WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

10-Year Study

AGGY.US · · US · ETF

Executive Summary: WisdomTree Yield Enhanced U.S. Aggregate Bond Fund has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 19.5% and an annualized volatility of 7.6%.

1Y CAGR
+5.5%
3Y CAGR
+4.5%
5Y CAGR
+0.1%
10Y CAGR
+1.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +11.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.3-2.40.8————————-0.2%
20250.42.2-0.3-0.0-0.21.9-0.31.21.60.30.7-0.47.4%
2024-0.2-1.11.0-2.51.80.82.01.71.4-2.31.3-1.81.8%
20233.8-2.82.50.6-1.1-0.00.1-0.5-2.3-1.44.93.77.3%
2022-2.6-1.6-3.0-4.80.9-2.23.1-3.1-4.8-1.44.1-0.7-15.3%
2021-0.8-2.0-1.41.10.11.21.3-0.2-1.10.10.2-0.2-1.7%
20202.11.3-3.73.10.90.81.6-1.10.0-0.81.40.35.9%
20191.70.12.30.21.61.80.43.0-0.60.30.10.211.8%
2018-1.1-1.70.6-1.10.6-0.30.60.4-0.3-1.40.12.0-1.7%
20170.40.80.00.91.00.10.60.9-0.30.2-0.10.65.2%
2016———0.80.12.31.0-0.0-0.0-1.0-2.90.30.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 50.6% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110075.207724391606
2016-05-0110083.801328998214
2016-06-0110320.67281903073
2016-07-0110427.518145095079
2016-08-0110426.560259231283
2016-09-0110421.60662090709
2016-10-0110313.228677460673
2016-11-0110016.995632040462
2016-12-0110047.511138844187
2017-01-0110088.426549311964
2017-02-0110164.783736740124
2017-03-0110165.851095274063
2017-04-0110258.930233067316
2017-05-0110363.53136939363
2017-06-0110376.230199130787
2017-07-0110438.848566455383
2017-08-0110529.628778175525
2017-09-0110496.020668440122
2017-10-0110515.698380899208
2017-11-0110505.325845402693
2017-12-0110569.942088957492
2018-01-0110458.444174411858
2018-02-0110285.121569400197
2018-03-0110347.000996201297
2018-04-0110230.522075163935
2018-05-0110288.706799347543
2018-06-0110255.563948460267
2018-07-0110313.858145314021
2018-08-0110359.37140792801
2018-09-0110325.407512014626
2018-10-0110175.922580927672
2018-11-0110188.812987837588
2018-12-0110390.735327925384
2019-01-0110562.935838068026
2019-02-0110570.872606653747
2019-03-0110818.882940873811
2019-04-0110835.331209563532
2019-05-0111013.00535321357
2019-06-0111216.104524505457
2019-07-0111264.299867538068
2019-08-0111599.122029185413
2019-09-0111532.808959243324
2019-10-0111572.355961334253
2019-11-0111587.572662484808
2019-12-0111613.572421644938
2020-01-0111853.536514609126
2020-02-0112012.98345867954
2020-03-0111565.513919450008
2020-04-0111922.750610310135
2020-05-0112028.419105170393
2020-06-0112128.039235004979
2020-07-0112320.793238967892
2020-08-0112189.207089450118
2020-09-0112193.668100758645
2020-10-0112093.30903040056
2020-11-0112263.566400648078
2020-12-0112295.778733839097
2021-01-0112201.331187668999
2021-02-0111957.426078579483
2021-03-0111789.522370740144
2021-04-0111920.7253659124
2021-05-0111936.899952926751
2021-06-0112082.525972390991
2021-07-0112244.600260544954
2021-08-0112217.615247353497
2021-09-0112077.271284223894
2021-10-0112087.260665374888
2021-11-0112111.070971132056
2021-12-0112084.085957940599
2022-01-0111774.770928437714
2022-02-0111589.296857039639
2022-03-0111241.611656649917
2022-04-0110705.934513448718
2022-05-0110803.803080560936
2022-06-0110564.550559952706
2022-07-0110894.41908327586
2022-08-0110552.070675555848
2022-09-0110049.67322407961
2022-10-019913.24290890779
2022-11-0110316.896011910625
2022-12-0110239.88198846158
2023-01-0110625.198419214643
2023-02-0110327.898015260489
2023-03-0110581.354614820408
2023-04-0110644.547713663284
2023-05-0110530.504559536714
2023-06-0110530.477191369175
2023-07-0110536.498188227308
2023-08-0110488.521790534993
2023-09-0110243.49458657646
2023-10-0110100.2222295204
2023-11-0110595.777639112393
2023-12-0110986.102444524724
2024-01-0110961.607934579131
2024-02-0110836.562777102696
2024-03-0110944.831247878968
2024-04-0110668.549596593211
2024-05-0110862.234118252378
2024-06-0110949.620677197938
2024-07-0111173.054396969797
2024-08-0111358.309523027574
2024-09-0111517.318576417398
2024-10-0111249.356848062882
2024-11-0111392.19131443835
2024-12-0111186.02690838232
2025-01-0111232.88121120562
2025-02-0111483.163103331253
2025-03-0111449.226575585404
2025-04-0111446.900281344762
2025-05-0111419.477377472713
2025-06-0111632.237511905152
2025-07-0111602.95357264059
2025-08-0111744.8575213198
2025-09-0111934.382081513351
2025-10-0111974.668024127775
2025-11-0112055.869377209978
2025-12-0112011.99820464821
2026-01-0112033.78326600764
2026-02-0112184.308187461002
2026-03-0111891.468794815373
2026-04-0111989.994197948481
Annual Return Matrix
YearAnnual Return
20170.05199605582854816
2018-0.01695437491746765
20190.11768532785481933
20200.05874215852158371
2021-0.017216703429763336
2022-0.15261427102537028
20230.07287393125272268
20240.018197942797924416
20250.07383955921355234
2026-0.0018318356633796329
Total Factor Risk
0.07602790980423087
VTI.US Exposure
0.022723351931163097
VEA.US Exposure
0.02961047777948576
VWO.US Exposure
-0.012221737094944429
QQQ.US Exposure
-0.020946949538017172
VTV.US Exposure
-0.011766971725849552
IJR.US Exposure
-0.00007907811756382183
QUAL.US Exposure
0.0006502649072242519
SHV.US Exposure
0.399139556470107
TLT.US Exposure
0.0453109585337568
LQD.US Exposure
0.5056866592174901
HYG.US Exposure
-0.025922999986248127
GLD.US Exposure
0.0008776190153173518
USO.US Exposure
0.002031075792539779
VNQ.US Exposure
-0.0006605295705268438
BTC-USD.CC Exposure
0.0011171336349691458
CPER.US Exposure
-0.0025377269020577763
VIX.INDX Exposure
-0.0021920327626009195
UUP.US Exposure
-0.004996268972554376
TIP.US Exposure
0.06204678766919987
Idiosyncratic Exposure
0.012130409719109881
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$86.210.86%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Yield Enhanced U.S. Aggregate Bond Fund a high-risk investment?

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 19.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of AGGY.US?

Over the past 10 years, AGGY.US has generated a Compound Annual Growth Rate (CAGR) of 1.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest