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AGGY vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGGY vs. BND

Last updated Jun 4, 2026

AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, AGGY returned 1.72%/yr vs 1.58%/yr for BND. Their correlation of 0.91 suggests significant overlap in exposure. AGGY charges 0.12%/yr vs 0.03%/yr for BND.

Performance

AGGY vs. BND - 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 Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGGY achieves a 0.40% return, which is significantly higher than BND's 0.27% return. Over the past 10 years, AGGY has outperformed BND with an annualized return of 1.72%, while BND has yielded a comparatively lower 1.58% annualized 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%

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. BND - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%-1.70%5.20%
BND
Vanguard Total Bond Market ETF		0.27%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between AGGY and BND 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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2015

0.91

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

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WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

Vanguard Total Bond Market ETF

Often compared with AGGY:
AGGY vs. AGGAGGY vs. SCHDAGGY vs. PGHYAGGY vs. PUTWAGGY vs. IBHDAGGY vs. SPYAGGY vs. QQQ
Often compared with BND:
BND vs. BNDXBND vs. FXNAXBND vs. AGGBND vs. FBNDBND vs. BNDWBND vs. TLTBND vs. VBTLX

Return for Risk

AGGY vs. BND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGGY
AGGY Risk / Return Rank: 3939
Overall Rank
AGGY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AGGY Sortino Ratio Rank: 4141
Sortino Ratio Rank
AGGY Omega Ratio Rank: 3636
Omega Ratio Rank
AGGY Calmar Ratio Rank: 4242
Calmar Ratio Rank
AGGY Martin Ratio Rank: 3939
Martin Ratio Rank
BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
Martin Ratio Rank
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. BND - 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 Vanguard Total Bond Market ETF (BND). 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.

AGGYBNDDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.36

+0.04

Sortino ratio

Return per unit of downside risk

2.08

2.03

+0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.10

1.92

+0.18

Martin ratio

Return relative to average drawdown

6.17

5.80

+0.36

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. BND - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 1.40, which is comparable to the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AGGY and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AGGYBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.36

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.01

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.29

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.59

-0.21

Drawdowns

AGGY vs. BND - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for AGGY and BND.

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Drawdown Indicators

AGGYBNDDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-18.58%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.68%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-5.92%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-17.91%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

-18.58%

-2.40%

Current Drawdown

Current decline from peak

-2.35%

-2.37%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.03%

-3.06%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.88%

+0.08%

Volatility

AGGY vs. BND - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.41% compared to Vanguard Total Bond Market ETF (BND) at 1.23%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGGYBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.23%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

2.66%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

3.78%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

6.02%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

5.53%

-0.04%

AGGY vs. BND - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is higher than BND'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. BND - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, more than BND's 3.97% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
BND
Vanguard Total Bond Market ETF		3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Frequently Asked Questions

With a correlation of 0.97, AGGY and BND 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 BND (1.23%). In terms of maximum drawdown, AGGY dropped -20.98% vs BND's -18.58%.

On 10-year performance, AGGY leads with 1.72% vs 1.58% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGGY has performed better with a 1.72% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND 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 3.97% for BND.

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

AGGY currently has the higher Sharpe Ratio (1.40 vs 1.36), 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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