QSIG vs. QGRW
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - QSIG is a Short-Term Bond fund tracking the WisdomTree U.S. Short Term Quality Corporate Bond Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, QSIG returned 5.35%/yr vs 29.12%/yr for QGRW. At a 0.18 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.28%/yr for QGRW.
Performance
QSIG vs. QGRW - Performance Comparison
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Returns By Period
In the year-to-date period, QSIG achieves a 0.61% return, which is significantly lower than QGRW's 15.43% return.
QSIG
- 1D
- 0.07%
- 1M
- 0.25%
- YTD
- 0.61%
- 6M
- 0.95%
- 1Y
- 4.18%
- 3Y*
- 5.35%
- 5Y*
- 2.19%
- 10Y*
- 2.46%
QGRW
- 1D
- 0.00%
- 1M
- 8.02%
- YTD
- 15.43%
- 6M
- 14.33%
- 1Y
- 35.04%
- 3Y*
- 29.12%
- 5Y*
- —
- 10Y*
- —
QSIG vs. QGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.61% | 6.61% | 4.65% | 6.09% | -0.66% |
QGRW WisdomTree U.S. Quality Growth Fund | 15.43% | 19.20% | 34.85% | 56.05% | -3.30% |
Correlation
The correlation between QSIG and QGRW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022 | 0.18 |
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Return for Risk
QSIG vs. QGRW — Risk / Return Rank
QSIG
QGRW
QSIG vs. QGRW - 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. Quality Growth Fund (QGRW). 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 | QGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.28 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.86 | 8.92 | +2.94 |
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 | QGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 2.02 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
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 | 1.65 | -0.94 |
Drawdowns
QSIG vs. QGRW - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for QSIG and QGRW.
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Drawdown Indicators
| QSIG | QGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -24.40% | +12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -15.44% | +14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -24.40% | +23.00% |
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 | -0.25% | -1.33% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -3.26% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 3.94% | -3.59% |
Volatility
QSIG vs. QGRW - Volatility Comparison
The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.61%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.69%. This indicates that QSIG experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | QGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 4.69% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 13.67% | -12.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 17.39% | -15.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 21.07% | -18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 21.07% | -17.65% |
QSIG vs. QGRW - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is lower than QGRW's 0.28% expense ratio.
Dividends
QSIG vs. QGRW - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than QGRW's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.07% | 0.09% | 0.14% | 0.11% | 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 QGRW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (4.69%) compared to QSIG (0.61%). In terms of maximum drawdown, QSIG dropped -12.35% vs QGRW's -24.40%.
On 3-year performance, QGRW leads with 29.12% vs 5.35% for QSIG. On fees, QSIG is cheaper at 0.18% per year. On volatility, QSIG has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QGRW has performed better with a 29.12% return vs 5.35%. 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 0.28% for QGRW.
QSIG has the higher dividend yield at 4.44%, compared with 0.07% for QGRW.
QSIG is categorized as Short-Term Bond, while QGRW is Large Cap Growth Equities. QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.18% for QSIG and 0.28% for QGRW.
QSIG currently has the higher Sharpe Ratio (2.18 vs 2.02), 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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