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QSIG vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QSIG vs. BSV

Last updated Jun 4, 2026

QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and BSV (Vanguard Short-Term Bond Index Fund ETF Shares) are both Short-Term Bond funds - QSIG tracks the WisdomTree U.S. Short Term Quality Corporate Bond Index while BSV tracks the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. Both are passively managed. Over the past 10 years, QSIG returned 2.45%/yr vs 1.95%/yr for BSV. A 0.72 correlation means they provide meaningful diversification when combined. QSIG charges 0.18%/yr vs 0.03%/yr for BSV.

Performance

QSIG vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSIG achieves a 0.53% return, which is significantly higher than BSV's 0.29% return. Over the past 10 years, QSIG has outperformed BSV with an annualized return of 2.45%, while BSV has yielded a comparatively lower 1.95% annualized 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%

BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. BSV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QSIG
WisdomTree U.S. High Yield Corporate Bond Fund		0.53%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%1.63%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares		0.29%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between QSIG and BSV is 0.91, 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

0.91

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

0.90

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

0.87

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

0.72

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

0.72

The correlation between QSIG and BSV shifts across timeframes, from 0.72 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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WisdomTree U.S. High Yield Corporate Bond Fund

Vanguard Short-Term Bond Index Fund ETF Shares

Often compared with QSIG:
QSIG vs. SGOVQSIG vs. FCSHQSIG vs. DGRWQSIG vs. DHSQSIG vs. FLDBQSIG vs. USFRQSIG vs. NTSX
Often compared with BSV:
BSV vs. BNDBSV vs. VCSHBSV vs. SCHOBSV vs. SHYBSV vs. VUSBBSV vs. VBIRXBSV vs. ISTB

Return for Risk

QSIG vs. BSV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QSIG
QSIG Risk / Return Rank: 7272
Overall Rank
QSIG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
QSIG Omega Ratio Rank: 7575
Omega Ratio Rank
QSIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
QSIG Martin Ratio Rank: 6969
Martin Ratio Rank
BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
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.

QSIG vs. BSV - 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 Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.

QSIGBSVDifference

Sharpe ratio

Return per unit of total volatility

2.28

2.05

+0.24

Sortino ratio

Return per unit of downside risk

3.54

3.29

+0.25

Omega ratio

Gain probability vs. loss probability

1.44

1.39

+0.05

Calmar ratio

Return relative to maximum drawdown

3.18

2.87

+0.31

Martin ratio

Return relative to average drawdown

12.48

10.07

+2.41

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

QSIG vs. BSV - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.28, which is comparable to the BSV Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of QSIG and BSV, 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

QSIGBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.05

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.60

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.83

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.85

-0.14

Drawdowns

QSIG vs. BSV - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for QSIG and BSV.

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Drawdown Indicators

QSIGBSVDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-8.54%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.29%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-1.53%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-8.54%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-8.54%

-3.81%

Current Drawdown

Current decline from peak

-0.32%

-0.63%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.37%

-0.97%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.37%

-0.02%

Volatility

QSIG vs. BSV - Volatility Comparison

WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.61% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.52%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QSIGBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.52%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

1.26%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.81%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

2.72%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

2.37%

+1.05%

QSIG vs. BSV - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is higher than BSV'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

QSIG vs. BSV - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than BSV's 4.00% yield.

PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares		4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
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%0.00%

Frequently Asked Questions

With a correlation of 0.91, QSIG and BSV 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.

QSIG has higher volatility (0.61%) compared to BSV (0.52%). In terms of maximum drawdown, QSIG dropped -12.35% vs BSV's -8.54%.

On 10-year performance, QSIG leads with 2.45% vs 1.95% for BSV. On fees, BSV 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 10-year period, QSIG has performed better with a 2.45% return vs 1.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.18% for QSIG.

QSIG has the higher dividend yield at 4.44%, compared with 4.00% for BSV.

QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for QSIG and 0.03% for BSV.

QSIG currently has the higher Sharpe Ratio (2.28 vs 2.05), 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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