AGGY vs. XLU
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and XLU (State Street Utilities Select Sector SPDR ETF) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while XLU is a Utilities Equities fund tracking the Utilities Select Sector Index. Both are passively managed. Over the past 10 years, AGGY returned 1.75%/yr vs 9.22%/yr for XLU. At a 0.24 correlation, their price movements are largely independent. AGGY charges 0.12%/yr vs 0.08%/yr for XLU.
Performance
AGGY vs. XLU - 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 XLU's 3.65% return. Over the past 10 years, AGGY has underperformed XLU with an annualized return of 1.75%, while XLU has yielded a comparatively higher 9.22% annualized 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%
XLU
- 1D
- 0.53%
- 1M
- -5.24%
- YTD
- 3.65%
- 6M
- 1.99%
- 1Y
- 11.64%
- 3Y*
- 13.76%
- 5Y*
- 9.36%
- 10Y*
- 9.22%
AGGY vs. XLU - 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% | 5.20% |
XLU State Street Utilities Select Sector SPDR ETF | 3.65% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between AGGY and XLU is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2015 | 0.24 |
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Return for Risk
AGGY vs. XLU — Risk / Return Rank
AGGY
XLU
AGGY vs. XLU - 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 State Street Utilities Select Sector SPDR ETF (XLU). 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 | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.27 | +0.67 |
| Martin ratioReturn relative to average drawdown | 5.69 | 2.84 | +2.85 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.81 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.54 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.48 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.40 | -0.01 |
Drawdowns
AGGY vs. XLU - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for AGGY and XLU.
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Drawdown Indicators
| AGGY | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -51.98% | +31.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -9.18% | +6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -17.26% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -25.26% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | -36.07% | +15.09% |
Current DrawdownCurrent decline from peak | -2.15% | -7.30% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -10.22% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 4.11% | -3.15% |
Volatility
AGGY vs. XLU - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.40%, while State Street Utilities Select Sector SPDR ETF (XLU) has a volatility of 5.47%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 5.47% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 11.52% | -8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 14.57% | -10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 17.32% | -11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 19.25% | -13.76% |
AGGY vs. XLU - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is higher than XLU's 0.08% 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. XLU - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.48%, more than XLU's 2.71% 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% |
XLU State Street Utilities Select Sector SPDR ETF | 2.71% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
AGGY and XLU have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLU has higher volatility (5.47%) compared to AGGY (1.40%). In terms of maximum drawdown, AGGY dropped -20.98% vs XLU's -51.98%.
On 10-year performance, XLU leads with 9.22% vs 1.75% for AGGY. On fees, XLU is cheaper at 0.08% per year. 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 10-year period, XLU has performed better with a 9.22% return vs 1.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLU is cheaper with a 0.08% expense ratio, compared with 0.12% for AGGY.
AGGY has the higher dividend yield at 4.48%, compared with 2.71% for XLU.
AGGY is categorized as Intermediate Core Bond, while XLU is Utilities Equities. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while XLU tracks Utilities Select Sector Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.12% for AGGY and 0.08% for XLU.
AGGY currently has the higher Sharpe Ratio (1.30 vs 0.81), 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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