AGGY vs. SCYB
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Schwab High Yield Bond ETF (SCYB).
AGGY and SCYB 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. SCYB is a passively managed fund by Charles Schwab that tracks the performance of the ICE BofA US Cash Pay High Yield Constrained Index. It was launched on Jul 10, 2023. Both AGGY and SCYB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AGGY vs. SCYB - Performance Comparison
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AGGY vs. SCYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | -0.29% | 7.38% | 1.82% | 5.03% |
SCYB Schwab High Yield Bond ETF | -0.47% | 8.33% | 8.15% | 6.74% |
Returns By Period
In the year-to-date period, AGGY achieves a -0.29% return, which is significantly higher than SCYB's -0.47% return.
AGGY
- 1D
- 0.35%
- 1M
- -2.01%
- YTD
- -0.29%
- 6M
- 0.36%
- 1Y
- 4.61%
- 3Y*
- 4.22%
- 5Y*
- 0.25%
- 10Y*
- 1.81%
SCYB
- 1D
- 0.89%
- 1M
- -1.23%
- YTD
- -0.47%
- 6M
- 0.62%
- 1Y
- 6.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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AGGY vs. SCYB - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than SCYB's 0.03% 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%.
Return for Risk
AGGY vs. SCYB — Risk / Return Rank
AGGY
SCYB
AGGY vs. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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.
| AGGY | SCYB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.19 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.75 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.60 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.07 | 8.44 | -3.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGGY | SCYB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.19 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.62 | -1.25 |
Correlation
The correlation between AGGY and SCYB is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AGGY vs. SCYB - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.50%, less than SCYB's 7.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.50% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
SCYB Schwab High Yield Bond ETF | 7.01% | 6.99% | 7.06% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGGY vs. SCYB - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for AGGY and SCYB.
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Drawdown Indicators
| AGGY | SCYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -4.92% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -4.22% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -3.02% | -1.50% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -0.53% | -4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.80% | +0.16% |
Volatility
AGGY vs. SCYB - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.90%, while Schwab High Yield Bond ETF (SCYB) has a volatility of 2.25%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | SCYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 2.25% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.91% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 5.67% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 5.20% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 5.20% | +0.28% |