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UNIY vs. PAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNIY vs. PAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and PGIM Active Aggregate Bond ETF (PAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNIY achieves a 0.40% return, which is significantly higher than PAB's 0.17% return.


UNIY

1D
-0.21%
1M
0.38%
YTD
0.40%
6M
0.35%
1Y
5.54%
3Y*
4.51%
5Y*
10Y*

PAB

1D
-0.20%
1M
0.26%
YTD
0.17%
6M
0.12%
1Y
5.49%
3Y*
4.45%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNIY vs. PAB - Yearly Performance Comparison


2026 (YTD)202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
0.40%7.37%1.86%3.90%
PAB
PGIM Active Aggregate Bond ETF
0.17%7.55%1.89%3.46%

Correlation

The correlation between UNIY and PAB is 0.94, 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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.95

The correlation between UNIY and PAB has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

UNIY vs. PAB — Risk / Return Rank

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

UNIY
UNIY Risk / Return Rank: 4444
Overall Rank
UNIY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4646
Sortino Ratio Rank
UNIY Omega Ratio Rank: 4242
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4545
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4343
Martin Ratio Rank

PAB
PAB Risk / Return Rank: 4040
Overall Rank
PAB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAB Sortino Ratio Rank: 4343
Sortino Ratio Rank
PAB Omega Ratio Rank: 3939
Omega Ratio Rank
PAB Calmar Ratio Rank: 3939
Calmar Ratio Rank
PAB Martin Ratio Rank: 3838
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.

UNIY vs. PAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and PGIM Active Aggregate Bond ETF (PAB). 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.


UNIYPABDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.19

1.92

+0.27

Martin ratioReturn relative to average drawdown

6.84

5.81

+1.03

UNIY vs. PAB - Sharpe Ratio Comparison

The current UNIY Sharpe Ratio is 1.50, which is comparable to the PAB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of UNIY and PAB, 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


UNIYPABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.42

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.03

+0.81

Drawdowns

UNIY vs. PAB - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, smaller than the maximum PAB drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for UNIY and PAB.


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Drawdown Indicators


UNIYPABDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-19.27%

+13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.86%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-5.95%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

Current Drawdown

Current decline from peak

-1.18%

-1.70%

+0.52%

Average Drawdown

Average peak-to-trough decline

-1.38%

-7.83%

+6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.95%

-0.14%

Volatility

UNIY vs. PAB - Volatility Comparison

The current volatility for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) is 1.26%, while PGIM Active Aggregate Bond ETF (PAB) has a volatility of 1.35%. This indicates that UNIY experiences smaller price fluctuations and is considered to be less risky than PAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNIYPABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.35%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.79%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.89%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

6.22%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

6.16%

-1.31%

UNIY vs. PAB - Expense Ratio Comparison

UNIY has a 0.15% expense ratio, which is lower than PAB's 0.19% 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

UNIY vs. PAB - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.85%, more than PAB's 4.56% yield.


PositionTTM20252024202320222021
PAB
PGIM Active Aggregate Bond ETF
4.56%4.28%4.25%3.70%2.81%2.34%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, UNIY and PAB 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.

PAB has higher volatility (1.35%) compared to UNIY (1.26%). In terms of maximum drawdown, UNIY dropped -6.27% vs PAB's -19.27%.

On 3-year performance, UNIY leads with 4.51% vs 4.45% for PAB. On fees, UNIY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UNIY has performed better with a 4.51% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNIY is cheaper with a 0.15% expense ratio, compared with 0.19% for PAB.

UNIY has the higher dividend yield at 4.85%, compared with 4.56% for PAB.

They also come from different issuers: WisdomTree and PGIM. Their fees differ too: 0.15% for UNIY and 0.19% for PAB.

UNIY currently has the higher Sharpe Ratio (1.50 vs 1.42), 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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