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SHAG vs. FLTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHAG vs. FLTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) and Fidelity Limited Term Bond ETF (FLTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHAG achieves a 0.48% return, which is significantly lower than FLTB's 0.84% return.


SHAG

1D
0.07%
1M
0.03%
YTD
0.48%
6M
0.81%
1Y
3.73%
3Y*
4.72%
5Y*
1.61%
10Y*

FLTB

1D
0.03%
1M
0.30%
YTD
0.84%
6M
1.18%
1Y
4.37%
3Y*
5.52%
5Y*
2.26%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHAG vs. FLTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHAG
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF
0.48%6.27%4.30%4.61%-6.37%-0.91%4.70%5.79%0.80%-0.11%
FLTB
Fidelity Limited Term Bond ETF
0.84%6.60%5.14%5.94%-5.88%-1.20%5.57%5.87%1.06%-0.17%

Correlation

The correlation between SHAG and FLTB is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2017

0.69

The correlation between SHAG and FLTB shifts across timeframes, from 0.69 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHAG vs. FLTB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHAG
SHAG Risk / Return Rank: 6363
Overall Rank
SHAG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SHAG Sortino Ratio Rank: 7272
Sortino Ratio Rank
SHAG Omega Ratio Rank: 6767
Omega Ratio Rank
SHAG Calmar Ratio Rank: 5555
Calmar Ratio Rank
SHAG Martin Ratio Rank: 5656
Martin Ratio Rank

FLTB
FLTB Risk / Return Rank: 6666
Overall Rank
FLTB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 7272
Sortino Ratio Rank
FLTB Omega Ratio Rank: 6666
Omega Ratio Rank
FLTB Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLTB Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHAG vs. FLTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) and Fidelity Limited Term Bond ETF (FLTB). 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.


SHAGFLTBDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.40

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

2.72

2.88

-0.16

Martin ratioReturn relative to average drawdown

9.70

12.23

-2.53

SHAG vs. FLTB - Sharpe Ratio Comparison

The current SHAG Sharpe Ratio is 2.05, which is comparable to the FLTB Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SHAG and FLTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SHAGFLTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.08

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.81

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.83

0.00

Drawdowns

SHAG vs. FLTB - Drawdown Comparison

The maximum SHAG drawdown since its inception was -9.62%, roughly equal to the maximum FLTB drawdown of -9.37%. Use the drawdown chart below to compare losses from any high point for SHAG and FLTB.


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Drawdown Indicators


SHAGFLTBDifference

Max Drawdown

Largest peak-to-trough decline

-9.62%

-9.37%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-1.52%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-1.52%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-9.26%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

Current Drawdown

Current decline from peak

-0.54%

-0.26%

-0.28%

Average Drawdown

Average peak-to-trough decline

-1.87%

-1.40%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.36%

+0.03%

Volatility

SHAG vs. FLTB - Volatility Comparison

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) and Fidelity Limited Term Bond ETF (FLTB) have volatilities of 0.60% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHAGFLTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.62%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.31%

1.63%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

2.13%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

2.80%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

2.94%

-0.36%

SHAG vs. FLTB - Expense Ratio Comparison

SHAG has a 0.12% expense ratio, which is lower than FLTB's 0.25% 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

SHAG vs. FLTB - Dividend Comparison

SHAG's dividend yield for the trailing twelve months is around 4.28%, less than FLTB's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTB
Fidelity Limited Term Bond ETF
4.36%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%
SHAG
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF
4.28%4.33%4.49%3.04%1.38%0.92%2.33%2.71%2.56%0.77%0.00%0.00%

Frequently Asked Questions


SHAG and FLTB have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTB has higher volatility (0.62%) compared to SHAG (0.60%). In terms of maximum drawdown, SHAG dropped -9.62% vs FLTB's -9.37%.

On 5-year performance, FLTB leads with 2.26% vs 1.61% for SHAG. On fees, SHAG is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTB has performed better with a 2.26% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHAG is cheaper with a 0.12% expense ratio, compared with 0.25% for FLTB.

FLTB has the higher dividend yield at 4.36%, compared with 4.28% for SHAG.

They also come from different issuers: WisdomTree and Fidelity. Their fees differ too: 0.12% for SHAG and 0.25% for FLTB.

FLTB currently has the higher Sharpe Ratio (2.08 vs 2.05), 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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