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ISIN
US97717W4309
CUSIP
97717W430
Inception Date
Dec 18, 2013
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$240M

Share Price Chart


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Performance

HYZD Performance Chart

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) is up 3.0% since the beginning of the year. HYZD is currently trading at $23 per share. Investors who bought $1,000 worth of HYZD shares 5 years ago would now be looking at an investment worth $1,347.


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S&P 500 Index

Returns By Period

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) has returned 2.95% so far this year and 7.29% over the past 12 months. Over the last ten years, HYZD has returned 5.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


WisdomTree Interest Rate Hedged High Yield Bond Fund

1D
-0.18%
1M
0.40%
YTD
2.95%
6M
3.10%
1Y
7.29%
3Y*
9.45%
5Y*
6.14%
10Y*
5.67%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYZD Monthly Returns History

Based on dividend-adjusted daily data since Dec 18, 2013, HYZD's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +6.9%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HYZD closed higher 51% of trading days. The best single day was Apr 9, 2020 with a return of +6.5%, while the worst single day was Mar 30, 2020 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.82%-0.62%-1.10%2.82%0.04%1.00%2.95%
20251.85%-0.65%-1.24%-0.39%3.00%1.25%0.37%0.83%0.71%0.42%0.55%0.78%7.67%
20240.62%1.27%1.47%0.23%0.41%0.09%0.68%1.23%0.95%0.63%1.80%-0.37%9.39%
20232.28%0.13%-0.44%-0.29%-0.39%3.39%1.98%0.27%-0.25%-0.28%2.82%1.55%11.17%
2022-1.86%-0.57%1.93%-2.72%0.86%-6.40%5.00%-1.33%-1.03%4.43%1.25%-1.39%-2.35%
2021-0.19%3.00%-0.38%0.48%-0.02%1.22%-0.36%0.88%0.34%0.20%-1.51%2.53%6.27%

Benchmark Metrics

WisdomTree Interest Rate Hedged High Yield Bond Fund has an annualized alpha of 1.70%, beta of 0.23, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since December 18, 2013.

  • This ETF participated in 37.10% of S&P 500 Index downside but only 30.38% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.23 may look defensive, but with R2 of 0.21 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.21 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.70%
Beta
0.23
0.21
Upside Capture
30.38%
Downside Capture
37.10%

Expense Ratio

HYZD has an expense ratio of 0.43%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYZD ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HYZD Risk / Return Rank: 8484
Overall Rank
HYZD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 8989
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8686
Omega Ratio Rank
HYZD Calmar Ratio Rank: 7878
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYZDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratioReturn relative to maximum drawdown

3.83

2.46

+1.38

Martin ratioReturn relative to average drawdown

16.42

10.92

+5.50

Dividends

Dividend History

WisdomTree Interest Rate Hedged High Yield Bond Fund provided a 5.86% dividend yield over the last twelve months, with an annual payout of $1.33 per share. The fund has been increasing its distributions for 4 consecutive years.


4.00%4.50%5.00%5.50%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.33$1.36$1.35$1.28$1.06$0.90$1.12$1.27$1.25$1.19$1.21$0.96

Dividend yield

5.86%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.11$0.10$0.12$0.11$0.11$0.00$0.54
2025$0.11$0.11$0.13$0.12$0.12$0.11$0.12$0.12$0.11$0.12$0.11$0.12$1.36
2024$0.10$0.11$0.11$0.11$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.13$1.35
2023$0.10$0.10$0.10$0.10$0.10$0.10$0.11$0.11$0.11$0.11$0.11$0.15$1.28
2022$0.08$0.08$0.08$0.08$0.08$0.09$0.10$0.10$0.10$0.10$0.10$0.11$1.06
2021$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.07$0.90

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Interest Rate Hedged High Yield Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Interest Rate Hedged High Yield Bond Fund was 25.66%, occurring on Mar 24, 2020. Recovery took 234 trading sessions.

The current WisdomTree Interest Rate Hedged High Yield Bond Fund drawdown is 0.18%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.66%Mar 2020
1mo 5d11mo 9d
1y 9dFeb 2020 - Feb 2021
2016 correction2016
-15.99%Feb 2016
1y 10mo5mo 27d
2y 4moApr 2014 - Aug 2016
Bear market2022
-8.97%Jul 2022
6mo 2d6mo 11d
1y 8dJan 2022 - Jan 2023
Rate-hike selloffLate 2018
-7.19%Dec 2018
2mo 24d3mo 7d
6mo 1dOct 2018 - Apr 2019
2025 selloff2025
-5.85%Apr 2025
2mo 7d1mo 5d
3mo 12dJan 2025 - May 2025

Drawdown Indicators


HYZDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-56.78%

+31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

-9.10%

+7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

-18.90%

+13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

-25.43%

+16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-33.92%

+8.26%

Current Drawdown

Current decline from peak

-0.18%

-3.21%

+3.03%

Average Drawdown

Average peak-to-trough decline

-2.19%

-10.71%

+8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

2.04%

-1.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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