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QSIG vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSIG vs. DDV - 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 Defined Duration 5 ETF (DDV). 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 lower than DDV's 2.23% 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%

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. DDV - Yearly Performance Comparison


Correlation

The correlation between QSIG and DDV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.69

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Return for Risk

QSIG vs. DDV — 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

DDV
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. DDV - 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 Defined Duration 5 ETF (DDV). 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.


QSIGDDVDifference

Sharpe ratio

Return per unit of total volatility

2.28

Sortino ratio

Return per unit of downside risk

3.54

Omega ratio

Gain probability vs. loss probability

1.44

Calmar ratio

Return relative to maximum drawdown

3.18

Martin ratio

Return relative to average drawdown

12.48

QSIG vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QSIGDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

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

2.06

-1.35

Drawdowns

QSIG vs. DDV - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for QSIG and DDV.


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Drawdown Indicators


QSIGDDVDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-1.92%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-0.32%

-0.12%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.37%

-0.35%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

Volatility

QSIG vs. DDV - Volatility Comparison


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Volatility by Period


QSIGDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

2.68%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

2.68%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

2.68%

+0.74%

QSIG vs. DDV - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is lower than DDV's 0.25% expense ratio. Despite the difference, 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. DDV - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than DDV's 1.21% yield.


PositionTTM2025202420232022202120202019201820172016
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%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 DDV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QSIG is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QSIG is cheaper with a 0.18% expense ratio, compared with 0.25% for DDV.

QSIG has the higher dividend yield at 4.44%, compared with 1.21% for DDV.

QSIG is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: WisdomTree and Discipline Funds. Their fees differ too: 0.18% for QSIG and 0.25% for DDV.

Portfolio Optimizer

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