AGGY vs. SVOL
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Simplify Volatility Premium ETF (SVOL).
AGGY and SVOL 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. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGY or SVOL.
Performance
AGGY vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, AGGY achieves a 2.25% return, which is significantly lower than SVOL's 9.06% return.
AGGY
2.25%
-1.22%
3.21%
7.18%
-0.56%
N/A
SVOL
9.06%
1.00%
2.49%
11.32%
N/A
N/A
Key characteristics
| AGGY | SVOL | |
|---|---|---|
| Sharpe Ratio | 1.31 | 0.95 |
| Sortino Ratio | 1.97 | 1.30 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 0.49 | 1.05 |
| Martin Ratio | 4.87 | 6.82 |
| Ulcer Index | 1.52% | 1.68% |
| Daily Std Dev | 5.61% | 12.00% |
| Max Drawdown | -20.98% | -15.68% |
| Current Drawdown | -9.04% | -0.73% |
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AGGY vs. SVOL - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Correlation
The correlation between AGGY and SVOL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AGGY vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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. SVOL - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.32%, less than SVOL's 16.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVOL Simplify Volatility Premium ETF | 16.39% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGGY vs. SVOL - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for AGGY and SVOL. For additional features, visit the drawdowns tool.
Volatility
AGGY vs. SVOL - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.66%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.51%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.