AGGY vs. AGG

Last updated Jun 3, 2026

AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, AGGY returned 1.74%/yr vs 1.59%/yr for AGG. Their correlation of 0.91 suggests significant overlap in exposure. AGGY charges 0.12%/yr vs 0.03%/yr for AGG.

Performance

AGGY vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGY achieves a 0.61% return, which is significantly higher than AGG's 0.47% return. Over the past 10 years, AGGY has outperformed AGG with an annualized return of 1.74%, while AGG has yielded a comparatively lower 1.59% annualized return.

AGGY

• 1D: 0.00%
• 1M: 0.37%
• YTD: 0.61%
• 6M: 0.63%
• 1Y: 6.07%
• 3Y*: 4.72%
• 5Y*: 0.25%
• 10Y*: 1.74%

AGG

• 1D: 0.03%
• 1M: 0.14%
• YTD: 0.47%
• 6M: 0.49%
• 1Y: 5.29%
• 3Y*: 4.02%
• 5Y*: 0.23%
• 10Y*: 1.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. AGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	0.61%	7.38%	1.82%	7.29%	-15.26%	-1.72%	5.87%	11.77%	-1.70%	5.20%
AGG iShares Core U.S. Aggregate Bond ETF	0.47%	7.19%	1.31%	5.65%	-13.02%	-1.77%	7.48%	8.46%	0.09%	3.55%

Correlation

The correlation between AGGY and AGG 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	0.94
Correlation (All Time) Calculated using the full available price history since Jul 10, 2015	0.91

The correlation between AGGY and AGG has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

Return for Risk

AGGY vs. AGG — Risk / Return Rank

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

AGGY

AGGY Risk / Return Rank: 40
AGGY Sharpe Ratio Rank: 41
AGGY Sortino Ratio Rank: 42
AGGY Omega Ratio Rank: 38
AGGY Calmar Ratio Rank: 41
AGGY Martin Ratio Rank: 38

AGG

AGG Risk / Return Rank: 37
AGG Sharpe Ratio Rank: 38
AGG Sortino Ratio Rank: 40
AGG Omega Ratio Rank: 37
AGG Calmar Ratio Rank: 36
AGG Martin Ratio Rank: 35

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.

AGGY vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.

	AGGY	AGG	Difference
Sharpe ratio Return per unit of total volatility	1.45	1.38	+0.06
Sortino ratio Return per unit of downside risk	2.16	2.06	+0.10
Omega ratio Gain probability vs. loss probability	1.25	1.25	+0.01
Calmar ratio Return relative to maximum drawdown	2.07	1.81	+0.26
Martin ratio Return relative to average drawdown	6.12	5.61	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGGY vs. AGG - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 1.45, which is comparable to the AGG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of AGGY and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGGY	AGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	1.38	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.04	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.30	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.59	-0.21

Drawdowns

AGGY vs. AGG - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for AGGY and AGG.

Drawdown Indicators

	AGGY	AGG	Difference
Max Drawdown Largest peak-to-trough decline	-20.98%	-18.43%	-2.55%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-2.76%	-0.05%
Max Drawdown (3Y) Largest decline over 3 years	-5.40%	-6.11%	+0.71%
Max Drawdown (5Y) Largest decline over 5 years	-20.60%	-17.82%	-2.78%
Max Drawdown (10Y) Largest decline over 10 years	-20.98%	-18.43%	-2.55%
Current Drawdown Current decline from peak	-2.15%	-1.93%	-0.22%
Average Drawdown Average peak-to-trough decline	-5.03%	-2.71%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.89%	+0.06%

Volatility

AGGY vs. AGG - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.44% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.32%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGY	AGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.44%	1.32%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	3.08%	2.76%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	4.22%	3.85%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.07%	6.09%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.49%	5.41%	+0.08%

AGGY vs. AGG - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is higher than AGG's 0.03% 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

AGGY vs. AGG - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.48%, more than AGG's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGG iShares Core U.S. Aggregate Bond ETF	3.98%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	4.48%	4.48%	4.38%	3.78%	2.77%	2.10%	2.96%	3.02%	3.36%	2.78%	3.19%	1.27%

Frequently Asked Questions

Can I hold both AGGY and AGG in my portfolio?

With a correlation of 0.97, AGGY and AGG 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.

Which is riskier, AGGY or AGG?

AGGY has higher volatility (1.44%) compared to AGG (1.32%). In terms of maximum drawdown, AGGY dropped -20.98% vs AGG's -18.43%.

Which ETF is better, AGGY or AGG?

On 10-year performance, AGGY leads with 1.74% vs 1.59% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGGY or AGG?

Over the 10-year period, AGGY has performed better with a 1.74% return vs 1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGGY or AGG?

AGG is cheaper with a 0.03% expense ratio, compared with 0.12% for AGGY.

Which ETF pays a higher dividend yield, AGGY or AGG?

AGGY has the higher dividend yield at 4.48%, compared with 3.98% for AGG.

What is the main difference between AGGY and AGG?

AGGY is categorized as Intermediate Core Bond, while AGG is Total Bond Market. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.12% for AGGY and 0.03% for AGG.

Which has better risk-adjusted returns?

AGGY currently has the higher Sharpe Ratio (1.45 vs 1.38), 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.