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WFIG vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIG vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (WFIG) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFIG achieves a 0.60% return, which is significantly lower than HYGH's 3.37% return. Over the past 10 years, WFIG has underperformed HYGH with an annualized return of 2.43%, while HYGH has yielded a comparatively higher 6.48% annualized return.


WFIG

1D
-0.20%
1M
0.65%
YTD
0.60%
6M
0.79%
1Y
5.14%
3Y*
5.24%
5Y*
0.31%
10Y*
2.43%

HYGH

1D
-0.05%
1M
0.60%
YTD
3.37%
6M
3.70%
1Y
7.78%
3Y*
9.89%
5Y*
6.94%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIG vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIG
WisdomTree U.S. Corporate Bond Fund
0.60%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.37%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between WFIG and HYGH is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.12

The correlation between WFIG and HYGH shifts across timeframes, from 0.12 (all time) to 0.25 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

WFIG vs. HYGH — Risk / Return Rank

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

WFIG
WFIG Risk / Return Rank: 3737
Overall Rank
WFIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WFIG Sortino Ratio Rank: 3737
Sortino Ratio Rank
WFIG Omega Ratio Rank: 3333
Omega Ratio Rank
WFIG Calmar Ratio Rank: 4040
Calmar Ratio Rank
WFIG Martin Ratio Rank: 3939
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 7979
Overall Rank
HYGH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYGH Omega Ratio Rank: 7171
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8787
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8989
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.

WFIG vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WFIGHYGHDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

1.92

4.82

-2.90

Martin ratioReturn relative to average drawdown

5.88

18.86

-12.98

WFIG vs. HYGH - Sharpe Ratio Comparison

The current WFIG Sharpe Ratio is 1.25, which is lower than the HYGH Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of WFIG and HYGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WFIG vs. HYGH - Drawdown Comparison

The maximum WFIG drawdown since its inception was -22.92%, roughly equal to the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for WFIG and HYGH.


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Drawdown Indicators


WFIGHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-23.88%

+0.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-1.62%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-8.06%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-8.24%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-23.88%

+0.96%

Current Drawdown

Current decline from peak

-1.19%

-0.05%

-1.14%

Average Drawdown

Average peak-to-trough decline

-5.49%

-2.22%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.41%

+0.47%

Volatility

WFIG vs. HYGH - Volatility Comparison

WisdomTree U.S. Corporate Bond Fund (WFIG) has a higher volatility of 1.10% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.63%. This indicates that WFIG's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIGHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.63%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.81%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

3.65%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

7.08%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

8.33%

-0.78%

WFIG vs. HYGH - Expense Ratio Comparison

WFIG has a 0.18% expense ratio, which is lower than HYGH's 0.52% expense ratio.


Dividends

WFIG vs. HYGH - Dividend Comparison

WFIG's dividend yield for the trailing twelve months is around 4.87%, less than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.60%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
WFIG
WisdomTree U.S. Corporate Bond Fund
4.87%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%0.00%

Frequently Asked Questions


WFIG and HYGH have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFIG has higher volatility (1.10%) compared to HYGH (0.63%). In terms of maximum drawdown, WFIG dropped -22.92% vs HYGH's -23.88%.

On 10-year performance, HYGH leads with 6.48% vs 2.43% for WFIG. On fees, WFIG is cheaper at 0.18% per year. On volatility, HYGH has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYGH has performed better with a 6.48% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WFIG is cheaper with a 0.18% expense ratio, compared with 0.52% for HYGH.

HYGH has the higher dividend yield at 6.60%, compared with 4.87% for WFIG.

WFIG is categorized as Corporate Bonds, while HYGH is High Yield Bonds. WFIG tracks WisdomTree Fundamental Corporate Bond Index, while HYGH tracks Markit iBoxx USD Liquid High Yield Interest Hedged Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for WFIG and 0.52% for HYGH.

HYGH currently has the higher Sharpe Ratio (2.15 vs 1.25), 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.

Portfolio Optimizer

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