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QSIG vs. NTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSIG vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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 0.60% return, which is significantly lower than NTSX's 9.77% return.


QSIG

1D
-0.00%
1M
0.15%
YTD
0.60%
6M
0.96%
1Y
4.39%
3Y*
5.34%
5Y*
2.22%
10Y*
2.46%

NTSX

1D
0.10%
1M
4.88%
YTD
9.77%
6M
9.78%
1Y
27.16%
3Y*
19.80%
5Y*
10.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. NTSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QSIG
WisdomTree U.S. High Yield Corporate Bond Fund
0.60%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.78%
NTSX
WisdomTree U.S. Efficient Core Fund
9.77%18.82%20.20%22.70%-25.84%22.21%24.87%32.03%-8.72%

Correlation

The correlation between QSIG and NTSX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.31

The correlation between QSIG and NTSX shifts across timeframes, from 0.31 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QSIG vs. NTSX — Risk / Return Rank

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

QSIG
QSIG Risk / Return Rank: 6969
Overall Rank
QSIG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 7676
Sortino Ratio Rank
QSIG Omega Ratio Rank: 7373
Omega Ratio Rank
QSIG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QSIG Martin Ratio Rank: 6666
Martin Ratio Rank

NTSX
NTSX Risk / Return Rank: 6565
Overall Rank
NTSX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NTSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
NTSX Omega Ratio Rank: 6565
Omega Ratio Rank
NTSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
NTSX Martin Ratio Rank: 7070
Martin Ratio Rank
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. 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.


QSIGNTSXDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.23

+0.04

Sortino ratio

Return per unit of downside risk

3.52

3.01

+0.51

Omega ratio

Gain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

3.12

3.00

+0.12

Martin ratio

Return relative to average drawdown

12.30

13.28

-0.99

QSIG vs. NTSX - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.27, which is comparable to the NTSX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of QSIG and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QSIGNTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.23

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.60

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.72

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


QSIGNTSXDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-31.34%

+18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-9.16%

+7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-16.82%

+15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-31.34%

+21.88%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-0.26%

0.00%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.37%

-6.80%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

2.07%

-1.72%

Volatility

QSIG vs. NTSX - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.63%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.23%. 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


QSIGNTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

3.23%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

9.55%

-8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

12.25%

-10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

17.03%

-14.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

18.27%

-14.85%

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%.


Dividends

QSIG vs. NTSX - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than NTSX's 1.06% yield.


PositionTTM2025202420232022202120202019201820172016
NTSX
WisdomTree U.S. Efficient Core Fund
1.06%1.14%1.14%1.21%1.36%0.82%0.92%1.42%0.62%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 NTSX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTSX has higher volatility (3.23%) compared to QSIG (0.63%). In terms of maximum drawdown, QSIG dropped -12.35% vs NTSX's -31.34%.

On 5-year performance, NTSX leads with 10.08% vs 2.22% for QSIG. On fees, QSIG is cheaper at 0.18% per year. On volatility, QSIG has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NTSX has performed better with a 10.08% return vs 2.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QSIG is cheaper with a 0.18% expense ratio, compared with 0.20% for NTSX.

QSIG has the higher dividend yield at 4.44%, compared with 1.06% for NTSX.

QSIG is categorized as Short-Term Bond, while NTSX is Diversified Portfolio. Their fees differ too: 0.18% for QSIG and 0.20% for NTSX.

QSIG currently has the higher Sharpe Ratio (2.27 vs 2.23), 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.

Portfolio Optimizer

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