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QSIG vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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QSIG vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSIG
WisdomTree U.S. High Yield Corporate Bond Fund
0.14%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
0.16%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Returns By Period

In the year-to-date period, QSIG achieves a 0.14% return, which is significantly lower than BSV's 0.16% return.


QSIG

1D
0.06%
1M
-0.52%
YTD
0.14%
6M
1.19%
1Y
4.64%
3Y*
5.24%
5Y*
2.24%
10Y*

BSV

1D
0.02%
1M
-0.57%
YTD
0.16%
6M
1.15%
1Y
4.05%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 9292
Overall Rank
QSIG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 9595
Sortino Ratio Rank
QSIG Omega Ratio Rank: 9393
Omega Ratio Rank
QSIG Calmar Ratio Rank: 9090
Calmar Ratio Rank
QSIG Martin Ratio Rank: 9191
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9292
Overall Rank
BSV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9191
Omega Ratio Rank
BSV Calmar Ratio Rank: 9191
Calmar Ratio Rank
BSV Martin Ratio Rank: 9090
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

2.19

2.04

+0.15

Sortino ratio

Return per unit of downside risk

3.27

3.25

+0.03

Omega ratio

Gain probability vs. loss probability

1.43

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

3.41

3.23

+0.19

Martin ratio

Return relative to average drawdown

13.71

12.23

+1.48

QSIG vs. BSV - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.19, which is comparable to the BSV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of QSIG and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QSIGBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.04

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.62

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.86

-0.15

Correlation

The correlation between QSIG and BSV is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QSIG vs. BSV - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than BSV's 3.93% yield.


TTM20252024202320222021202020192018201720162015
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%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.93%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

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 (5Y)

Largest decline over 5 years

-9.46%

-8.54%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.71%

-0.76%

+0.05%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.98%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.34%

+0.01%

Volatility

QSIG vs. BSV - Volatility Comparison

WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.96% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.78%. 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

0.96%

0.78%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

1.19%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

2.00%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

2.71%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

2.37%

+1.06%