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QSIG vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QSIG vs. DHS

Last updated Jun 3, 2026

QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - QSIG is a Short-Term Bond fund tracking the WisdomTree U.S. Short Term Quality Corporate Bond Index, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 10 years, QSIG returned 2.46%/yr vs 9.55%/yr for DHS. At a 0.10 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.38%/yr for DHS.

Performance

QSIG vs. DHS - 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 WisdomTree US High Dividend Fund (DHS). 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 0.60% return, which is significantly lower than DHS's 10.63% return. Over the past 10 years, QSIG has underperformed DHS with an annualized return of 2.46%, while DHS has yielded a comparatively higher 9.55% annualized return.

QSIG

1D
-0.00%
1M
0.15%
YTD
0.60%
6M
0.96%
1Y
4.39%
3Y*
5.34%
5Y*
2.22%
10Y*
2.46%

DHS

1D
0.75%
1M
-0.15%
YTD
10.63%
6M
11.97%
1Y
21.74%
3Y*
16.65%
5Y*
10.82%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. DHS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QSIG
WisdomTree U.S. High Yield Corporate Bond Fund		0.60%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%1.63%
DHS
WisdomTree US High Dividend Fund		10.63%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between QSIG and DHS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.21

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

0.20

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

0.11

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

0.11

The correlation between QSIG and DHS shifts across timeframes, from 0.10 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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WisdomTree U.S. High Yield Corporate Bond Fund

WisdomTree US High Dividend Fund

Often compared with QSIG:
QSIG vs. SGOVQSIG vs. FCSHQSIG vs. DGRWQSIG vs. FLDBQSIG vs. USFRQSIG vs. NTSXQSIG vs. VGSH
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

QSIG vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QSIG
QSIG Risk / Return Rank: 6969
Overall Rank
QSIG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 7676
Sortino Ratio Rank
QSIG Omega Ratio Rank: 7373
Omega Ratio Rank
QSIG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QSIG Martin Ratio Rank: 6666
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 6767
Overall Rank
DHS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7171
Sortino Ratio Rank
DHS Omega Ratio Rank: 6262
Omega Ratio Rank
DHS Calmar Ratio Rank: 6868
Calmar Ratio Rank
DHS Martin Ratio Rank: 6868
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. DHS - 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 WisdomTree US High Dividend Fund (DHS). 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.

QSIGDHSDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.19

+0.08

Sortino ratio

Return per unit of downside risk

3.52

3.27

+0.25

Omega ratio

Gain probability vs. loss probability

1.44

1.38

+0.06

Calmar ratio

Return relative to maximum drawdown

3.12

3.47

-0.35

Martin ratio

Return relative to average drawdown

12.30

12.82

-0.52

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. DHS - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.27, which is comparable to the DHS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of QSIG and DHS, 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

QSIGDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.19

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.78

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.60

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.41

+0.31

Drawdowns

QSIG vs. DHS - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for QSIG and DHS.

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Drawdown Indicators

QSIGDHSDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-67.25%

+54.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-6.30%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-11.87%

+10.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-15.28%

+5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-37.35%

+25.00%

Current Drawdown

Current decline from peak

-0.26%

-1.94%

+1.68%

Average Drawdown

Average peak-to-trough decline

-1.37%

-9.55%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

1.70%

-1.35%

Volatility

QSIG vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.63%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 2.88%. This indicates that QSIG experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QSIGDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

2.88%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

7.31%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

9.98%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

13.88%

-10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

16.08%

-12.66%

QSIG vs. DHS - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

QSIG vs. DHS - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than DHS's 3.33% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.33%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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

QSIG and DHS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to QSIG (0.63%). In terms of maximum drawdown, QSIG dropped -12.35% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.55% vs 2.46% for QSIG. On fees, QSIG is cheaper at 0.18% per year. On volatility, QSIG has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.55% return vs 2.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QSIG is cheaper with a 0.18% expense ratio, compared with 0.38% for DHS.

QSIG has the higher dividend yield at 4.44%, compared with 3.33% for DHS.

QSIG is categorized as Short-Term Bond, while DHS is Large Cap Value Equities. QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.18% for QSIG and 0.38% for DHS.

QSIG currently has the higher Sharpe Ratio (2.27 vs 2.19), 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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