QSIG vs. IVES

Last updated Jun 4, 2026

QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and IVES (Dan IVES Wedbush AI Revolution ETF) are both exchange-traded funds - QSIG is a Short-Term Bond fund tracking the WisdomTree U.S. Short Term Quality Corporate Bond Index, while IVES is a Technology Equities fund tracking the Solactive Wedbush Artificial Intelligence Index. Both are passively managed. At a 0.19 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.75%/yr for IVES.

Performance

QSIG vs. IVES - 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 Dan IVES Wedbush AI Revolution ETF (IVES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSIG achieves a 0.53% return, which is significantly lower than IVES's 27.14% 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%

IVES

• 1D: -2.92%
• 1M: 18.28%
• YTD: 27.14%
• 6M: 24.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. IVES - Yearly Performance Comparison

	2026 (YTD)	2025
QSIG WisdomTree U.S. High Yield Corporate Bond Fund	0.53%	3.55%
IVES Dan IVES Wedbush AI Revolution ETF	27.14%	25.06%

Correlation

The correlation between QSIG and IVES is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.19

Return for Risk

QSIG vs. IVES — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QSIG

QSIG Risk / Return Rank: 72
QSIG Sharpe Ratio Rank: 70
QSIG Sortino Ratio Rank: 79
QSIG Omega Ratio Rank: 75
QSIG Calmar Ratio Rank: 65
QSIG Martin Ratio Rank: 69

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. IVES - 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 Dan IVES Wedbush AI Revolution ETF (IVES). 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	IVES	Difference
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	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QSIG	IVES	Difference
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	2.32	-1.60

Drawdowns

QSIG vs. IVES - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum IVES drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for QSIG and IVES.

Drawdown Indicators

	QSIG	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-12.35%	-22.64%	+10.29%
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%	-3.69%	+3.37%
Average Drawdown Average peak-to-trough decline	-1.37%	-5.63%	+4.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	—	—

Volatility

Volatility by Period

	QSIG	IVES	Difference
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%	25.77%	-23.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.00%	25.77%	-22.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.42%	25.77%	-22.35%

QSIG vs. IVES - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is lower than IVES's 0.75% expense ratio.

Dividends

QSIG vs. IVES - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than IVES's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%	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

Can I hold both QSIG and IVES in my portfolio?

QSIG and IVES have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QSIG or IVES?

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.

Which ETF is cheaper, QSIG or IVES?

QSIG is cheaper with a 0.18% expense ratio, compared with 0.75% for IVES.

Which ETF pays a higher dividend yield, QSIG or IVES?

QSIG has the higher dividend yield at 4.44%, compared with 0.33% for IVES.

What is the main difference between QSIG and IVES?

QSIG is categorized as Short-Term Bond, while IVES is Technology Equities. QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while IVES tracks Solactive Wedbush Artificial Intelligence Index. They also come from different issuers: WisdomTree and Wedbush. Their fees differ too: 0.18% for QSIG and 0.75% for IVES.