BBAG vs. AGGY
BBAG (JPMorgan BetaBuilders U.S. Aggregate Bond ETF) and AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) are both Intermediate Core Bond funds - BBAG tracks the Bloomberg US Aggregate Bond Index while AGGY tracks the Bloomberg US Aggregate Yield Enhanced. Both are passively managed. Over the past 5 years, BBAG returned -0.52%/yr vs -0.54%/yr for AGGY. Their correlation of 0.92 means they have usually moved in the same direction. BBAG charges 0.03%/yr vs 0.12%/yr for AGGY.
Performance
BBAG vs. AGGY - Performance Comparison
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Returns By Period
In the year-to-date period, BBAG achieves a -0.66% return, which is significantly higher than AGGY's -0.77% return.
BBAG
- 1D
- -0.24%
- 1M
- -1.27%
- 6M
- -0.87%
- YTD
- -0.66%
- 1Y
- 1.77%
- 3Y*
- 3.84%
- 5Y*
- -0.52%
- 10Y*
- —
- ALL TIME*
- 1.71%
AGGY
- 1D
- -0.20%
- 1M
- -1.65%
- 6M
- -0.95%
- YTD
- -0.77%
- 1Y
- 1.88%
- 3Y*
- 4.38%
- 5Y*
- -0.54%
- 10Y*
- 1.41%
- ALL TIME*
- 1.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.13M | $5.22M | $4.97M | |
| $5.14M | $3.37M | $5.23M |
BBAG vs. AGGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | -0.66% | 7.27% | 1.26% | 5.41% | -13.26% | -1.79% | 7.31% | 8.31% | 1.03% |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | -0.77% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | 1.11% |
Correlation
The correlation between BBAG and AGGY is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.92 |
The correlation between BBAG and AGGY has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
BBAG vs. AGGY — Risk / Return Rank
BBAG
AGGY
BBAG vs. AGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) and WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY). 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.
| BBAG | AGGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.98 | -0.01 |
| Martin ratioReturn relative to average drawdown | 2.37 | 2.44 | -0.08 |
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Drawdowns
BBAG vs. AGGY - Drawdown Comparison
The maximum BBAG drawdown since its inception was -18.73%, smaller than the maximum AGGY drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for BBAG and AGGY.
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Drawdown Indicators
| BBAG | AGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.73% | -20.98% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -2.81% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -5.10% | -4.78% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -20.60% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.98% | — |
Current DrawdownCurrent decline from peak | -3.65% | -3.48% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -4.99% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 1.12% | +0.01% |
Volatility
BBAG vs. AGGY - Volatility Comparison
The current volatility for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) is 0.88%, while WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a volatility of 1.14%. This indicates that BBAG experiences smaller price fluctuations and is considered to be less risky than AGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBAG | AGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 1.14% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 3.27% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 4.16% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 6.08% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.76% | 5.50% | +0.26% |
BBAG vs. AGGY - Expense Ratio Comparison
BBAG has a 0.03% expense ratio, which is lower than AGGY's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BBAG vs. AGGY - Dividend Comparison
BBAG's dividend yield for the trailing twelve months is around 4.42%, less than AGGY's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.59% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.05% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, BBAG and AGGY 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 (1.14%) compared to BBAG (0.88%). In terms of maximum drawdown, BBAG dropped -18.73% vs AGGY's -20.98%.
On 5-year performance, BBAG leads with -0.52% vs -0.54% for AGGY. On fees, BBAG is cheaper at 0.03% per year. On volatility, BBAG has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BBAG has performed better with a -0.52% return vs -0.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBAG is cheaper with a 0.03% expense ratio, compared with 0.12% for AGGY.
AGGY has the higher dividend yield at 4.59%, compared with 4.05% for BBAG.
BBAG tracks Bloomberg US Aggregate Bond Index, while AGGY tracks Bloomberg US Aggregate Yield Enhanced. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.03% for BBAG and 0.12% for AGGY.
BBAG currently has the higher Sharpe Ratio (0.70 vs 0.66), 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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