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WFHY vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFHY vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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WFHY vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
-0.34%9.61%5.92%10.12%-2.33%
QGRW
WisdomTree U.S. Quality Growth Fund
-7.80%19.20%34.85%56.05%-3.30%

Returns By Period

In the year-to-date period, WFHY achieves a -0.34% return, which is significantly higher than QGRW's -7.80% return.


WFHY

1D
0.09%
1M
-1.04%
YTD
-0.34%
6M
0.83%
1Y
7.33%
3Y*
7.25%
5Y*
3.13%
10Y*

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFHY vs. QGRW - Expense Ratio Comparison

WFHY has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

WFHY vs. QGRW — Risk / Return Rank

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

WFHY
WFHY Risk / Return Rank: 7373
Overall Rank
WFHY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WFHY Sortino Ratio Rank: 7171
Sortino Ratio Rank
WFHY Omega Ratio Rank: 7878
Omega Ratio Rank
WFHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
WFHY Martin Ratio Rank: 7777
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW 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.

WFHY vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.


WFHYQGRWDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.91

+0.39

Sortino ratio

Return per unit of downside risk

1.88

1.45

+0.42

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.89

1.51

+0.38

Martin ratio

Return relative to average drawdown

8.98

5.66

+3.32

WFHY vs. QGRW - Sharpe Ratio Comparison

The current WFHY Sharpe Ratio is 1.30, which is higher than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WFHY and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WFHYQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.91

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.32

-0.72

Correlation

The correlation between WFHY and QGRW is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WFHY vs. QGRW - Dividend Comparison

WFHY's dividend yield for the trailing twelve months is around 6.34%, more than QGRW's 0.09% yield.


TTM2025202420232022202120202019201820172016
WFHY
WisdomTree U.S. High Yield Corporate Bond Fund
6.34%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WFHY vs. QGRW - Drawdown Comparison

The maximum WFHY drawdown since its inception was -22.74%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for WFHY and QGRW.


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Drawdown Indicators


WFHYQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-24.40%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-15.44%

+11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

Current Drawdown

Current decline from peak

-1.43%

-10.67%

+9.24%

Average Drawdown

Average peak-to-trough decline

-2.79%

-3.33%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

4.12%

-3.27%

Volatility

WFHY vs. QGRW - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) is 2.09%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.91%. This indicates that WFHY experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFHYQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

7.91%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

13.96%

-11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

24.20%

-18.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

21.23%

-13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

21.23%

-13.01%