AGGY vs. YCS
AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, AGGY returned 1.72%/yr vs 12.34%/yr for YCS. At a correlation of -0.47, they often move in opposite directions. AGGY charges 0.12%/yr vs 1.00%/yr for YCS.
Performance
AGGY vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, AGGY achieves a 0.40% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, AGGY has underperformed YCS with an annualized return of 1.72%, while YCS has yielded a comparatively higher 12.34% annualized return.
AGGY
- 1D
- -0.21%
- 1M
- 0.51%
- YTD
- 0.40%
- 6M
- 0.21%
- 1Y
- 5.88%
- 3Y*
- 4.65%
- 5Y*
- 0.12%
- 10Y*
- 1.72%
YCS
- 1D
- 0.17%
- 1M
- 4.42%
- YTD
- 7.17%
- 6M
- 10.05%
- 1Y
- 32.82%
- 3Y*
- 19.84%
- 5Y*
- 23.54%
- 10Y*
- 12.34%
AGGY vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.40% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | -1.70% | 5.20% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between AGGY and YCS is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2015 | -0.47 |
The correlation between AGGY and YCS has been stable across timeframes, ranging from -0.50 to -0.45 - a consistent structural relationship.
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Return for Risk
AGGY vs. YCS — Risk / Return Rank
AGGY
YCS
AGGY vs. YCS - 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 ProShares UltraShort Yen (YCS). 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 | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.97 | -1.87 |
| Martin ratioReturn relative to average drawdown | 6.17 | 12.40 | -6.23 |
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 | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.92 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.12 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.65 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.33 | +0.05 |
Drawdowns
AGGY vs. YCS - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for AGGY and YCS.
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Drawdown Indicators
| AGGY | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -49.56% | +28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -8.30% | +5.49% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -23.05% | +17.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.60% | -27.32% | +6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | -27.32% | +6.34% |
Current DrawdownCurrent decline from peak | -2.35% | 0.00% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -19.93% | +14.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 2.66% | -1.70% |
Volatility
AGGY vs. YCS - Volatility Comparison
The current volatility for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) is 1.41%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. This indicates that AGGY experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGY | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 2.75% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 12.32% | -9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 17.27% | -13.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 21.10% | -15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 19.01% | -13.52% |
AGGY vs. YCS - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
AGGY vs. YCS - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.49%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.49% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGGY and YCS have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (2.75%) compared to AGGY (1.41%). In terms of maximum drawdown, AGGY dropped -20.98% vs YCS's -49.56%.
On 10-year performance, YCS leads with 12.34% vs 1.72% for AGGY. On fees, AGGY is cheaper at 0.12% per year. On volatility, AGGY has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YCS has performed better with a 12.34% return vs 1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGGY is cheaper with a 0.12% expense ratio, compared with 1.00% for YCS.
AGGY has the higher dividend yield at 4.49%, compared with 0.00% for YCS.
AGGY is categorized as Intermediate Core Bond, while YCS is Leveraged Currency. AGGY tracks Bloomberg US Aggregate Yield Enhanced, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.12% for AGGY and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 1.40), 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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