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

ETF · Currency in USD · Last updated Mar 18, 2023

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.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,189 for a total return of roughly 11.89%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
2.54%
6.48%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Popular comparisons: AGZD vs. FPEI

Return

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund had a return of 0.14% year-to-date (YTD) and 2.16% in the last 12 months. Over the past 10 years, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund had an annualized return of 1.30%, while the S&P 500 had an annualized return of 7.86%, indicating that WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.31%-5.31%
Year-To-Date0.14%2.01%
6 months1.69%0.39%
1 year2.16%-10.12%
5 years (annualized)1.40%7.83%
10 years (annualized)1.30%7.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.86%0.53%
2022-0.37%0.05%1.45%0.59%

Sharpe 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 Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
0.52
-0.43
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

Dividend History

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund granted a 9.18% dividend yield in the last twelve months. The annual payout for that period amounted to $3.97 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$3.97$3.74$0.77$1.08$1.36$1.24$1.14$0.87$0.80$0.83$0.03

Dividend yield

9.18%8.66%1.81%2.53%3.21%3.06%2.82%2.22%2.08%2.14%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.12$0.12
2022$0.06$0.06$0.06$0.06$0.07$0.08$0.10$0.10$0.11$0.11$0.14$2.82
2021$0.09$0.08$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07
2020$0.11$0.11$0.10$0.09$0.09$0.08$0.08$0.08$0.09$0.09$0.09$0.09
2019$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.10
2018$0.09$0.09$0.09$0.10$0.10$0.11$0.10$0.11$0.11$0.11$0.12$0.13
2017$0.08$0.08$0.09$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.12
2016$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.10
2015$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07
2014$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.04$0.05$0.07$0.08
2013$0.03

Drawdowns 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%NovemberDecember2023FebruaryMarch
-1.88%
-18.34%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)

Worst 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
-1.88%Feb 23, 202317Mar 17, 2023
-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
-1%Jan 17, 20233Jan 19, 202318Feb 14, 202321
-0.95%Feb 5, 20187Feb 13, 2018105Jul 19, 2018112

Volatility Chart

Current WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund volatility is 10.91%. 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%NovemberDecember2023FebruaryMarch
10.91%
21.17%
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund)
Benchmark (^GSPC)