QSIG vs. ZTWO
Compare and contrast key facts about WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) and F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO).
QSIG and ZTWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSIG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Short Term Quality Corporate Bond Index. It was launched on Apr 27, 2016. ZTWO is a passively managed fund by F/m that tracks the performance of the ICE 2-Year US Target Maturity Corporate Index - Benchmark TR Gross. It was launched on Jan 10, 2024. Both QSIG and ZTWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QSIG vs. ZTWO - Performance Comparison
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QSIG vs. ZTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSIG WisdomTree U.S. High Yield Corporate Bond Fund | 0.14% | 6.61% | 0.43% |
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 0.29% | 5.49% | 0.36% |
Returns By Period
In the year-to-date period, QSIG achieves a 0.14% return, which is significantly lower than ZTWO's 0.29% return.
QSIG
- 1D
- 0.06%
- 1M
- -0.52%
- YTD
- 0.14%
- 6M
- 1.19%
- 1Y
- 4.64%
- 3Y*
- 5.24%
- 5Y*
- 2.24%
- 10Y*
- —
ZTWO
- 1D
- 0.03%
- 1M
- -0.39%
- YTD
- 0.29%
- 6M
- 1.28%
- 1Y
- 4.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QSIG vs. ZTWO - Expense Ratio Comparison
QSIG has a 0.18% expense ratio, which is higher than ZTWO's 0.15% 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. ZTWO — Risk / Return Rank
QSIG
ZTWO
QSIG vs. ZTWO - 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 F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO). 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 | ZTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.74 | -0.55 |
Sortino ratioReturn per unit of downside risk | 3.27 | 4.28 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.60 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 4.56 | -1.15 |
Martin ratioReturn relative to average drawdown | 13.71 | 20.63 | -6.92 |
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 | ZTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.74 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 3.24 | -2.53 |
Correlation
The correlation between QSIG and ZTWO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QSIG vs. ZTWO - Dividend Comparison
QSIG's dividend yield for the trailing twelve months is around 4.44%, more than ZTWO's 4.19% yield.
| 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% |
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 4.19% | 4.31% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QSIG vs. ZTWO - Drawdown Comparison
The maximum QSIG drawdown since its inception was -12.35%, which is greater than ZTWO's maximum drawdown of -0.93%. Use the drawdown chart below to compare losses from any high point for QSIG and ZTWO.
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Drawdown Indicators
| QSIG | ZTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -0.93% | -11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.93% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.49% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -0.10% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.21% | +0.14% |
Volatility
QSIG vs. ZTWO - Volatility Comparison
WisdomTree U.S. High Yield Corporate Bond Fund (QSIG) has a higher volatility of 0.96% compared to F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) at 0.61%. This indicates that QSIG's price experiences larger fluctuations and is considered to be riskier than ZTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIG | ZTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.61% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.32% | 0.89% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 1.53% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.99% | 1.50% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.43% | 1.50% | +1.93% |