PortfoliosLab logoPortfoliosLab logo
QSIG vs. WTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSIG vs. WTV - 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 US Value ETF (WTV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QSIG vs. WTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSIG
WisdomTree U.S. High Yield Corporate Bond Fund
0.14%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%0.00%
WTV
WisdomTree US Value ETF
1.78%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%

Returns By Period

In the year-to-date period, QSIG achieves a 0.14% return, which is significantly lower than WTV's 1.78% return.


QSIG

1D
0.06%
1M
-0.52%
YTD
0.14%
6M
1.19%
1Y
4.64%
3Y*
5.24%
5Y*
2.24%
10Y*

WTV

1D
-0.31%
1M
-4.51%
YTD
1.78%
6M
4.75%
1Y
16.77%
3Y*
19.30%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


Return for Risk

QSIG vs. WTV — Risk / Return Rank

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

QSIG
QSIG Risk / Return Rank: 9292
Overall Rank
QSIG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QSIG Sortino Ratio Rank: 9595
Sortino Ratio Rank
QSIG Omega Ratio Rank: 9393
Omega Ratio Rank
QSIG Calmar Ratio Rank: 9090
Calmar Ratio Rank
QSIG Martin Ratio Rank: 9191
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 5151
Overall Rank
WTV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTV Omega Ratio Rank: 5454
Omega Ratio Rank
WTV Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTV Martin Ratio Rank: 5555
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. 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.


QSIGWTVDifference

Sharpe ratio

Return per unit of total volatility

2.19

0.93

+1.25

Sortino ratio

Return per unit of downside risk

3.27

1.42

+1.86

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

3.41

1.29

+2.12

Martin ratio

Return relative to average drawdown

13.71

5.61

+8.10

QSIG vs. WTV - Sharpe Ratio Comparison

The current QSIG Sharpe Ratio is 2.19, which is higher than the WTV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of QSIG and WTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QSIGWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.93

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.75

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.62

+0.09

Correlation

The correlation between QSIG and WTV is 0.13, 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. WTV - Dividend Comparison

QSIG's dividend yield for the trailing twelve months is around 4.44%, more than WTV's 1.79% yield.


TTM2025202420232022202120202019201820172016
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
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%

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 graphics...

Drawdown Indicators


QSIGWTVDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-42.18%

+29.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-13.20%

+11.80%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-19.30%

+9.84%

Current Drawdown

Current decline from peak

-0.71%

-5.71%

+5.00%

Average Drawdown

Average peak-to-trough decline

-1.39%

-5.13%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

3.04%

-2.69%

Volatility

QSIG vs. WTV - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) is 0.96%, while WisdomTree US Value ETF (WTV) has a volatility of 3.56%. 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 graphics...

Volatility by Period


QSIGWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

3.56%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

8.77%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

18.01%

-15.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

17.14%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

20.36%

-16.93%