AGGY vs. PUTW

Last updated Jul 14, 2026

AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and PUTW (WisdomTree Equity Premium Income Fund) are both funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while PUTW is a Derivative Income fund tracking the Volos U.S. Large Cap Target 2.5% PutWrite Index. Both are passively managed. At a 0.02 correlation, their price movements are largely independent. AGGY charges 0.12%/yr vs 0.44%/yr for PUTW.

Performance

AGGY vs. PUTW - 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 Equity Premium Income Fund (PUTW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AGGY

• 1D: -0.38%
• 1M: -0.94%
• 6M: -0.40%
• YTD: -0.25%
• 1Y: 3.88%
• 3Y*: 4.32%
• 5Y*: -0.31%
• 10Y*: 1.47%

PUTW

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGY vs. PUTW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	-0.25%	7.38%	1.82%	7.29%	-15.26%	-1.72%	5.87%	11.77%	-1.70%	5.20%
PUTW WisdomTree Equity Premium Income Fund	0.00%	-2.80%	17.19%	14.01%	-11.11%	20.92%	1.67%	13.55%	-8.07%	9.88%

Correlation

The correlation between AGGY and PUTW is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016	0.02

The correlation between AGGY and PUTW shifts across timeframes, from 0.02 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

AGGY vs. PUTW — Risk / Return Rank

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

AGGY

AGGY Risk / Return Rank: 32
AGGY Sharpe Ratio Rank: 32
AGGY Sortino Ratio Rank: 31
AGGY Omega Ratio Rank: 28
AGGY Calmar Ratio Rank: 34
AGGY Martin Ratio Rank: 33

PUTW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PUTW - 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 Equity Premium Income Fund (PUTW). 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.

	AGGY	PUTW	Difference
Sharpe ratio: Return per unit of total volatility	0.94	—	—
Sortino ratio: Return per unit of downside risk	1.39	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.39	—	—
Martin ratio: Return relative to average drawdown	3.86	—	—

Drawdowns

Drawdown Indicators

	AGGY	PUTW	Difference
Max Drawdown Largest peak-to-trough decline	-20.98%	—	—
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	-2.98%	—	—
Average Drawdown Average peak-to-trough decline	-5.00%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	—	—

Volatility

Volatility by Period

	AGGY	PUTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.16%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.08%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.50%	—	—

AGGY vs. PUTW - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than PUTW's 0.44% expense ratio.

Dividends

AGGY vs. PUTW - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.53%, while PUTW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund	4.53%	4.48%	4.38%	3.78%	2.77%	2.10%	2.96%	3.02%	3.36%	2.78%	3.19%	1.27%
PUTW WisdomTree Equity Premium Income Fund	0.00%	4.16%	11.99%	7.63%	2.16%	0.00%	1.43%	1.47%	5.49%	3.33%	2.27%	0.00%

Frequently Asked Questions

Can I hold both AGGY and PUTW in my portfolio?

AGGY and PUTW have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.