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AGGY vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGGY vs. DHS

Last updated Jun 4, 2026

AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 10 years, AGGY returned 1.72%/yr vs 9.47%/yr for DHS. At a 0.05 correlation, their price movements are largely independent. AGGY charges 0.12%/yr vs 0.38%/yr for DHS.

Performance

AGGY vs. DHS - 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 WisdomTree US High Dividend Fund (DHS). 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 DHS's 9.88% return. Over the past 10 years, AGGY has underperformed DHS with an annualized return of 1.72%, while DHS has yielded a comparatively higher 9.47% 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%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. DHS - 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%
DHS
WisdomTree US High Dividend Fund		9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between AGGY and DHS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

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

0.05

The correlation between AGGY and DHS shifts across timeframes, from 0.05 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

WisdomTree US High Dividend Fund

Often compared with AGGY:
AGGY vs. AGGAGGY vs. SCHDAGGY vs. PGHYAGGY vs. PUTWAGGY vs. IBHDAGGY vs. SPYAGGY vs. QQQ
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

AGGY vs. DHS — 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
DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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. DHS - 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 WisdomTree US High Dividend Fund (DHS). 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.

AGGYDHSDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.06

-0.66

Sortino ratio

Return per unit of downside risk

2.08

3.09

-1.01

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

2.10

3.28

-1.18

Martin ratio

Return relative to average drawdown

6.17

12.04

-5.87

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. DHS - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 1.40, which is lower than the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AGGY and DHS, 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

AGGYDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.06

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.77

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.59

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.41

-0.03

Drawdowns

AGGY vs. DHS - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for AGGY and DHS.

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Drawdown Indicators

AGGYDHSDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-67.25%

+46.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-6.30%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-11.87%

+6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-15.28%

-5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

-37.35%

+16.37%

Current Drawdown

Current decline from peak

-2.35%

-2.60%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.03%

-9.55%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.71%

-0.75%

Volatility

AGGY vs. DHS - Volatility Comparison

The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.41%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 2.88%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGGYDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.88%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

7.32%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

10.01%

-5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

13.89%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

16.08%

-10.59%

AGGY vs. DHS - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

AGGY vs. DHS - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, more than DHS's 3.35% 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%
DHS
WisdomTree US High Dividend Fund		3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Frequently Asked Questions

AGGY and DHS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to AGGY (1.41%). In terms of maximum drawdown, AGGY dropped -20.98% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.47% vs 1.72% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, AGGY has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.47% return vs 1.72%. 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 0.38% for DHS.

AGGY has the higher dividend yield at 4.49%, compared with 3.35% for DHS.

AGGY is categorized as Intermediate Core Bond, while DHS is Large Cap Value Equities. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.12% for AGGY and 0.38% for DHS.

DHS currently has the higher Sharpe Ratio (2.06 vs 1.40), 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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