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QSIG vs. JABS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSIG vs. JABS - 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 Janus Henderson Asset-Backed Securities ETF (JABS). 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 0.69% return, which is significantly lower than JABS's 1.56% return.


QSIG

1D
0.16%
1M
0.02%
6M
0.60%
YTD
0.69%
1Y
3.74%
3Y*
5.29%
5Y*
2.21%
10Y*
2.44%

JABS

1D
-0.05%
1M
0.02%
6M
1.58%
YTD
1.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. JABS - Yearly Performance Comparison


Correlation

The correlation between QSIG and JABS is 0.21, 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 Jul 23, 2025

0.21

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Return for Risk

QSIG vs. JABS — Risk / Return Rank

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

QSIG
QSIG Risk / Return Rank: 7575
Overall Rank
QSIG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 8282
Sortino Ratio Rank
QSIG Omega Ratio Rank: 8080
Omega Ratio Rank
QSIG Calmar Ratio Rank: 6767
Calmar Ratio Rank
QSIG Martin Ratio Rank: 7272
Martin Ratio Rank

JABS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. JABS - 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 Janus Henderson Asset-Backed Securities ETF (JABS). 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.


QSIGJABSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.69

Martin ratioReturn relative to average drawdown

10.48

QSIG vs. JABS - Sharpe Ratio Comparison


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Drawdowns

QSIG vs. JABS - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, which is greater than JABS's maximum drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for QSIG and JABS.


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Drawdown Indicators


QSIGJABSDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-0.97%

-11.38%

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

-0.24%

-0.25%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.36%

-0.17%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

QSIG vs. JABS - Volatility Comparison


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Volatility by Period


QSIGJABSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.96%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

1.96%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

1.96%

+1.47%

QSIG vs. JABS - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is lower than JABS's 0.33% expense ratio.


Dividends

QSIG vs. JABS - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.47%, less than JABS's 4.59% yield.


PositionTTM2025202420232022202120202019201820172016
JABS
Janus Henderson Asset-Backed Securities ETF
4.59%2.19%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
4.47%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 JABS have a correlation of 0.21, 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 0.33% for JABS.

JABS has the higher dividend yield at 4.59%, compared with 4.47% for QSIG.

They also come from different issuers: WisdomTree and Janus Henderson. Their fees differ too: 0.18% for QSIG and 0.33% for JABS.

Portfolio Optimizer

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