WTBN vs. VGVT
WTBN (WisdomTree Bianco Total Return Fund) and VGVT (Vanguard Government Securities Active ETF) are both Intermediate Core Bond funds. WTBN is passively managed, while VGVT is actively managed. Their correlation of 0.86 suggests significant overlap in exposure. WTBN charges 0.59%/yr vs 0.10%/yr for VGVT.
Performance
WTBN vs. VGVT - Performance Comparison
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Returns By Period
In the year-to-date period, WTBN achieves a -0.10% return, which is significantly lower than VGVT's 0.11% return.
WTBN
- 1D
- -0.24%
- 1M
- 0.26%
- YTD
- -0.10%
- 6M
- -0.24%
- 1Y
- 4.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGVT
- 1D
- -0.15%
- 1M
- 0.17%
- YTD
- 0.11%
- 6M
- 0.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTBN vs. VGVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTBN WisdomTree Bianco Total Return Fund | -0.10% | 3.00% |
VGVT Vanguard Government Securities Active ETF | 0.11% | 3.28% |
Correlation
The correlation between WTBN and VGVT is 0.86, 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 | 0.86 |
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Return for Risk
WTBN vs. VGVT — Risk / Return Rank
WTBN
VGVT
WTBN vs. VGVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bianco Total Return Fund (WTBN) 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.
| WTBN | VGVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | — | — |
| Martin ratioReturn relative to average drawdown | 4.71 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTBN | VGVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.17 | -0.36 |
Drawdowns
WTBN vs. VGVT - Drawdown Comparison
The maximum WTBN drawdown since its inception was -4.08%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for WTBN and VGVT.
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Drawdown Indicators
| WTBN | VGVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.08% | -2.77% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | — | — |
Current DrawdownCurrent decline from peak | -1.59% | -1.76% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -0.67% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | — | — |
Volatility
WTBN vs. VGVT - Volatility Comparison
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Volatility by Period
| WTBN | VGVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 3.22% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.53% | 3.22% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.53% | 3.22% | +1.31% |
WTBN vs. VGVT - Expense Ratio Comparison
WTBN has a 0.59% expense ratio, which is higher than VGVT's 0.10% expense ratio.
Dividends
WTBN vs. VGVT - Dividend Comparison
WTBN's dividend yield for the trailing twelve months is around 3.98%, which matches VGVT's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
VGVT Vanguard Government Securities Active ETF | 3.99% | 2.29% | 0.00% | 0.00% |
WTBN WisdomTree Bianco Total Return Fund | 3.98% | 4.13% | 3.47% | 0.03% |
Frequently Asked Questions
WTBN and VGVT have a correlation of 0.86, 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 0.59% for WTBN.
WTBN and VGVT have nearly identical dividend yields, around 3.98%.
They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.59% for WTBN and 0.10% for VGVT.
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