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AGGY vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGY and AGG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.11%
AGGY
AGG

Key characteristics

Sharpe Ratio

AGGY:

0.44

AGG:

0.32

Sortino Ratio

AGGY:

0.66

AGG:

0.48

Omega Ratio

AGGY:

1.08

AGG:

1.06

Calmar Ratio

AGGY:

0.17

AGG:

0.13

Martin Ratio

AGGY:

1.42

AGG:

0.92

Ulcer Index

AGGY:

1.67%

AGG:

1.91%

Daily Std Dev

AGGY:

5.43%

AGG:

5.50%

Max Drawdown

AGGY:

-20.97%

AGG:

-18.43%

Current Drawdown

AGGY:

-9.62%

AGG:

-9.12%

Returns By Period

In the year-to-date period, AGGY achieves a 1.59% return, which is significantly higher than AGG's 1.10% return.


AGGY

YTD

1.59%

1M

-0.65%

6M

1.40%

1Y

1.59%

5Y*

-0.76%

10Y*

N/A

AGG

YTD

1.10%

1M

-0.58%

6M

1.11%

1Y

1.39%

5Y*

-0.38%

10Y*

1.30%

Compare stocks, funds, or ETFs

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


AGGY vs. AGG - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is higher than AGG's 0.05% 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%.


AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
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%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

AGGY vs. AGG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AGGY, currently valued at 0.44, compared to the broader market0.002.004.000.440.32
The chart of Sortino ratio for AGGY, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.660.48
The chart of Omega ratio for AGGY, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.06
The chart of Calmar ratio for AGGY, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.170.13
The chart of Martin ratio for AGGY, currently valued at 1.42, compared to the broader market0.0020.0040.0060.0080.00100.001.420.92
AGGY
AGG

The current AGGY Sharpe Ratio is 0.44, which is higher than the AGG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of AGGY and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.32
AGGY
AGG

Dividends

AGGY vs. AGG - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.38%, more than AGG's 3.75% yield.


TTM20232022202120202019201820172016201520142013
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
4.38%3.78%2.78%2.10%2.97%3.02%3.36%2.78%3.19%1.27%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.75%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

Drawdowns

AGGY vs. AGG - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.97%, 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. For additional features, visit the drawdowns tool.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-9.62%
-9.12%
AGGY
AGG

Volatility

AGGY vs. AGG - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.72% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.59%. 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.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.72%
1.59%
AGGY
AGG
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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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