QSIG vs. JABS
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and JABS (Janus Henderson Asset-Backed Securities ETF) are both Short-Term Bond funds. QSIG is passively managed, while JABS is actively managed. At a 0.21 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.33%/yr for JABS.
Performance
QSIG vs. JABS - Performance Comparison
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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*
- —
QSIG vs. JABS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.69% | 2.62% |
JABS Janus Henderson Asset-Backed Securities ETF | 1.56% | 2.49% |
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
QSIG
JABS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| QSIG | JABS | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| QSIG | JABS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -0.25% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -0.17% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | — | — |
Volatility
QSIG vs. JABS - Volatility Comparison
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Volatility by Period
| QSIG | JABS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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