QSIG vs. ISDB
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and ISDB (Invesco Short Duration Bond ETF) are both Short-Term Bond funds. QSIG is passively managed, while ISDB is actively managed. Over the past 3 years, QSIG returned 5.31%/yr vs 5.60%/yr for ISDB. Their correlation of 0.81 suggests significant overlap in exposure. QSIG charges 0.18%/yr vs 0.36%/yr for ISDB.
Performance
QSIG vs. ISDB - Performance Comparison
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Returns By Period
In the year-to-date period, QSIG achieves a 0.53% return, which is significantly lower than ISDB's 1.04% 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%
ISDB
- 1D
- -0.08%
- 1M
- 0.36%
- YTD
- 1.04%
- 6M
- 1.43%
- 1Y
- 4.99%
- 3Y*
- 5.60%
- 5Y*
- —
- 10Y*
- —
QSIG vs. ISDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -0.27% |
ISDB Invesco Short Duration Bond ETF | 1.04% | 6.23% | 5.35% | 5.17% | 0.01% |
Correlation
The correlation between QSIG and ISDB is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.81 |
The correlation between QSIG and ISDB has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
QSIG vs. ISDB — Risk / Return Rank
QSIG
ISDB
QSIG vs. ISDB - 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 Invesco Short Duration Bond ETF (ISDB). 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.
| QSIG | ISDB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.84 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 4.46 | -1.28 |
| Martin ratioReturn relative to average drawdown | 12.48 | 20.58 | -8.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSIG | ISDB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 3.60 | -1.32 |
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 | 2.78 | -2.06 |
Drawdowns
QSIG vs. ISDB - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, which is greater than ISDB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for QSIG and ISDB.
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Drawdown Indicators
| QSIG | ISDB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -1.83% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -1.12% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -1.12% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.11% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -0.25% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.24% | +0.11% |
Volatility
QSIG vs. ISDB - Volatility Comparison
WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.61% compared to Invesco Short Duration Bond ETF (ISDB) at 0.37%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than ISDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | ISDB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.37% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 1.09% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 1.39% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 1.85% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 1.85% | +1.57% |
QSIG vs. ISDB - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is lower than ISDB's 0.36% expense ratio.
Dividends
QSIG vs. ISDB - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, less than ISDB's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ISDB Invesco Short Duration Bond ETF | 4.58% | 4.89% | 5.50% | 5.20% | 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 ISDB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSIG has higher volatility (0.61%) compared to ISDB (0.37%). In terms of maximum drawdown, QSIG dropped -12.35% vs ISDB's -1.83%.
On 3-year performance, ISDB leads with 5.60% vs 5.31% for QSIG. On fees, QSIG is cheaper at 0.18% per year. On volatility, ISDB has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ISDB has performed better with a 5.60% return vs 5.31%. 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 0.36% for ISDB.
ISDB has the higher dividend yield at 4.58%, compared with 4.44% for QSIG.
They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.18% for QSIG and 0.36% for ISDB.
ISDB currently has the higher Sharpe Ratio (3.60 vs 2.28), 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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