AGGY vs. AGG
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and iShares Core U.S. Aggregate Bond ETF (AGG).
AGGY and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGY is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg US Aggregate Yield Enhanced. It was launched on Jul 9, 2015. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both AGGY and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGY or AGG.
Performance
AGGY vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, AGGY achieves a 2.11% return, which is significantly higher than AGG's 1.91% return.
AGGY
2.11%
-0.69%
3.21%
7.08%
-0.60%
N/A
AGG
1.91%
-0.74%
3.31%
6.52%
-0.24%
1.46%
Key characteristics
| AGGY | AGG | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.15 |
| Sortino Ratio | 1.88 | 1.68 |
| Omega Ratio | 1.22 | 1.20 |
| Calmar Ratio | 0.46 | 0.46 |
| Martin Ratio | 4.60 | 3.78 |
| Ulcer Index | 1.53% | 1.76% |
| Daily Std Dev | 5.61% | 5.76% |
| Max Drawdown | -20.98% | -18.43% |
| Current Drawdown | -9.16% | -8.40% |
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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%.
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.
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.
Dividends
AGGY vs. AGG - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.32%, more than AGG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.32% | 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 | 3.96% | 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 -20.98%, 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. For additional features, visit the drawdowns tool.
Volatility
AGGY vs. AGG - Volatility Comparison
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.66% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.52%. 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.