SHAG vs. STOT
SHAG (WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both Short-Term Bond funds - SHAG tracks the Bloomberg U.S. Short Aggregate Enhanced Yield Index while STOT tracks the Bloomberg U.S. Aggregate 1-3 Year Index. Both are passively managed. Over the past 5 years, SHAG returned 1.62%/yr vs 2.82%/yr for STOT. A 0.51 correlation means they provide meaningful diversification when combined. SHAG charges 0.12%/yr vs 0.45%/yr for STOT.
Performance
SHAG vs. STOT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SHAG achieves a 0.38% return, which is significantly lower than STOT's 1.06% return.
SHAG
- 1D
- -0.09%
- 1M
- 0.19%
- YTD
- 0.38%
- 6M
- 0.52%
- 1Y
- 3.48%
- 3Y*
- 4.73%
- 5Y*
- 1.62%
- 10Y*
- —
STOT
- 1D
- -0.05%
- 1M
- 0.14%
- YTD
- 1.06%
- 6M
- 1.20%
- 1Y
- 3.99%
- 3Y*
- 5.23%
- 5Y*
- 2.82%
- 10Y*
- 2.43%
SHAG vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 0.38% | 6.27% | 4.30% | 4.61% | -6.37% | -0.91% | 4.70% | 5.79% | 0.80% | -0.23% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 1.06% | 5.56% | 5.26% | 6.39% | -3.75% | 0.27% | 2.43% | 4.40% | 0.95% | -0.25% |
Correlation
The correlation between SHAG and STOT is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017 | 0.51 |
Over the past year, SHAG and STOT have become more correlated (0.75) than their long-term average of 0.51, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SHAG vs. STOT — Risk / Return Rank
SHAG
STOT
SHAG vs. STOT - 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 State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
| SHAG | STOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.72 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 5.24 | -2.70 |
| Martin ratioReturn relative to average drawdown | 8.61 | 22.76 | -14.15 |
Loading charts...
Drawdowns
SHAG vs. STOT - Drawdown Comparison
The maximum SHAG drawdown since its inception was -9.62%, which is greater than STOT's maximum drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for SHAG and STOT.
Loading charts...
Drawdown Indicators
| SHAG | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.62% | -6.07% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -0.76% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -1.38% | -0.76% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -9.62% | -6.07% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -0.64% | -0.14% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -0.83% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.18% | +0.23% |
Volatility
SHAG vs. STOT - Volatility Comparison
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) has a higher volatility of 0.62% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.37%. This indicates that SHAG's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SHAG | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 0.37% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.87% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 1.13% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 1.73% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 2.20% | +0.38% |
SHAG vs. STOT - Expense Ratio Comparison
SHAG has a 0.12% expense ratio, which is lower than STOT's 0.45% expense ratio.
Dividends
SHAG vs. STOT - Dividend Comparison
SHAG's dividend yield for the trailing twelve months is around 4.28%, less than STOT's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Frequently Asked Questions
SHAG and STOT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHAG has higher volatility (0.62%) compared to STOT (0.37%). In terms of maximum drawdown, SHAG dropped -9.62% vs STOT's -6.07%.
On 5-year performance, STOT leads with 2.82% vs 1.62% for SHAG. On fees, SHAG is cheaper at 0.12% per year. On volatility, STOT has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, STOT has performed better with a 2.82% return vs 1.62%. 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 0.45% for STOT.
STOT has the higher dividend yield at 4.41%, compared with 4.28% for SHAG.
SHAG tracks Bloomberg U.S. Short Aggregate Enhanced Yield Index, while STOT tracks Bloomberg U.S. Aggregate 1-3 Year Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.12% for SHAG and 0.45% for STOT.
STOT currently has the higher Sharpe Ratio (3.54 vs 1.88), 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.
Find the right allocation for SHAG and STOT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer