ABXB vs. AGZD
ABXB (Abacus Flexible Bond Leaders ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both Nontraditional Bonds funds - ABXB tracks the Abacus Flexible Bond Leaders Index while AGZD tracks the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. Both are passively managed. Over the past 5 years, ABXB returned 1.12%/yr vs 4.32%/yr for AGZD. At a correlation of -0.09, they often move in opposite directions. ABXB charges 0.62%/yr vs 0.23%/yr for AGZD.
Performance
ABXB vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, ABXB achieves a 0.19% return, which is significantly lower than AGZD's 2.22% return.
ABXB
- 1D
- -0.31%
- 1M
- 0.32%
- YTD
- 0.19%
- 6M
- 0.47%
- 1Y
- 5.34%
- 3Y*
- 6.41%
- 5Y*
- 1.12%
- 10Y*
- —
AGZD
- 1D
- -0.18%
- 1M
- 0.67%
- YTD
- 2.22%
- 6M
- 2.64%
- 1Y
- 5.26%
- 3Y*
- 6.02%
- 5Y*
- 4.32%
- 10Y*
- 3.15%
ABXB vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABXB Abacus Flexible Bond Leaders ETF | 0.19% | 8.73% | 4.69% | 7.79% | -14.49% | 1.30% | 0.87% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.22% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.09% |
Correlation
The correlation between ABXB and AGZD is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | -0.09 |
The correlation between ABXB and AGZD shifts across timeframes, from -0.10 (5 years) to 0.06 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ABXB vs. AGZD — Risk / Return Rank
ABXB
AGZD
ABXB vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus Flexible Bond Leaders ETF (ABXB) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABXB | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 6.09 | -4.53 |
| Martin ratioReturn relative to average drawdown | 5.28 | 19.08 | -13.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABXB | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.83 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 1.21 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.64 | -0.40 |
Drawdowns
ABXB vs. AGZD - Drawdown Comparison
The maximum ABXB drawdown since its inception was -16.96%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for ABXB and AGZD.
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Drawdown Indicators
| ABXB | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.96% | -8.46% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -0.87% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -3.81% | -1.71% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -2.23% | -14.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.46% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.39% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -0.77% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.28% | +0.73% |
Volatility
ABXB vs. AGZD - Volatility Comparison
Abacus Flexible Bond Leaders ETF (ABXB) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) have volatilities of 0.98% and 1.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABXB | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.03% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 1.99% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 2.89% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 3.59% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 3.72% | +1.72% |
ABXB vs. AGZD - Expense Ratio Comparison
ABXB has a 0.62% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
ABXB vs. AGZD - Dividend Comparison
ABXB's dividend yield for the trailing twelve months is around 5.20%, more than AGZD's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABXB Abacus Flexible Bond Leaders ETF | 5.20% | 5.50% | 15.35% | 4.79% | 3.18% | 3.40% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.99% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
Frequently Asked Questions
ABXB and AGZD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZD has higher volatility (1.03%) compared to ABXB (0.98%). In terms of maximum drawdown, ABXB dropped -16.96% vs AGZD's -8.46%.
On 5-year performance, AGZD leads with 4.32% vs 1.12% for ABXB. On fees, AGZD is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AGZD has performed better with a 4.32% return vs 1.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZD is cheaper with a 0.23% expense ratio, compared with 0.62% for ABXB.
ABXB has the higher dividend yield at 5.20%, compared with 3.99% for AGZD.
ABXB tracks Abacus Flexible Bond Leaders Index, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: Abacus and WisdomTree. Their fees differ too: 0.62% for ABXB and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (1.83 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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