QSIG vs. MYCG
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and MYCG (State Street My2027 Corporate Bond 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 MYCG is a Corporate Bonds fund actively managed by State Street. QSIG is passively managed, while MYCG is actively managed. Over the past year, QSIG returned 3.75% vs 4.43% for MYCG. A 0.76 correlation means they provide meaningful diversification when combined. QSIG charges 0.18%/yr vs 0.15%/yr for MYCG.
Performance
QSIG vs. MYCG - Performance Comparison
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Returns By Period
In the year-to-date period, QSIG achieves a 0.60% return, which is significantly lower than MYCG's 1.50% return.
QSIG
- 1D
- 0.12%
- 1M
- 0.31%
- YTD
- 0.60%
- 6M
- 0.81%
- 1Y
- 3.75%
- 3Y*
- 5.37%
- 5Y*
- 2.22%
- 10Y*
- 2.46%
MYCG
- 1D
- 0.04%
- 1M
- 0.36%
- YTD
- 1.50%
- 6M
- 1.72%
- 1Y
- 4.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QSIG vs. MYCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.60% | 6.61% | -0.49% |
MYCG State Street My2027 Corporate Bond ETF | 1.50% | 5.85% | -0.23% |
Correlation
The correlation between QSIG and MYCG is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.76 |
The correlation between QSIG and MYCG has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
QSIG vs. MYCG — Risk / Return Rank
QSIG
MYCG
QSIG vs. MYCG - 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 State Street My2027 Corporate Bond ETF (MYCG). 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 | MYCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -5.50 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 2.20 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 9.97 | -7.27 |
| Martin ratioReturn relative to average drawdown | 10.43 | 47.91 | -37.48 |
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Drawdowns
QSIG vs. MYCG - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, which is greater than MYCG's maximum drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for QSIG and MYCG.
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Drawdown Indicators
| QSIG | MYCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -0.86% | -11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.45% | -0.95% |
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 | -0.26% | 0.00% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -0.14% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.09% | +0.27% |
Volatility
QSIG vs. MYCG - Volatility Comparison
WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.62% compared to State Street My2027 Corporate Bond ETF (MYCG) at 0.22%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than MYCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | MYCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 0.22% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.47% | 0.53% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 0.98% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.01% | 1.48% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.43% | 1.48% | +1.95% |
QSIG vs. MYCG - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is higher than MYCG's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QSIG vs. MYCG - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than MYCG's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MYCG State Street My2027 Corporate Bond ETF | 4.28% | 4.28% | 1.16% | 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
QSIG and MYCG have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSIG has higher volatility (0.62%) compared to MYCG (0.22%). In terms of maximum drawdown, QSIG dropped -12.35% vs MYCG's -0.86%.
On 1-year performance, MYCG leads with 4.43% vs 3.75% for QSIG. On fees, MYCG is cheaper at 0.15% per year. On volatility, MYCG has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYCG has performed better with a 4.43% return vs 3.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYCG is cheaper with a 0.15% expense ratio, compared with 0.18% for QSIG.
QSIG has the higher dividend yield at 4.44%, compared with 4.28% for MYCG.
QSIG is categorized as Short-Term Bond, while MYCG is Corporate Bonds. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.18% for QSIG and 0.15% for MYCG.
MYCG currently has the higher Sharpe Ratio (4.58 vs 1.93), 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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