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WisdomTree Yield Enhanced U.S. Aggregate Bond Fund...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X5115

CUSIP

97717X511

Issuer

WisdomTree

Inception Date

Jul 9, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Bloomberg US Aggregate Yield Enhanced

Asset Class

Bond

Expense Ratio

AGGY has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for AGGY: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
AGGY vs. IBHD AGGY vs. FTBFX AGGY vs. AGG AGGY vs. SCHD AGGY vs. PGHY AGGY vs. QQQ AGGY vs. SVOL AGGY vs. SPYI AGGY vs. SPY AGGY vs. PUTW
Popular comparisons:
AGGY vs. IBHD AGGY vs. FTBFX AGGY vs. AGG AGGY vs. SCHD AGGY vs. PGHY AGGY vs. QQQ AGGY vs. SVOL AGGY vs. SPYI AGGY vs. SPY AGGY vs. PUTW

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
15.68%
186.26%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund had a return of 1.92% year-to-date (YTD) and 2.72% in the last 12 months.


AGGY

YTD

1.92%

1M

-0.16%

6M

1.66%

1Y

2.72%

5Y*

-0.69%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of AGGY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.22%-1.14%1.00%-2.52%1.82%0.80%2.04%1.66%1.40%-2.33%1.27%1.92%
20233.76%-2.80%2.45%0.60%-1.07%0.00%0.06%-0.46%-2.34%-1.40%4.91%3.68%7.29%
2022-2.56%-1.57%-3.00%-4.77%0.91%-2.21%3.12%-3.14%-4.76%-1.36%4.07%-0.75%-15.26%
2021-0.77%-2.00%-1.40%1.11%0.14%1.22%1.34%-0.22%-1.15%0.08%0.20%-0.22%-1.72%
20202.07%1.35%-3.72%3.09%0.89%0.83%1.59%-1.07%0.04%-0.82%1.41%0.26%5.88%
20191.66%0.08%2.35%0.15%1.64%1.84%0.43%2.97%-0.57%0.34%0.13%0.22%11.77%
2018-1.05%-1.66%0.60%-1.13%0.57%-0.32%0.57%0.44%-0.33%-1.45%0.13%1.98%-1.70%
20170.41%0.76%0.01%0.92%1.02%0.12%0.60%0.87%-0.32%0.19%-0.10%0.62%5.20%
20161.35%0.77%1.74%0.75%0.09%2.35%1.04%-0.01%-0.05%-1.04%-2.87%0.31%4.40%
2015-0.00%-0.50%0.50%0.91%-0.72%-0.77%-0.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGGY is 20, meaning it’s performing worse than 80% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGGY is 2020
Overall Rank
The Sharpe Ratio Rank of AGGY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of AGGY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of AGGY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of AGGY is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for AGGY, currently valued at 0.50, compared to the broader market0.002.004.000.501.90
The chart of Sortino ratio for AGGY, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.742.54
The chart of Omega ratio for AGGY, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.35
The chart of Calmar ratio for AGGY, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.202.81
The chart of Martin ratio for AGGY, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.00100.001.6312.39
AGGY
^GSPC

The current WisdomTree Yield Enhanced U.S. Aggregate Bond Fund Sharpe ratio is 0.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Yield Enhanced U.S. Aggregate Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.50
1.90
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund provided a 4.37% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.89$1.66$1.18$1.09$1.59$1.58$1.62$1.41$1.58$0.62

Dividend yield

4.37%3.78%2.78%2.10%2.97%3.02%3.36%2.78%3.19%1.27%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.16$0.16$0.00$1.70
2023$0.13$0.13$0.13$0.13$0.13$0.13$0.14$0.14$0.14$0.14$0.15$0.19$1.66
2022$0.08$0.08$0.08$0.08$0.09$0.10$0.11$0.11$0.12$0.12$0.12$0.13$1.18
2021$0.10$0.10$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.08$0.08$0.10$1.09
2020$0.13$0.13$0.13$0.13$0.11$0.10$0.10$0.10$0.10$0.10$0.10$0.38$1.59
2019$0.13$0.12$0.13$0.14$0.14$0.14$0.14$0.14$0.13$0.13$0.13$0.14$1.58
2018$0.12$0.12$0.12$0.13$0.14$0.14$0.15$0.15$0.14$0.14$0.14$0.16$1.62
2017$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.13$0.13$0.12$0.11$1.41
2016$0.12$0.12$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.11$0.12$0.33$1.58
2015$0.12$0.12$0.12$0.13$0.13$0.62

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.32%
-3.58%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Yield Enhanced U.S. Aggregate Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Yield Enhanced U.S. Aggregate Bond Fund was 20.97%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current WisdomTree Yield Enhanced U.S. Aggregate Bond Fund drawdown is 9.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.97%Aug 7, 2020558Oct 24, 2022
-13.53%Mar 9, 20209Mar 19, 202077Jul 9, 202086
-4.96%Sep 8, 201670Dec 15, 2016131Jun 26, 2017201
-4.15%Dec 18, 2017222Nov 2, 201865Feb 8, 2019287
-2.17%Sep 5, 20197Sep 13, 201977Jan 3, 202084

Volatility

Volatility Chart

The current WisdomTree Yield Enhanced U.S. Aggregate Bond Fund volatility is 1.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.70%
3.64%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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