QSIG vs. FTGC
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and FTGC (First Trust Global Tactical Commodity Strategy 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 FTGC is a Commodities fund actively managed by First Trust. QSIG is passively managed, while FTGC is actively managed. Over the past 10 years, QSIG returned 2.47%/yr vs 6.98%/yr for FTGC. At a 0.01 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.95%/yr for FTGC.
Performance
QSIG vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, QSIG achieves a 0.74% return, which is significantly lower than FTGC's 16.89% return. Over the past 10 years, QSIG has underperformed FTGC with an annualized return of 2.47%, while FTGC has yielded a comparatively higher 6.98% annualized return.
QSIG
- 1D
- 0.14%
- 1M
- 0.45%
- YTD
- 0.74%
- 6M
- 0.86%
- 1Y
- 3.73%
- 3Y*
- 5.42%
- 5Y*
- 2.26%
- 10Y*
- 2.47%
FTGC
- 1D
- -1.65%
- 1M
- -8.90%
- YTD
- 16.89%
- 6M
- 15.85%
- 1Y
- 28.35%
- 3Y*
- 13.63%
- 5Y*
- 11.70%
- 10Y*
- 6.98%
QSIG vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.74% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 1.63% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.89% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
Correlation
The correlation between QSIG and FTGC is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2016 | 0.01 |
The correlation between QSIG and FTGC shifts across timeframes, from -0.18 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QSIG vs. FTGC — Risk / Return Rank
QSIG
FTGC
QSIG vs. FTGC - 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 First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QSIG | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.31 | +0.38 |
| Martin ratioReturn relative to average drawdown | 10.38 | 9.40 | +0.98 |
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Drawdowns
QSIG vs. FTGC - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for QSIG and FTGC.
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Drawdown Indicators
| QSIG | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -59.47% | +47.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -12.34% | +10.94% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -12.34% | +10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -22.64% | +13.18% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -35.91% | +23.56% |
Current DrawdownCurrent decline from peak | -0.12% | -12.34% | +12.22% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -27.33% | +25.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 3.02% | -2.66% |
Volatility
QSIG vs. FTGC - Volatility Comparison
The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.64%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 3.33%. This indicates that QSIG experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 3.33% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.48% | 13.32% | -11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 15.64% | -13.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.01% | 15.89% | -12.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.43% | 14.72% | -11.29% |
QSIG vs. FTGC - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
QSIG vs. FTGC - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.43%, less than FTGC's 16.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 16.40% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% |
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 4.43% | 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 FTGC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (3.33%) compared to QSIG (0.64%). In terms of maximum drawdown, QSIG dropped -12.35% vs FTGC's -59.47%.
On 10-year performance, FTGC leads with 6.98% vs 2.47% for QSIG. On fees, QSIG is cheaper at 0.18% per year. On volatility, QSIG has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FTGC has performed better with a 6.98% return vs 2.47%. 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 0.95% for FTGC.
FTGC has the higher dividend yield at 16.40%, compared with 4.43% for QSIG.
QSIG is categorized as Short-Term Bond, while FTGC is Commodities. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.18% for QSIG and 0.95% for FTGC.
QSIG currently has the higher Sharpe Ratio (1.92 vs 1.83), 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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