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UNIY vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNIY vs. VGVT - 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 Vanguard Government Securities Active ETF (VGVT). 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 VGVT's 0.11% return.


UNIY

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

VGVT

1D
-0.15%
1M
0.17%
YTD
0.11%
6M
0.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNIY vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between UNIY and VGVT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.88

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Return for Risk

UNIY vs. VGVT — 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

VGVT
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. VGVT - 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 Vanguard Government Securities Active ETF (VGVT). 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.


UNIYVGVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

6.84

UNIY vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UNIYVGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.17

-0.33

Drawdowns

UNIY vs. VGVT - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for UNIY and VGVT.


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Drawdown Indicators


UNIYVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-2.77%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

Current Drawdown

Current decline from peak

-1.18%

-1.76%

+0.58%

Average Drawdown

Average peak-to-trough decline

-1.38%

-0.67%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

Volatility

UNIY vs. VGVT - Volatility Comparison


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Volatility by Period


UNIYVGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.22%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

3.22%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

3.22%

+1.63%

UNIY vs. VGVT - Expense Ratio Comparison

UNIY has a 0.15% expense ratio, which is higher than VGVT's 0.10% expense ratio. However, 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. VGVT - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.85%, more than VGVT's 3.99% yield.


PositionTTM202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%
VGVT
Vanguard Government Securities Active ETF
3.99%2.29%0.00%0.00%

Frequently Asked Questions


UNIY and VGVT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGVT is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGVT is cheaper with a 0.10% expense ratio, compared with 0.15% for UNIY.

UNIY has the higher dividend yield at 4.85%, compared with 3.99% for VGVT.

They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for UNIY and 0.10% for VGVT.

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