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WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

ETF · Currency in USD · Last updated Sep 22, 2022

AGGY is a passive ETF by WisdomTree tracking the investment results of the Bloomberg US Aggregate Yield Enhanced. AGGY launched on Jul 9, 2015 and has a 0.12% expense ratio.

ETF Info

ISINUS97717X5115
CUSIP97717X511
IssuerWisdomTree
Inception DateJul 9, 2015
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market
Expense Ratio0.12%
Index TrackedBloomberg US Aggregate Yield Enhanced
Asset ClassBond

Trading Data

Previous Close$43.44
Year Range$43.31 - $51.39
EMA (50)$44.53
EMA (200)$46.75
Average Volume$95.37K

AGGYShare Price Chart


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AGGYPerformance

The chart shows the growth of $10,000 invested in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund in Jul 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,651 for a total return of roughly 6.51%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.41%
-16.58%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGGYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.78%-10.37%
6M-8.00%-16.00%
YTD-14.66%-20.48%
1Y-15.79%-13.03%
5Y-0.32%8.69%
10Y0.92%10.71%

AGGYMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.56%-1.58%-3.00%-4.77%0.91%-2.21%3.12%-3.14%-2.27%
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%
20202.07%1.35%-3.72%3.09%0.89%0.83%1.59%-1.07%0.04%-0.82%1.41%0.26%
20191.66%0.08%2.35%0.15%1.64%1.84%0.43%2.97%-0.57%0.34%0.13%0.22%
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%
20170.41%0.76%0.01%0.92%1.02%0.12%0.60%0.87%-0.32%0.19%-0.10%0.61%
20161.35%0.77%1.74%0.75%0.09%2.35%1.04%-0.01%-0.05%-1.04%-2.87%0.30%
20150.00%-0.50%0.50%0.91%-0.72%-0.77%

AGGYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current WisdomTree Yield Enhanced U.S. Aggregate Bond Fund Sharpe ratio is -2.35. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-3.00-2.00-1.000.001.00AprilMayJuneJulyAugustSeptember
-2.35
-0.60
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGGYDividend History

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund granted a 2.43% dividend yield in the last twelve months. The annual payout for that period amounted to $1.06 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.06$1.08$1.59$1.58$1.62$1.41$1.58$0.62

Dividend yield

2.43%2.13%3.07%3.22%3.71%3.16%3.73%1.53%

AGGYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-16.50%
-20.99%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGGYWorst Drawdowns

The table below shows the maximum drawdowns of the WisdomTree Yield Enhanced U.S. Aggregate Bond Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the WisdomTree Yield Enhanced U.S. Aggregate Bond Fund is 16.76%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.76%Aug 7, 2020467Jun 14, 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
-1.97%Oct 28, 201516Dec 15, 201521Feb 8, 201637
-1.32%Jun 27, 20178Jul 7, 201710Jul 21, 201718
-1.05%Feb 12, 20163Feb 17, 201618Mar 14, 201621
-1.04%May 12, 20166May 19, 201610Jun 3, 201616
-1.01%Sep 8, 201735Oct 26, 201733Dec 13, 201768

AGGYVolatility Chart

Current WisdomTree Yield Enhanced U.S. Aggregate Bond Fund volatility is 3.78%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
3.78%
28.72%
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund)
Benchmark (^GSPC)