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

ETF · Currency in USD · Last updated Jun 28, 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$45.62
Year Range$45.62 - $46.50
EMA (50)$45.90
EMA (200)$46.07
Average Volume$70.65K

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 on Dec 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,882 for a total return of roughly 8.82%. All prices are adjusted for splits and dividends.


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

AGZDReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.87%-6.21%
YTD-1.47%-18.17%
6M-1.42%-17.47%
1Y-1.34%-8.89%
5Y1.31%10.55%
10Y1.06%8.54%

AGZDMonthly Returns Heatmap


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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 -0.52. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


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 1.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM202120202019201820172016201520142013
Dividend$0.76$0.77$1.08$1.36$1.24$1.14$0.87$0.80$0.83$0.03

Dividend yield

1.66%1.67%2.34%2.97%2.82%2.60%2.05%1.92%1.98%0.06%

AGZDDrawdowns Chart

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


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
-1.89%Apr 7, 202255Jun 27, 2022
-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 3.80%. 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.


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

Portfolios with WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund


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