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SHAG vs. USTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHAG vs. USTB - 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 VictoryShares Short-Term Bond ETF (USTB). 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 USTB's 1.23% return.


SHAG

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

USTB

1D
0.04%
1M
0.32%
YTD
1.23%
6M
1.64%
1Y
4.59%
3Y*
6.13%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHAG vs. USTB - 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%-0.29%
USTB
VictoryShares Short-Term Bond ETF
1.23%6.08%6.49%6.69%-2.82%0.90%5.12%5.10%1.08%0.35%

Correlation

The correlation between SHAG and USTB is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.79

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.68

The correlation between SHAG and USTB shifts across timeframes, from 0.68 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHAG vs. USTB — 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

USTB
USTB Risk / Return Rank: 9494
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9797
Sortino Ratio Rank
USTB Omega Ratio Rank: 9797
Omega Ratio Rank
USTB Calmar Ratio Rank: 9090
Calmar Ratio Rank
USTB Martin Ratio Rank: 9393
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. USTB - 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 VictoryShares Short-Term Bond ETF (USTB). 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.


SHAGUSTBDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

1.40

1.85

-0.46

Calmar ratioReturn relative to maximum drawdown

2.72

5.45

-2.73

Martin ratioReturn relative to average drawdown

9.70

24.89

-15.20

SHAG vs. USTB - Sharpe Ratio Comparison

The current SHAG Sharpe Ratio is 2.05, which is lower than the USTB Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of SHAG and USTB, 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


SHAGUSTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

3.83

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.75

-1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.73

-0.90

Drawdowns

SHAG vs. USTB - Drawdown Comparison

The maximum SHAG drawdown since its inception was -9.62%, which is greater than USTB's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for SHAG and USTB.


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Drawdown Indicators


SHAGUSTBDifference

Max Drawdown

Largest peak-to-trough decline

-9.62%

-5.32%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-0.84%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-1.02%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-4.96%

-4.66%

Current Drawdown

Current decline from peak

-0.54%

0.00%

-0.54%

Average Drawdown

Average peak-to-trough decline

-1.87%

-0.66%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.19%

+0.20%

Volatility

SHAG vs. USTB - Volatility Comparison

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) has a higher volatility of 0.60% compared to VictoryShares Short-Term Bond ETF (USTB) at 0.33%. This indicates that SHAG's price experiences larger fluctuations and is considered to be riskier than USTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHAGUSTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.33%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.31%

0.84%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

1.22%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

2.01%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

2.01%

+0.57%

SHAG vs. USTB - Expense Ratio Comparison

SHAG has a 0.12% expense ratio, which is lower than USTB's 0.34% expense ratio.


Dividends

SHAG vs. USTB - Dividend Comparison

SHAG's dividend yield for the trailing twelve months is around 4.28%, less than USTB's 4.58% yield.


PositionTTM202520242023202220212020201920182017
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%
USTB
VictoryShares Short-Term Bond ETF
4.58%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%

Frequently Asked Questions


SHAG and USTB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHAG has higher volatility (0.60%) compared to USTB (0.33%). In terms of maximum drawdown, SHAG dropped -9.62% vs USTB's -5.32%.

On 5-year performance, USTB leads with 3.51% vs 1.61% for SHAG. On fees, SHAG is cheaper at 0.12% per year. On volatility, USTB has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USTB has performed better with a 3.51% 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 0.34% for USTB.

USTB has the higher dividend yield at 4.58%, compared with 4.28% for SHAG.

SHAG tracks Bloomberg U.S. Short Aggregate Enhanced Yield Index, while USTB tracks Bloomberg 1–3 Year Credit Index. They also come from different issuers: WisdomTree and Victory. Their fees differ too: 0.12% for SHAG and 0.34% for USTB.

USTB currently has the higher Sharpe Ratio (3.83 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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