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WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

ETF · Currency in USD · Last updated Nov 26, 2022

AGZD is a passive ETF by WisdomTree tracking the investment results of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. AGZD launched on Dec 18, 2013 and has a 0.23% expense ratio.

ETF Info

ISINUS97717W3806
CUSIP97717W380
IssuerWisdomTree
Inception DateDec 18, 2013
RegionNorth America (U.S.)
CategoryTotal Bond Market
Expense Ratio0.23%
Index TrackedBloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration
Asset ClassBond

Trading Data

Previous Close$46.07
Year Range$44.92 - $46.13
EMA (50)$45.55
EMA (200)$45.51
Average Volume$81.91K

AGZDShare Price Chart


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AGZDPerformance

The chart shows the growth of $10,000 invested in WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund in Dec 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,127 for a total return of roughly 11.27%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
1.50%
-2.57%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGZDCompare to other instruments

Search for stocks, ETFs, and funds to compare with AGZD

AGZDReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.14%4.33%
6M1.78%-0.78%
YTD0.75%-15.53%
1Y0.77%-14.36%
5Y1.46%9.68%
10Y1.28%8.51%

AGZDMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.09%-0.76%0.70%-0.67%0.09%-0.80%0.71%0.29%-0.37%0.05%1.63%
20210.52%0.17%-0.48%0.27%-0.12%0.28%-0.12%-0.11%0.26%0.13%-0.53%0.43%
20200.12%-0.42%-3.25%1.84%-0.12%0.89%0.44%-0.16%-0.25%0.21%0.74%0.33%
20190.68%0.65%0.45%0.32%-0.35%0.48%0.64%-0.05%0.48%0.09%0.69%0.47%
20180.02%-0.20%-0.39%0.56%-0.14%-0.03%0.66%0.07%0.44%-0.67%0.18%-0.32%
2017-0.15%0.06%0.27%-0.07%-0.12%0.40%0.37%-0.01%0.34%0.65%-0.05%0.92%
2016-1.64%-0.10%1.27%0.49%0.22%-0.44%0.40%0.68%-0.21%0.38%0.58%0.61%
2015-0.91%0.94%-0.22%-0.05%-0.15%-0.25%0.14%-0.99%-0.08%0.23%0.23%0.23%
2014-0.03%-0.03%0.60%0.22%0.05%0.17%-0.11%0.47%-0.46%-0.20%-0.11%-0.23%
2013-0.07%

AGZDSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund Sharpe ratio is 0.23. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20JuneJulyAugustSeptemberOctoberNovember
0.23
-0.60
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGZDDividend History

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund granted a 2.16% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


PeriodTTM202120202019201820172016201520142013
Dividend$1.00$0.77$1.08$1.36$1.24$1.14$0.87$0.80$0.83$0.03

Dividend yield

2.16%1.69%2.37%3.00%2.86%2.63%2.07%1.94%2.00%0.06%

AGZDDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember0
-16.06%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

AGZDWorst Drawdowns

The table below shows the maximum drawdowns of the WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund is 8.45%, recorded on Mar 20, 2020. It took 180 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.45%Feb 21, 202021Mar 20, 2020180Dec 4, 2020201
-4.38%Aug 27, 2014361Feb 11, 2016183Dec 30, 2016544
-2.23%Apr 7, 202260Jul 5, 202297Nov 18, 2022157
-1.52%Nov 11, 202179Mar 7, 202221Apr 5, 2022100
-1.38%Feb 19, 20142Feb 21, 20144Mar 5, 20146
-1.08%Jul 30, 20143Aug 1, 201413Aug 26, 201416
-1.03%Sep 19, 201873Jan 3, 201928Feb 13, 2019101
-0.95%Feb 5, 20187Feb 13, 2018105Jul 19, 2018112
-0.79%Mar 12, 202112Mar 29, 2021142Oct 19, 2021154
-0.79%Jul 16, 20142Jul 17, 20145Jul 24, 20147

AGZDVolatility Chart

Current WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund volatility is 2.62%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
2.62%
12.31%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)