SFIG vs. BSCQ

Last updated Jun 4, 2026

SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both Corporate Bonds funds - SFIG tracks the WisdomTree Fundamental U.S. Short-term Corporate Bond Index while BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index. Both are passively managed. Over the past 5 years, SFIG returned 2.18%/yr vs 1.47%/yr for BSCQ. A 0.58 correlation means they provide meaningful diversification when combined. SFIG charges 0.18%/yr vs 0.10%/yr for BSCQ.

Performance

SFIG vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than BSCQ's 1.55% return.

SFIG

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

BSCQ

• 1D: 0.08%
• 1M: 0.34%
• YTD: 1.55%
• 6M: 1.92%
• 1Y: 4.41%
• 3Y*: 5.06%
• 5Y*: 1.47%
• 10Y*: —

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

SFIG vs. BSCQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFIG WisdomTree U.S. Short Term Corporate Bond Fund	0.53%	6.61%	4.65%	6.09%	-5.65%	-0.77%	4.41%	6.25%	1.80%	1.63%
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	1.55%	5.02%	4.86%	5.71%	-8.31%	-1.68%	9.41%	13.94%	-2.40%	5.93%

Correlation

The correlation between SFIG and BSCQ is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016	0.58

Over the past year, the correlation between SFIG and BSCQ has dropped to 0.07 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

Return for Risk

SFIG vs. BSCQ — Risk / Return Rank

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

SFIG

SFIG Risk / Return Rank: 72
SFIG Sharpe Ratio Rank: 71
SFIG Sortino Ratio Rank: 79
SFIG Omega Ratio Rank: 75
SFIG Calmar Ratio Rank: 65
SFIG Martin Ratio Rank: 69

BSCQ

BSCQ Risk / Return Rank: 99
BSCQ Sharpe Ratio Rank: 99
BSCQ Sortino Ratio Rank: 99
BSCQ Omega Ratio Rank: 99
BSCQ Calmar Ratio Rank: 99
BSCQ Martin Ratio Rank: 99

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.

SFIG vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.

	SFIG	BSCQ	Difference
Sharpe ratio Return per unit of total volatility	2.28	7.06	-4.78
Sortino ratio Return per unit of downside risk	3.54	15.22	-11.69
Omega ratio Gain probability vs. loss probability	1.44	3.45	-2.00
Calmar ratio Return relative to maximum drawdown	3.18	43.24	-40.06
Martin ratio Return relative to average drawdown	12.48	179.65	-167.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFIG vs. BSCQ - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is lower than the BSCQ Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of SFIG and BSCQ, 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

	SFIG	BSCQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	7.06	-4.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.45	+0.28
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	0.60	+0.11

Drawdowns

SFIG vs. BSCQ - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for SFIG and BSCQ.

Drawdown Indicators

	SFIG	BSCQ	Difference
Max Drawdown Largest peak-to-trough decline	-12.35%	-16.50%	+4.15%
Max Drawdown (1Y) Largest decline over 1 year	-1.40%	-0.10%	-1.30%
Max Drawdown (3Y) Largest decline over 3 years	-1.40%	-1.13%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-9.46%	-13.02%	+3.56%
Max Drawdown (10Y) Largest decline over 10 years	-12.35%	—	—
Current Drawdown Current decline from peak	-0.32%	0.00%	-0.32%
Average Drawdown Average peak-to-trough decline	-1.37%	-2.85%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	0.02%	+0.33%

Volatility

SFIG vs. BSCQ - Volatility Comparison

WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) has a higher volatility of 0.61% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that SFIG's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFIG	BSCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	0.17%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	1.40%	0.43%	+0.97%
Volatility (1Y) Calculated over the trailing 1-year period	1.94%	0.63%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.00%	3.30%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.42%	4.77%	-1.35%

SFIG vs. BSCQ - Expense Ratio Comparison

SFIG has a 0.18% expense ratio, which is higher than BSCQ's 0.10% 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

SFIG vs. BSCQ - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, more than BSCQ's 4.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	4.12%	4.14%	4.05%	3.53%	2.54%	1.91%	2.42%	2.96%	3.32%	2.92%	0.51%
SFIG WisdomTree U.S. Short Term 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

Can I hold both SFIG and BSCQ in my portfolio?

SFIG and BSCQ have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFIG or BSCQ?

SFIG has higher volatility (0.61%) compared to BSCQ (0.17%). In terms of maximum drawdown, SFIG dropped -12.35% vs BSCQ's -16.50%.

Which ETF is better, SFIG or BSCQ?

On 5-year performance, SFIG leads with 2.18% vs 1.47% for BSCQ. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFIG or BSCQ?

Over the 5-year period, SFIG has performed better with a 2.18% return vs 1.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFIG or BSCQ?

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.18% for SFIG.

Which ETF pays a higher dividend yield, SFIG or BSCQ?

SFIG has the higher dividend yield at 4.44%, compared with 4.12% for BSCQ.

What is the main difference between SFIG and BSCQ?

SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.18% for SFIG and 0.10% for BSCQ.

Which has better risk-adjusted returns?

BSCQ currently has the higher Sharpe Ratio (7.06 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.