PortfoliosLab logoPortfoliosLab logo
AGGY vs. OVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGY vs. OVB - 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 Overlay Shares Core Bond ETF (OVB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AGGY achieves a 0.40% return, which is significantly lower than OVB's 2.58% 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%

OVB

1D
-0.33%
1M
0.69%
YTD
2.58%
6M
2.47%
1Y
9.55%
3Y*
5.95%
5Y*
0.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. OVB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
0.40%7.38%1.82%7.29%-15.26%-1.72%5.87%0.54%
OVB
Overlay Shares Core Bond ETF
2.58%7.72%4.03%6.89%-16.96%0.71%9.40%1.22%

Correlation

The correlation between AGGY and OVB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.79

The correlation between AGGY and OVB has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AGGY vs. OVB — 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

OVB
OVB Risk / Return Rank: 5959
Overall Rank
OVB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OVB Sortino Ratio Rank: 5050
Sortino Ratio Rank
OVB Omega Ratio Rank: 5252
Omega Ratio Rank
OVB Calmar Ratio Rank: 7676
Calmar Ratio Rank
OVB Martin Ratio Rank: 6868
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. OVB - 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 Overlay Shares Core Bond ETF (OVB). 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.


AGGYOVBDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.10

3.85

-1.75

Martin ratioReturn relative to average drawdown

6.17

12.52

-6.35

AGGY vs. OVB - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 1.40, which is comparable to the OVB Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of AGGY and OVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AGGYOVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.65

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.10

-0.08

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

0.26

+0.12

Drawdowns

AGGY vs. OVB - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, roughly equal to the maximum OVB drawdown of -21.69%. Use the drawdown chart below to compare losses from any high point for AGGY and OVB.


Loading charts...

Drawdown Indicators


AGGYOVBDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-21.69%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.49%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-8.18%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-21.69%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

Current Drawdown

Current decline from peak

-2.35%

-0.37%

-1.98%

Average Drawdown

Average peak-to-trough decline

-5.03%

-7.04%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.76%

+0.20%

Volatility

AGGY vs. OVB - Volatility Comparison

The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.41%, while Overlay Shares Core Bond ETF (OVB) has a volatility of 1.49%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than OVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGGYOVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.49%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

4.69%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

5.80%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

7.31%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

7.58%

-2.09%

AGGY vs. OVB - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than OVB's 0.79% expense ratio.


Dividends

AGGY vs. OVB - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.49%, less than OVB's 6.96% 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%
OVB
Overlay Shares Core Bond ETF
6.96%6.00%5.81%5.20%4.67%4.59%3.88%0.58%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGGY and OVB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OVB has higher volatility (1.49%) compared to AGGY (1.41%). In terms of maximum drawdown, AGGY dropped -20.98% vs OVB's -21.69%.

On 5-year performance, OVB leads with 0.74% vs 0.12% for AGGY. On fees, AGGY is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVB has performed better with a 0.74% return vs 0.12%. 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 0.79% for OVB.

OVB has the higher dividend yield at 6.96%, compared with 4.49% for AGGY.

They also come from different issuers: WisdomTree and Liquid Strategies. Their fees differ too: 0.12% for AGGY and 0.79% for OVB.

OVB currently has the higher Sharpe Ratio (1.65 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.

Portfolio Optimizer

Find the right allocation for AGGY and OVB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer