AGGY vs. VTG
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and VTG (Vanguard Total Treasury ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. Over the past year, AGGY returned 4.77% vs 3.53% for VTG. Their correlation of 0.93 suggests significant overlap in exposure. AGGY charges 0.12%/yr vs 0.03%/yr for VTG.
Performance
AGGY vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.22% return, which is significantly higher than VTG's -0.06% return.
AGGY
- 1D
- 0.27%
- 1M
- -0.52%
- 6M
- -0.29%
- YTD
- 0.22%
- 1Y
- 4.77%
- 3Y*
- 4.49%
- 5Y*
- -0.24%
- 10Y*
- 1.52%
VTG
- 1D
- 0.20%
- 1M
- -0.23%
- 6M
- -0.38%
- YTD
- -0.06%
- 1Y
- 3.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGGY vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.22% | 4.18% |
VTG Vanguard Total Treasury ETF | -0.06% | 3.07% |
Correlation
The correlation between AGGY and VTG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.93 |
The correlation between AGGY and VTG has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
AGGY vs. VTG — Risk / Return Rank
AGGY
VTG
AGGY vs. VTG - 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 Vanguard Total Treasury ETF (VTG). 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 | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.23 | +0.48 |
| Martin ratioReturn relative to average drawdown | 4.69 | 3.17 | +1.51 |
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Drawdowns
AGGY vs. VTG - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for AGGY and VTG.
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Drawdown Indicators
| AGGY | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -2.89% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.89% | +0.08% |
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 DrawdownCurrent decline from peak | -2.52% | -1.84% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -0.84% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.11% | -0.09% |
Volatility
AGGY vs. VTG - Volatility Comparison
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.20% compared to Vanguard Total Treasury ETF (VTG) at 1.06%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 1.06% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 2.66% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 3.53% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 3.53% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 3.53% | +1.97% |
AGGY vs. VTG - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than VTG'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%.
Dividends
AGGY vs. VTG - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.51%, more than VTG's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.51% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
VTG Vanguard Total Treasury ETF | 3.54% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, AGGY and VTG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AGGY has higher volatility (1.20%) compared to VTG (1.06%). In terms of maximum drawdown, AGGY dropped -20.98% vs VTG's -2.89%.
On 1-year performance, AGGY leads with 4.77% vs 3.53% for VTG. On fees, VTG is cheaper at 0.03% per year. On volatility, VTG has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AGGY has performed better with a 4.77% return vs 3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTG is cheaper with a 0.03% expense ratio, compared with 0.12% for AGGY.
AGGY has the higher dividend yield at 4.51%, compared with 3.54% for VTG.
AGGY is categorized as Intermediate Core Bond, while VTG is Government Bonds. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.12% for AGGY and 0.03% for VTG.
AGGY currently has the higher Sharpe Ratio (1.15 vs 1.01), 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.
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