QSIG vs. WTV
QSIG (WisdomTree U.S. High Yield Corporate Bond Fund) and WTV (WisdomTree US Value 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 WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. Both are passively managed. Over the past 5 years, QSIG returned 2.18%/yr vs 13.17%/yr for WTV. At a 0.13 correlation, their price movements are largely independent. QSIG charges 0.18%/yr vs 0.12%/yr for WTV.
Performance
QSIG vs. WTV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QSIG achieves a 0.53% return, which is significantly lower than WTV's 10.52% 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%
WTV
- 1D
- -0.96%
- 1M
- 4.55%
- YTD
- 10.52%
- 6M
- 11.62%
- 1Y
- 23.33%
- 3Y*
- 22.34%
- 5Y*
- 13.17%
- 10Y*
- —
QSIG vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 0.00% |
WTV WisdomTree US Value ETF | 10.52% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.14% |
Correlation
The correlation between QSIG and WTV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017 | 0.13 |
The correlation between QSIG and WTV shifts across timeframes, from 0.13 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QSIG vs. WTV — Risk / Return Rank
QSIG
WTV
QSIG vs. WTV - 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 US Value ETF (WTV). 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 | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.28 | -0.10 |
| Martin ratioReturn relative to average drawdown | 12.48 | 10.69 | +1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QSIG | WTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.99 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.77 | -0.05 |
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 | 0.67 | +0.04 |
Drawdowns
QSIG vs. WTV - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for QSIG and WTV.
Loading charts...
Drawdown Indicators
| QSIG | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -42.18% | +29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -7.15% | +5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -18.49% | +17.09% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -19.30% | +9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.96% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -5.06% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 2.19% | -1.84% |
Volatility
QSIG vs. WTV - Volatility Comparison
The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.61%, while WisdomTree US Value ETF (WTV) has a volatility of 3.02%. This indicates that QSIG experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QSIG | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 3.02% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 7.90% | -6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 11.83% | -9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 17.09% | -14.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 20.20% | -16.78% |
QSIG vs. WTV - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is higher than WTV's 0.12% 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. WTV - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than WTV's 1.65% 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% |
WTV WisdomTree US Value ETF | 1.65% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% |
Frequently Asked Questions
QSIG and WTV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.02%) compared to QSIG (0.61%). In terms of maximum drawdown, QSIG dropped -12.35% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.17% vs 2.18% for QSIG. On fees, WTV is cheaper at 0.12% 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 5-year period, WTV has performed better with a 13.17% return vs 2.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.18% for QSIG.
QSIG has the higher dividend yield at 4.44%, compared with 1.65% for WTV.
QSIG is categorized as Short-Term Bond, while WTV is Large Cap Value Equities. QSIG tracks WisdomTree U.S. Short Term Quality Corporate Bond Index, while WTV tracks WisdomTree U.S. LargeCap Value Index. Their fees differ too: 0.18% for QSIG and 0.12% for WTV.
QSIG currently has the higher Sharpe Ratio (2.28 vs 1.99), 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.
Find the right allocation for QSIG and WTV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer