PUTW vs. AGGY
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (PUTW) and WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY).
PUTW is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. AGGY is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg US Aggregate Yield Enhanced. It was launched on Jul 9, 2015. Both PUTW and AGGY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PUTW vs. AGGY - Performance Comparison
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PUTW vs. AGGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PUTW WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 1.65% | 13.55% | -7.16% | 10.09% |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | -0.23% | 7.38% | 1.82% | 7.29% | -15.26% | -1.72% | 5.87% | 11.77% | -1.70% | 5.20% |
Returns By Period
In the year-to-date period, PUTW achieves a -1.66% return, which is significantly lower than AGGY's -0.23% return. Over the past 10 years, PUTW has outperformed AGGY with an annualized return of 7.80%, while AGGY has yielded a comparatively lower 1.82% annualized return.
PUTW
- 1D
- 0.00%
- 1M
- -3.10%
- YTD
- -1.66%
- 6M
- 1.81%
- 1Y
- 15.49%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
AGGY
- 1D
- 0.06%
- 1M
- -1.58%
- YTD
- -0.23%
- 6M
- 0.37%
- 1Y
- 4.38%
- 3Y*
- 4.24%
- 5Y*
- 0.27%
- 10Y*
- 1.82%
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PUTW vs. AGGY - Expense Ratio Comparison
PUTW has a 0.44% expense ratio, which is higher than AGGY's 0.12% expense ratio.
Return for Risk
PUTW vs. AGGY — Risk / Return Rank
PUTW
AGGY
PUTW vs. AGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) 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.
| PUTW | AGGY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.87 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.20 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.66 | -0.08 |
Martin ratioReturn relative to average drawdown | 8.35 | 4.80 | +3.55 |
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
| PUTW | AGGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.87 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.04 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.33 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.37 | +0.23 |
Correlation
The correlation between PUTW and AGGY is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PUTW vs. AGGY - Dividend Comparison
PUTW's dividend yield for the trailing twelve months is around 12.37%, more than AGGY's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PUTW WisdomTree Equity Premium Income Fund | 12.37% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% | 0.00% |
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% |
Drawdowns
PUTW vs. AGGY - Drawdown Comparison
The maximum PUTW drawdown since its inception was -28.40%, which is greater than AGGY's maximum drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for PUTW and AGGY.
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Drawdown Indicators
| PUTW | AGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -20.98% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -2.81% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -20.60% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | -20.98% | -7.42% |
Current DrawdownCurrent decline from peak | -4.73% | -2.96% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -5.07% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 0.97% | +0.90% |
Volatility
PUTW vs. AGGY - Volatility Comparison
WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.76% compared to WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) at 1.91%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier 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
| PUTW | AGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 1.91% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 2.85% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 5.09% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 6.05% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 5.48% | +7.75% |