AGGY vs. SCHD
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Schwab US Dividend Equity ETF (SCHD).
AGGY and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGY is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg US Aggregate Yield Enhanced. It was launched on Jul 9, 2015. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both AGGY and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGY or SCHD.
Performance
AGGY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, AGGY achieves a 2.11% return, which is significantly lower than SCHD's 16.26% return.
AGGY
2.11%
-0.69%
3.21%
7.08%
-0.60%
N/A
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| AGGY | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.27 |
| Sortino Ratio | 1.88 | 3.27 |
| Omega Ratio | 1.22 | 1.40 |
| Calmar Ratio | 0.46 | 3.34 |
| Martin Ratio | 4.60 | 12.25 |
| Ulcer Index | 1.53% | 2.05% |
| Daily Std Dev | 5.61% | 11.06% |
| Max Drawdown | -20.98% | -33.37% |
| Current Drawdown | -9.16% | -1.54% |
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AGGY vs. SCHD - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between AGGY and SCHD is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
AGGY vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
AGGY vs. SCHD - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.32%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.32% | 3.78% | 2.78% | 2.10% | 2.97% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AGGY vs. SCHD - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AGGY and SCHD. For additional features, visit the drawdowns tool.
Volatility
AGGY vs. SCHD - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.66%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.39%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.