AGGY vs. BBAG
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and BBAG (JPMorgan BetaBuilders U.S. Aggregate Bond ETF) are both Intermediate Core Bond funds - AGGY tracks the Bloomberg US Aggregate Yield Enhanced while BBAG tracks the Bloomberg US Aggregate Bond Index. Both are passively managed. Over the past 5 years, AGGY returned 0.12%/yr vs -0.01%/yr for BBAG. Their correlation of 0.92 suggests significant overlap in exposure. AGGY charges 0.12%/yr vs 0.03%/yr for BBAG.
Performance
AGGY vs. BBAG - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.40% return, which is significantly higher than BBAG's 0.17% return.
AGGY
- 1D
- -0.21%
- 1M
- 0.51%
- YTD
- 0.40%
- 6M
- 0.21%
- 1Y
- 5.88%
- 3Y*
- 4.65%
- 5Y*
- 0.12%
- 10Y*
- 1.72%
BBAG
- 1D
- -0.23%
- 1M
- 0.21%
- YTD
- 0.17%
- 6M
- 0.02%
- 1Y
- 5.12%
- 3Y*
- 3.86%
- 5Y*
- -0.01%
- 10Y*
- —
AGGY vs. BBAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.40% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | 1.04% |
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 0.17% | 7.27% | 1.26% | 5.41% | -13.26% | -1.79% | 7.31% | 8.31% | 1.00% |
Correlation
The correlation between AGGY and BBAG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.92 |
The correlation between AGGY and BBAG has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
AGGY vs. BBAG — Risk / Return Rank
AGGY
BBAG
AGGY vs. BBAG - 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 JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). 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 | BBAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.85 | +0.25 |
| Martin ratioReturn relative to average drawdown | 6.17 | 5.54 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGGY | BBAG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.31 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.00 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.32 | +0.06 |
Drawdowns
AGGY vs. BBAG - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than BBAG's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for AGGY and BBAG.
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Drawdown Indicators
| AGGY | BBAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -18.73% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.78% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -6.18% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -18.06% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -2.35% | -2.84% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.22% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.93% | +0.03% |
Volatility
AGGY vs. BBAG - Volatility Comparison
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.41% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) at 1.24%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than BBAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | BBAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.24% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 2.82% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 3.92% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 5.93% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 5.80% | -0.31% |
AGGY vs. BBAG - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than BBAG'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. BBAG - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.49%, more than BBAG's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.49% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.37% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, AGGY and BBAG 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.
AGGY has higher volatility (1.41%) compared to BBAG (1.24%). In terms of maximum drawdown, AGGY dropped -20.98% vs BBAG's -18.73%.
On 5-year performance, AGGY leads with 0.12% vs -0.01% for BBAG. On fees, BBAG is cheaper at 0.03% per year. On volatility, BBAG has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AGGY has performed better with a 0.12% return vs -0.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBAG is cheaper with a 0.03% expense ratio, compared with 0.12% for AGGY.
AGGY has the higher dividend yield at 4.49%, compared with 4.37% for BBAG.
AGGY tracks Bloomberg US Aggregate Yield Enhanced, while BBAG tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.12% for AGGY and 0.03% for BBAG.
AGGY currently has the higher Sharpe Ratio (1.40 vs 1.31), 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.
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