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AGGY vs. PGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGY vs. PGHY - 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 Invesco Global Short Term High Yield Bond ETF (PGHY). 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 -0.77% return, which is significantly lower than PGHY's 2.42% return. Over the past 10 years, AGGY has underperformed PGHY with an annualized return of 1.41%, while PGHY has yielded a comparatively higher 4.14% annualized return.


AGGY

1D
-0.20%
1M
-1.65%
6M
-0.95%
YTD
-0.77%
1Y
1.88%
3Y*
4.38%
5Y*
-0.54%
10Y*
1.41%
ALL TIME*
1.89%

PGHY

1D
-0.15%
1M
-0.54%
6M
1.38%
YTD
2.42%
1Y
5.54%
3Y*
8.37%
5Y*
4.66%
10Y*
4.14%
ALL TIME*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.13M$5.22M$4.97M
$921.90K$935.56K$975.15K

AGGY vs. PGHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
-0.77%7.38%1.82%7.29%-15.26%-1.72%5.87%11.77%-1.70%5.20%
PGHY
Invesco Global Short Term High Yield Bond ETF
2.42%8.88%8.39%10.15%-5.50%1.22%3.04%5.87%0.38%2.97%

Correlation

The correlation between AGGY and PGHY is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.35

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.20

Over the past year, AGGY and PGHY have become more correlated (0.41) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

AGGY vs. PGHY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AGGY
AGGY Risk / Return Rank: 2727
Overall Rank
AGGY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AGGY Sortino Ratio Rank: 2626
Sortino Ratio Rank
AGGY Omega Ratio Rank: 2424
Omega Ratio Rank
AGGY Calmar Ratio Rank: 2929
Calmar Ratio Rank
AGGY Martin Ratio Rank: 2929
Martin Ratio Rank

PGHY
PGHY Risk / Return Rank: 5151
Overall Rank
PGHY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PGHY Sortino Ratio Rank: 4949
Sortino Ratio Rank
PGHY Omega Ratio Rank: 4444
Omega Ratio Rank
PGHY Calmar Ratio Rank: 5353
Calmar Ratio Rank
PGHY Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AGGY vs. PGHY - 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 Invesco Global Short Term High Yield Bond ETF (PGHY). 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.


AGGYPGHYDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratioReturn relative to maximum drawdown

0.98

1.88

-0.91

Martin ratioReturn relative to average drawdown

2.44

7.15

-4.71

AGGY vs. PGHY - Sharpe Ratio Comparison

The current AGGY Sharpe Ratio is 0.66, which is lower than the PGHY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of AGGY and PGHY, 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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Drawdowns

AGGY vs. PGHY - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, roughly equal to the maximum PGHY drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for AGGY and PGHY.


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Drawdown Indicators


AGGYPGHYDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-20.50%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.04%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-5.03%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-9.38%

-11.22%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

-20.50%

-0.48%

Current Drawdown

Current decline from peak

-3.48%

-0.67%

-2.81%

Average Drawdown

Average peak-to-trough decline

-4.99%

-1.63%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.80%

+0.32%

Volatility

AGGY vs. PGHY - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.14% compared to Invesco Global Short Term High Yield Bond ETF (PGHY) at 0.63%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than PGHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGYPGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.63%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

3.86%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.99%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

5.49%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

7.00%

-1.50%

AGGY vs. PGHY - Expense Ratio Comparison

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


Dividends

AGGY vs. PGHY - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.59%, less than PGHY's 7.16% yield.


PositionTTM20252024202320222021202020192018201720162015
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
4.59%4.48%4.38%3.78%2.77%2.10%2.96%3.02%3.36%2.78%3.19%1.27%
PGHY
Invesco Global Short Term High Yield Bond ETF
7.16%7.24%7.49%7.87%5.12%5.17%5.45%5.32%5.45%5.52%6.26%4.60%

Frequently Asked Questions


AGGY and PGHY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGGY has higher volatility (1.14%) compared to PGHY (0.63%). In terms of maximum drawdown, AGGY dropped -20.98% vs PGHY's -20.50%.

On 10-year performance, PGHY leads with 4.14% vs 1.41% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, PGHY has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PGHY has performed better with a 4.14% return vs 1.41%. 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 0.35% for PGHY.

PGHY has the higher dividend yield at 7.16%, compared with 4.59% for AGGY.

AGGY is categorized as Intermediate Core Bond, while PGHY is High Yield Bonds. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while PGHY tracks DB Global Short Maturity High Yield Bond Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.12% for AGGY and 0.35% for PGHY.

PGHY currently has the higher Sharpe Ratio (1.15 vs 0.66), 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 PGHY

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