatility (0.61%) compared to BBSB (0.36%). In terms of maximum drawdown, QSIG dropped -12.35% vs BBSB's -1.57%.
On 3-year performance, QSIG leads with 5.31% vs 4.15% for BBSB. On fees, BBSB is cheaper at 0.04% per year. On volatility, BBSB has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QSIG has performed better with a 5.31% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBSB is cheaper with a 0.04% expense ratio, compared with 0.18% for QSIG.
QSIG has the higher dividend yield at 4.44%, compared with 3.81% for BBSB.
QSIG is categorized as Short-Term Bond, while BBSB is Government Bonds. QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.18% for QSIG and 0.04% for BBSB.
BBSB currently has the higher Sharpe Ratio (2.71 vs 2.28), 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.
Find the right allocation for QSIG and BBSB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer