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AGGY vs. IBHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGY and IBHD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

AGGY vs. IBHD - 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 iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
4.68%
27.04%
AGGY
IBHD

Key characteristics

Returns By Period


AGGY

YTD

1.65%

1M

-0.28%

6M

0.73%

1Y

6.44%

5Y*

-0.97%

10Y*

N/A

IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AGGY vs. IBHD - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than IBHD's 0.35% expense ratio.


Expense ratio chart for IBHD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHD: 0.35%
Expense ratio chart for AGGY: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGGY: 0.12%

Risk-Adjusted Performance

AGGY vs. IBHD — Risk-Adjusted Performance Rank

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

AGGY
The Risk-Adjusted Performance Rank of AGGY is 7676
Overall Rank
The Sharpe Ratio Rank of AGGY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AGGY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AGGY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AGGY is 7474
Martin Ratio Rank

IBHD
The Risk-Adjusted Performance Rank of IBHD is 9898
Overall Rank
The Sharpe Ratio Rank of IBHD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHD is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGGY vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


The chart of Sharpe ratio for AGGY, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
AGGY: 1.08
IBHD: 4.95
The chart of Sortino ratio for AGGY, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.00
AGGY: 1.55
IBHD: 9.97
The chart of Omega ratio for AGGY, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
AGGY: 1.20
IBHD: 2.74
The chart of Calmar ratio for AGGY, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
AGGY: 0.46
IBHD: 29.19
The chart of Martin ratio for AGGY, currently valued at 3.15, compared to the broader market0.0020.0040.0060.00
AGGY: 3.15
IBHD: 116.42


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.08
4.95
AGGY
IBHD

Dividends

AGGY vs. IBHD - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.12%, while IBHD has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
4.12%4.38%3.78%2.77%2.10%2.96%3.02%3.36%2.78%3.19%1.27%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
3.87%5.53%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%0.00%

Drawdowns

AGGY vs. IBHD - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.94%
0
AGGY
IBHD

Volatility

AGGY vs. IBHD - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 3.09% compared to iShares iBonds 2024 Term High Yield & Income ETF (IBHD) at 0.00%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than IBHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
3.09%
0
AGGY
IBHD