QSIG vs. SDCP

Last updated Jun 4, 2026

QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and SDCP (Virtus Newfleet Short Duration Core Plus Bond ETF) are both Short-Term Bond funds. QSIG is passively managed, while SDCP is actively managed. Over the past year, QSIG returned 4.41% vs 4.38% for SDCP. At a 0.46 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.35%/yr for SDCP.

Performance

QSIG vs. SDCP - 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 Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSIG achieves a 0.53% return, which is significantly lower than SDCP's 1.06% return.

QSIG

• 1D: -0.06%
• 1M: 0.26%
• YTD: 0.53%
• 6M: 0.78%
• 1Y: 4.41%
• 3Y*: 5.31%
• 5Y*: 2.18%
• 10Y*: 2.45%

SDCP

• 1D: -0.10%
• 1M: 0.18%
• YTD: 1.06%
• 6M: 1.18%
• 1Y: 4.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIG vs. SDCP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QSIG WisdomTree U.S. High Yield Corporate Bond Fund	0.53%	6.61%	4.65%	2.73%
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	1.06%	5.37%	5.24%	1.98%

Correlation

The correlation between QSIG and SDCP is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023	0.46

The correlation between QSIG and SDCP shifts across timeframes, from 0.34 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QSIG vs. SDCP — Risk / Return Rank

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

QSIG

QSIG Risk / Return Rank: 72
QSIG Sharpe Ratio Rank: 70
QSIG Sortino Ratio Rank: 79
QSIG Omega Ratio Rank: 75
QSIG Calmar Ratio Rank: 65
QSIG Martin Ratio Rank: 69

SDCP

SDCP Risk / Return Rank: 91
SDCP Sharpe Ratio Rank: 88
SDCP Sortino Ratio Rank: 94
SDCP Omega Ratio Rank: 95
SDCP Calmar Ratio Rank: 89
SDCP Martin Ratio Rank: 89

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. SDCP - 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 Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). 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	SDCP	Difference
Sharpe ratio Return per unit of total volatility	2.28	3.02	-0.74
Sortino ratio Return per unit of downside risk	3.54	4.90	-1.36
Omega ratio Gain probability vs. loss probability	1.44	1.74	-0.29
Calmar ratio Return relative to maximum drawdown	3.18	5.33	-2.16
Martin ratio Return relative to average drawdown	12.48	19.90	-7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSIG vs. SDCP - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.28, which is comparable to the SDCP Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of QSIG and SDCP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QSIG	SDCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	3.02	-0.74
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	0.71	2.66	-1.95

Drawdowns

QSIG vs. SDCP - Drawdown Comparison

The maximum QSIG drawdown since its inception was -12.35%, which is greater than SDCP's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for QSIG and SDCP.

Drawdown Indicators

	QSIG	SDCP	Difference
Max Drawdown Largest peak-to-trough decline	-12.35%	-1.00%	-11.35%
Max Drawdown (1Y) Largest decline over 1 year	-1.40%	-0.82%	-0.58%
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 Drawdown Current decline from peak	-0.32%	-0.10%	-0.22%
Average Drawdown Average peak-to-trough decline	-1.37%	-0.18%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	0.22%	+0.13%

Volatility

QSIG vs. SDCP - Volatility Comparison

WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.61% compared to Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) at 0.30%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than SDCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSIG	SDCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	0.30%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	1.40%	0.84%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	1.94%	1.46%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.00%	2.04%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.42%	2.04%	+1.38%

QSIG vs. SDCP - Expense Ratio Comparison

QSIG has a 0.18% expense ratio, which is lower than SDCP's 0.35% expense ratio.

Dividends

QSIG vs. SDCP - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, less than SDCP's 5.23% yield.

Position	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%
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	5.23%	5.16%	5.25%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QSIG and SDCP in my portfolio?

QSIG and SDCP have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QSIG or SDCP?

QSIG has higher volatility (0.61%) compared to SDCP (0.30%). In terms of maximum drawdown, QSIG dropped -12.35% vs SDCP's -1.00%.

Which ETF is better, QSIG or SDCP?

On 1-year performance, QSIG leads with 4.41% vs 4.38% for SDCP. On fees, QSIG is cheaper at 0.18% per year. On volatility, SDCP has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QSIG or SDCP?

Over the 1-year period, QSIG has performed better with a 4.41% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QSIG or SDCP?

QSIG is cheaper with a 0.18% expense ratio, compared with 0.35% for SDCP.

Which ETF pays a higher dividend yield, QSIG or SDCP?

SDCP has the higher dividend yield at 5.23%, compared with 4.44% for QSIG.

What is the main difference between QSIG and SDCP?

They also come from different issuers: WisdomTree and Virtus. Their fees differ too: 0.18% for QSIG and 0.35% for SDCP.

Which has better risk-adjusted returns?

SDCP currently has the higher Sharpe Ratio (3.02 vs 2.28), 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.