QSIG vs. NTSX
Compare and contrast key facts about WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) and WisdomTree U.S. Efficient Core Fund (NTSX).
QSIG and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSIG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Short Term Quality Corporate Bond Index. It was launched on Apr 27, 2016. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
QSIG vs. NTSX - Performance Comparison
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QSIG vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.08% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.78% |
NTSX WisdomTree U.S. Efficient Core Fund | -4.59% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Returns By Period
In the year-to-date period, QSIG achieves a 0.08% return, which is significantly higher than NTSX's -4.59% return.
QSIG
- 1D
- 0.28%
- 1M
- -0.77%
- YTD
- 0.08%
- 6M
- 1.28%
- 1Y
- 4.70%
- 3Y*
- 5.21%
- 5Y*
- 2.23%
- 10Y*
- —
NTSX
- 1D
- 2.78%
- 1M
- -5.47%
- YTD
- -4.59%
- 6M
- -2.72%
- 1Y
- 16.50%
- 3Y*
- 15.56%
- 5Y*
- 7.99%
- 10Y*
- —
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QSIG vs. NTSX - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is lower than NTSX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QSIG vs. NTSX — Risk / Return Rank
QSIG
NTSX
QSIG vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.90 | +1.31 |
Sortino ratioReturn per unit of downside risk | 3.31 | 1.32 | +1.99 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.20 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 1.54 | +1.85 |
Martin ratioReturn relative to average drawdown | 13.72 | 6.64 | +7.08 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.90 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.47 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.62 | +0.09 |
Correlation
The correlation between QSIG and NTSX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QSIG vs. NTSX - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than NTSX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% |
Drawdowns
QSIG vs. NTSX - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QSIG and NTSX.
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Drawdown Indicators
| QSIG | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -31.34% | +18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -11.13% | +9.73% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -31.34% | +21.88% |
Current DrawdownCurrent decline from peak | -0.77% | -6.40% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -6.92% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 2.57% | -2.23% |
Volatility
QSIG vs. NTSX - Volatility Comparison
The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.97%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 6.11%. This indicates that QSIG experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 6.11% | -5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.31% | 9.65% | -8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 18.39% | -16.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.99% | 17.04% | -14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.43% | 18.39% | -14.96% |