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AGGY vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGY vs. DDV - 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 Defined Duration 5 ETF (DDV). 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 lower than DDV's 2.23% 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%

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. DDV - Yearly Performance Comparison


Correlation

The correlation between AGGY and DDV is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.70

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Return for Risk

AGGY vs. DDV — 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

DDV
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. DDV - 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 Defined Duration 5 ETF (DDV). 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.


AGGYDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

6.17

AGGY vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGGYDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

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

2.06

-1.68

Drawdowns

AGGY vs. DDV - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for AGGY and DDV.


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Drawdown Indicators


AGGYDDVDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-1.92%

-19.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

Current Drawdown

Current decline from peak

-2.35%

-0.12%

-2.23%

Average Drawdown

Average peak-to-trough decline

-5.03%

-0.35%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

AGGY vs. DDV - Volatility Comparison


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Volatility by Period


AGGYDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

2.68%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

2.68%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

2.68%

+2.81%

AGGY vs. DDV - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than DDV's 0.25% expense ratio. Despite the difference, 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. DDV - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, more than DDV's 1.21% 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%
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGGY and DDV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGGY is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGGY is cheaper with a 0.12% expense ratio, compared with 0.25% for DDV.

AGGY has the higher dividend yield at 4.49%, compared with 1.21% for DDV.

They also come from different issuers: WisdomTree and Discipline Funds. Their fees differ too: 0.12% for AGGY and 0.25% for DDV.

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