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WFIG vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIG vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (WFIG) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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 0.19% return, which is significantly lower than VCLT's 0.49% return. Over the past 10 years, WFIG has outperformed VCLT with an annualized return of 2.47%, while VCLT has yielded a comparatively lower 2.27% annualized return.


WFIG

1D
-0.45%
1M
-0.38%
YTD
0.19%
6M
0.35%
1Y
5.27%
3Y*
5.20%
5Y*
0.50%
10Y*
2.47%

VCLT

1D
-0.77%
1M
-0.28%
YTD
0.49%
6M
-0.13%
1Y
6.32%
3Y*
4.16%
5Y*
-1.88%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIG vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIG
WisdomTree U.S. Corporate Bond Fund
0.19%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
0.49%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between WFIG and VCLT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.97

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.83

The correlation between WFIG and VCLT shifts across timeframes, from 0.83 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WFIG vs. VCLT — Risk / Return Rank

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

WFIG
WFIG Risk / Return Rank: 4040
Overall Rank
WFIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WFIG Sortino Ratio Rank: 3939
Sortino Ratio Rank
WFIG Omega Ratio Rank: 3737
Omega Ratio Rank
WFIG Calmar Ratio Rank: 4242
Calmar Ratio Rank
WFIG Martin Ratio Rank: 4141
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2424
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2222
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2222
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2323
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. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


WFIGVCLTDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

1.97

1.21

+0.76

Martin ratioReturn relative to average drawdown

6.12

2.97

+3.16

WFIG vs. VCLT - Sharpe Ratio Comparison

The current WFIG Sharpe Ratio is 1.28, which is higher than the VCLT Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of WFIG and VCLT, 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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Sharpe Ratios by Period


WFIGVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.80

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.15

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.18

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.07

Drawdowns

WFIG vs. VCLT - Drawdown Comparison

The maximum WFIG drawdown since its inception was -22.92%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for WFIG and VCLT.


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Drawdown Indicators


WFIGVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-34.31%

+11.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-5.25%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-13.03%

+6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-34.31%

+11.39%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-34.31%

+11.39%

Current Drawdown

Current decline from peak

-1.60%

-14.78%

+13.18%

Average Drawdown

Average peak-to-trough decline

-5.51%

-8.16%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.13%

-1.27%

Volatility

WFIG vs. VCLT - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (WFIG) is 1.34%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that WFIG experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIGVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.31%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

5.80%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

7.90%

-3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

12.77%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

12.84%

-5.30%

WFIG vs. VCLT - Expense Ratio Comparison

WFIG has a 0.18% expense ratio, which is higher than VCLT's 0.04% 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

WFIG vs. VCLT - Dividend Comparison

WFIG's dividend yield for the trailing twelve months is around 4.89%, less than VCLT's 5.57% yield.


PositionTTM20252024202320222021202020192018201720162015
VCLT
Vanguard Long-Term Corporate Bond ETF
5.57%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%
WFIG
WisdomTree U.S. Corporate Bond Fund
4.89%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


With a correlation of 0.97, WFIG and VCLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCLT has higher volatility (2.31%) compared to WFIG (1.34%). In terms of maximum drawdown, WFIG dropped -22.92% vs VCLT's -34.31%.

On 10-year performance, WFIG leads with 2.47% vs 2.27% for VCLT. On fees, VCLT is cheaper at 0.04% per year. On volatility, WFIG has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, WFIG has performed better with a 2.47% return vs 2.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.18% for WFIG.

VCLT has the higher dividend yield at 5.57%, compared with 4.89% for WFIG.

WFIG tracks WisdomTree Fundamental Corporate Bond Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for WFIG and 0.04% for VCLT.

WFIG currently has the higher Sharpe Ratio (1.28 vs 0.80), 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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