AGGY vs. CMDT
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while CMDT is a Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. Both are passively managed. Over the past 3 years, AGGY returned 4.64%/yr vs 13.20%/yr for CMDT. At a correlation of -0.09, they often move in opposite directions. AGGY charges 0.12%/yr vs 0.65%/yr for CMDT.
Performance
AGGY vs. CMDT - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.54% return, which is significantly lower than CMDT's 14.74% return.
AGGY
- 1D
- -0.28%
- 1M
- 0.65%
- YTD
- 0.54%
- 6M
- 0.67%
- 1Y
- 4.95%
- 3Y*
- 4.64%
- 5Y*
- 0.04%
- 10Y*
- 1.69%
CMDT
- 1D
- -0.69%
- 1M
- -7.81%
- YTD
- 14.74%
- 6M
- 15.38%
- 1Y
- 20.78%
- 3Y*
- 13.20%
- 5Y*
- —
- 10Y*
- —
AGGY vs. CMDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.54% | 7.38% | 1.82% | 3.90% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 14.74% | 12.78% | 6.93% | 5.37% |
Correlation
The correlation between AGGY and CMDT is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since May 10, 2023 | -0.09 |
The correlation between AGGY and CMDT shifts across timeframes, from -0.26 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AGGY vs. CMDT — Risk / Return Rank
AGGY
CMDT
AGGY vs. CMDT - 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 PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGGY | CMDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.07 | -0.30 |
| Martin ratioReturn relative to average drawdown | 5.00 | 9.74 | -4.74 |
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Drawdowns
AGGY vs. CMDT - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than CMDT's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for AGGY and CMDT.
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Drawdown Indicators
| AGGY | CMDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -10.09% | -10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -10.09% | +7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -10.09% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -2.22% | -10.09% | +7.87% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -2.76% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.28% | -1.29% |
Volatility
AGGY vs. CMDT - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.14%, while PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a volatility of 3.18%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | CMDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 3.18% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.15% | 10.52% | -7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 12.62% | -8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 12.23% | -6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 12.23% | -6.73% |
AGGY vs. CMDT - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is lower than CMDT's 0.65% expense ratio.
Dividends
AGGY vs. CMDT - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.48%, more than CMDT's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.48% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 2.64% | 3.04% | 8.80% | 2.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGGY and CMDT have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMDT has higher volatility (3.18%) compared to AGGY (1.14%). In terms of maximum drawdown, AGGY dropped -20.98% vs CMDT's -10.09%.
On 3-year performance, CMDT leads with 13.20% vs 4.64% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, AGGY has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CMDT has performed better with a 13.20% return vs 4.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGGY is cheaper with a 0.12% expense ratio, compared with 0.65% for CMDT.
AGGY has the higher dividend yield at 4.48%, compared with 2.64% for CMDT.
AGGY is categorized as Intermediate Core Bond, while CMDT is Commodities. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: WisdomTree and PIMCO. Their fees differ too: 0.12% for AGGY and 0.65% for CMDT.
CMDT currently has the higher Sharpe Ratio (1.66 vs 1.19), 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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