AGGY vs. BNDX

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Vanguard Total International Bond ETF (BNDX).

AGGY and BNDX 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. BNDX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on May 31, 2013. Both AGGY and BNDX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AGGY vs. BNDX - 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 International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

AGGY vs. BNDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	-0.23%	7.38%	1.82%	7.29%	-15.26%	-1.72%	5.87%	11.77%	-1.70%	5.20%
BNDX Vanguard Total International Bond ETF	0.02%	2.86%	3.57%	8.77%	-12.76%	-2.29%	4.65%	7.87%	2.81%	2.40%

Returns By Period

In the year-to-date period, AGGY achieves a -0.23% return, which is significantly lower than BNDX's 0.02% return. Both investments have delivered pretty close results over the past 10 years, with AGGY having a 1.82% annualized return and BNDX not far behind at 1.75%.

AGGY

• 1D: 0.06%
• 1M: -1.58%
• YTD: -0.23%
• 6M: 0.37%
• 1Y: 4.38%
• 3Y*: 4.24%
• 5Y*: 0.27%
• 10Y*: 1.82%

BNDX

• 1D: 0.15%
• 1M: -1.65%
• YTD: 0.02%
• 6M: 0.27%
• 1Y: 2.71%
• 3Y*: 3.88%
• 5Y*: 0.20%
• 10Y*: 1.75%

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

AGGY vs. BNDX - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is higher than BNDX's 0.07% 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

BNDX

Vanguard Total International Bond ETF

Return for Risk

AGGY vs. BNDX — Risk / Return Rank

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

AGGY

AGGY Risk / Return Rank: 47
AGGY Sharpe Ratio Rank: 45
AGGY Sortino Ratio Rank: 41
AGGY Omega Ratio Rank: 39
AGGY Calmar Ratio Rank: 62
AGGY Martin Ratio Rank: 47

BNDX

BNDX Risk / Return Rank: 40
BNDX Sharpe Ratio Rank: 44
BNDX Sortino Ratio Rank: 40
BNDX Omega Ratio Rank: 36
BNDX Calmar Ratio Rank: 38
BNDX Martin Ratio Rank: 42

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. BNDX - 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 International Bond ETF (BNDX). 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	BNDX	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.85	+0.02
Sortino ratio Return per unit of downside risk	1.20	1.19	+0.01
Omega ratio Gain probability vs. loss probability	1.16	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	1.66	1.01	+0.65
Martin ratio Return relative to average drawdown	4.80	4.10	+0.71
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. BNDX - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 0.87, which is comparable to the BNDX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AGGY and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AGGY	BNDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.85	+0.02
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	0.33	0.43	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.61	-0.23

Correlation

The correlation between AGGY and BNDX is 0.71, 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.

Dividends

AGGY vs. BNDX - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, which matches BNDX's 4.46% yield.

	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%
BNDX Vanguard Total International Bond ETF	4.46%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%

Drawdowns

AGGY vs. BNDX - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for AGGY and BNDX.

Drawdown Indicators

	AGGY	BNDX	Difference
Max Drawdown Largest peak-to-trough decline	-20.98%	-16.23%	-4.75%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-2.93%	+0.12%
Max Drawdown (5Y) Largest decline over 5 years	-20.60%	-15.86%	-4.74%
Max Drawdown (10Y) Largest decline over 10 years	-20.98%	-16.23%	-4.75%
Current Drawdown Current decline from peak	-2.96%	-1.99%	-0.97%
Average Drawdown Average peak-to-trough decline	-5.07%	-3.10%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	0.72%	+0.25%

Volatility

AGGY vs. BNDX - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.91% compared to Vanguard Total International Bond ETF (BNDX) at 1.74%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGY	BNDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.91%	1.74%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	2.85%	2.29%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	5.09%	3.21%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.05%	4.81%	+1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.48%	4.05%	+1.43%