VTG vs. AGGY
VTG (Vanguard Total Treasury ETF) and AGGY (WisdomTree Yield Enhanced U.S. Aggregate Bond Fund) are both exchange-traded funds - VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index, while AGGY is a Intermediate Core Bond fund tracking the Bloomberg US Aggregate Yield Enhanced. Both are passively managed. Over the past year, VTG returned 1.06% vs 1.88% for AGGY. Their correlation of 0.94 means they have usually moved in the same direction. VTG charges 0.03%/yr vs 0.12%/yr for AGGY.
Performance
VTG vs. AGGY - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VTG having a -0.78% return and AGGY slightly higher at -0.77%.
VTG
- 1D
- -0.22%
- 1M
- -1.11%
- 6M
- -0.79%
- YTD
- -0.78%
- 1Y
- 1.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.14%
AGGY
- 1D
- -0.20%
- 1M
- -1.65%
- 6M
- -0.95%
- YTD
- -0.77%
- 1Y
- 1.88%
- 3Y*
- 4.38%
- 5Y*
- -0.54%
- 10Y*
- 1.41%
- ALL TIME*
- 1.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.13M | $5.22M | $4.97M | |
| $2.81M | $3.14M | $2.90M |
VTG vs. AGGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VTG Vanguard Total Treasury ETF | -0.78% | 3.07% |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | -0.77% | 4.18% |
Correlation
The correlation between VTG and AGGY is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.94 |
The correlation between VTG and AGGY has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
VTG vs. AGGY — Risk / Return Rank
VTG
AGGY
VTG vs. AGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Treasury ETF (VTG) and WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY). 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.
| VTG | AGGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.98 | -0.29 |
| Martin ratioReturn relative to average drawdown | 1.62 | 2.44 | -0.82 |
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Drawdowns
VTG vs. AGGY - Drawdown Comparison
The maximum VTG drawdown since its inception was -2.89%, smaller than the maximum AGGY drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for VTG and AGGY.
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Drawdown Indicators
| VTG | AGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.89% | -20.98% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -2.81% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.78% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.98% | — |
Current DrawdownCurrent decline from peak | -2.55% | -3.48% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -4.99% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.12% | +0.10% |
Volatility
VTG vs. AGGY - Volatility Comparison
The current volatility for Vanguard Total Treasury ETF (VTG) is 0.88%, while WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a volatility of 1.14%. This indicates that VTG experiences smaller price fluctuations and is considered to be less risky than AGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTG | AGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 1.14% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 3.27% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.49% | 4.16% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.51% | 6.08% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.51% | 5.50% | -1.99% |
VTG vs. AGGY - Expense Ratio Comparison
VTG has a 0.03% expense ratio, which is lower than AGGY's 0.12% 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
VTG vs. AGGY - Dividend Comparison
VTG's dividend yield for the trailing twelve months is around 3.57%, less than AGGY's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.59% | 4.48% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% |
VTG Vanguard Total Treasury ETF | 3.31% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, VTG and AGGY 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.
AGGY has higher volatility (1.14%) compared to VTG (0.88%). In terms of maximum drawdown, VTG dropped -2.89% vs AGGY's -20.98%.
On 1-year performance, AGGY leads with 1.88% vs 1.06% for VTG. On fees, VTG is cheaper at 0.03% per year. On volatility, VTG has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AGGY has performed better with a 1.88% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTG is cheaper with a 0.03% expense ratio, compared with 0.12% for AGGY.
AGGY has the higher dividend yield at 4.59%, compared with 3.31% for VTG.
VTG is categorized as Government Bonds, while AGGY is Intermediate Core Bond. VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index, while AGGY tracks Bloomberg US Aggregate Yield Enhanced. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.03% for VTG and 0.12% for AGGY.
AGGY currently has the higher Sharpe Ratio (0.66 vs 0.57), 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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