AGGY vs. WTV
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and WTV (WisdomTree US Value ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. Both are passively managed. Over the past 5 years, AGGY returned 0.16%/yr vs 13.36%/yr for WTV. At a 0.07 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
AGGY vs. WTV - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.60% return, which is significantly lower than WTV's 11.47% return.
AGGY
- 1D
- 0.20%
- 1M
- 0.43%
- YTD
- 0.60%
- 6M
- 0.62%
- 1Y
- 5.43%
- 3Y*
- 4.74%
- 5Y*
- 0.16%
- 10Y*
- 1.75%
WTV
- 1D
- 0.86%
- 1M
- 4.50%
- YTD
- 11.47%
- 6M
- 12.37%
- 1Y
- 25.21%
- 3Y*
- 22.93%
- 5Y*
- 13.36%
- 10Y*
- —
AGGY vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.60% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | -1.70% | -0.12% |
WTV WisdomTree US Value ETF | 11.47% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.14% |
Correlation
The correlation between AGGY and WTV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017 | 0.07 |
Over the past year, AGGY and WTV have become more correlated (0.33) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
AGGY vs. WTV — Risk / Return Rank
AGGY
WTV
AGGY vs. WTV - 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 US Value ETF (WTV). 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 | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.54 | -1.60 |
| Martin ratioReturn relative to average drawdown | 5.69 | 11.55 | -5.86 |
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 | WTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.15 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.79 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.29 |
Drawdowns
AGGY vs. WTV - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for AGGY and WTV.
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Drawdown Indicators
| AGGY | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -42.18% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -7.15% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -18.49% | +13.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -19.30% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -2.15% | -0.11% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.05% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 2.19% | -1.23% |
Volatility
AGGY vs. WTV - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.40%, while WisdomTree US Value ETF (WTV) has a volatility of 3.01%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 3.01% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 7.92% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 11.82% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 17.09% | -11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 20.20% | -14.71% |
AGGY vs. WTV - Expense Ratio Comparison
Both AGGY and WTV have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AGGY vs. WTV - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.48%, more than WTV's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.48% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
WTV WisdomTree US Value ETF | 1.64% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
AGGY and WTV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.01%) compared to AGGY (1.40%). In terms of maximum drawdown, AGGY dropped -20.98% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.36% vs 0.16% for AGGY. Both ETFs have the same 0.12% expense ratio. On volatility, AGGY has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.36% return vs 0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGGY and WTV have the same expense ratio: 0.12% per year.
AGGY has the higher dividend yield at 4.48%, compared with 1.64% for WTV.
AGGY is categorized as Intermediate Core Bond, while WTV is Large Cap Value Equities. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while WTV tracks WisdomTree U.S. LargeCap Value Index.
WTV currently has the higher Sharpe Ratio (2.15 vs 1.30), 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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