QSIG vs FMY

Comparison between WISDOMTREE U.S. SHORT-TERM CORPORATE BOND FUND (QSIG, ETF) and First Trust Mortgage Income Fund (FMY, ETF).

5-Year PerformanceFMY has outperformed QSIG, delivering a return of +3.0% compared to +2.2%

QSIG vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QSIG(ETF)	FMY(ETF)
Net Assets	$53M	$53M
Expense Ratio	0.18%	N/A
Max Drawdown	12.35%	51.81%
Sharpe Ratio	-0.18	-0.16
5Y Beta	0.03	0.01
5Y Dividends CAGR	20.64%	1.97%

Net Assets

QSIG

$53M

FMY

$53M

Expense Ratio

QSIG

0.18%

FMY

N/A

Max Drawdown

Winner

QSIG

12.35%

FMY

51.81%

Sharpe Ratio

QSIG

-0.18

Winner

FMY

-0.16

5Y Beta

QSIG

0.03

Winner

FMY

0.01

5Y Dividends CAGR

Winner

QSIG

20.64%

FMY

1.97%

QSIG vs FMY - Historical Returns

Returns include dividend reinvestment.

Period	QSIG	FMY
1 month	+0.17%	-0.05%
3 months	+0.17%	-1.27%
6 months	+0.55%	-2.06%
1 year	+3.35%	+0.88%
5 years(CAGR)	+2.19%	+2.98%
10 years(CAGR)	+2.44%	+3.76%
Max(CAGR)	+2.41%	+4.33%

Winner

QSIG

+0.17%

FMY

-0.05%

Winner

QSIG

+0.17%

FMY

-1.27%

Winner

QSIG

+0.55%

FMY

-2.06%

Winner

QSIG

+3.35%

FMY

+0.88%

5Y(CAGR)

QSIG

+2.19%

Winner

FMY

+2.98%

10Y(CAGR)

QSIG

+2.44%

Winner

FMY

+3.76%

Max(CAGR)

QSIG

+2.41%

Winner

FMY

+4.33%

QSIG vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	QSIG	FMY
2026	+0.63%	-0.44%
2025	+6.61%	+9.95%
2024	+4.94%	+7.94%
2023	+5.94%	+14.58%
2022	-5.45%	-13.27%
2021	-0.77%	+4.35%
2020	+4.41%	+5.06%
2019	+6.08%	+12.12%
2018	+1.80%	-3.98%
2017	+1.63%	+6.47%
2016	-0.38%	+3.26%
2015	N/A	+4.38%
2014	N/A	+1.33%
2013	N/A	-6.38%
2012	N/A	+1.54%
2011	N/A	+10.13%
2010	N/A	+15.87%
2009	N/A	+20.93%
2008	N/A	+6.49%
2007	N/A	+9.45%
2006	N/A	+10.87%
2005	N/A	-18.78%

QSIG vs FMY Drawdown Comparison

The maximum drawdown for QSIG was -12.35%, occurring on Mar 19, 2020. Recovery took 57 trading sessions.

The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.

The current QSIG drawdown is -0.28%. The current FMY drawdown is -3.29%.

Rank	QSIG	FMY
#1	-12.35% Mar 4, 2020 - May 26, 2020	-27.99% May 29, 2008 - Dec 3, 2008
#2	-9.45% Aug 3, 2021 - Jun 4, 2024	-21.58% Oct 8, 2012 - May 15, 2019
#3	-1.51% Sep 26, 2017 - Aug 27, 2018	-20.84% Jun 24, 2005 - Feb 20, 2008
#4	-1.39% Feb 27, 2026 - Jun 26, 2026	-19.97% Sep 15, 2021 - Mar 13, 2024
#5	-1.21% Apr 3, 2025 - Apr 28, 2025	-18.89% Jun 27, 2011 - Jan 31, 2012
#6	-1.09% Sep 27, 2024 - Jan 27, 2025	-12.96% Sep 23, 2010 - Apr 25, 2011
#7	-1.07% Dec 31, 2020 - May 25, 2021	-12.38% Feb 28, 2020 - Oct 5, 2020
#8	-0.89% May 11, 2016 - Apr 3, 2017	-11.28% Dec 4, 2008 - Jun 10, 2009
#9	-0.71% Jun 10, 2020 - Jun 15, 2020	-7.12% Feb 27, 2026 - Mar 13, 2026
#10	-0.66% Sep 2, 2020 - Nov 19, 2020	-6.12% Feb 28, 2008 - Apr 28, 2008
#11	-0.65% Sep 4, 2019 - Oct 1, 2019	-5.48% Aug 2, 2019 - Sep 25, 2019
#12	-0.55% Oct 27, 2025 - Nov 25, 2025	-5.12% Sep 25, 2024 - Feb 11, 2025
#13	-0.54% Feb 3, 2025 - Feb 21, 2025	-5.08% Feb 1, 2012 - Apr 24, 2012
#14	-0.49% Apr 30, 2025 - May 27, 2025	-4.73% Oct 5, 2020 - Dec 30, 2020
#15	-0.48% Jun 26, 2017 - Jul 25, 2017	-4.66% May 17, 2024 - Jun 14, 2024

Correlation

Correlation between QSIG and FMY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2005 - 2026)

QSIG vs FMY dividend yield comparison.

Year	QSIG	FMY
2026	2.18%	3.36%
2025	4.46%	6.91%
2024	4.37%	7.95%
2023	3.26%	6.64%
2022	2.13%	5.89%
2021	1.66%	5.21%
2020	2.29%	5.18%
2019	2.41%	5.14%
2018	2.27%	5.66%
2017	1.81%	5.45%
2016	0.98%	6.17%
2015	0.00%	6.43%
2014	0.00%	6.86%
2013	0.00%	6.94%
2012	0.00%	10.53%
2011	0.00%	10.66%
2010	0.00%	9.23%
2009	0.00%	7.89%
2008	0.00%	8.00%
2007	0.00%	5.95%
2006	0.00%	6.13%
2005	0.00%	3.30%