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ABXB vs. AGZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABXB vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus Flexible Bond Leaders ETF (ABXB) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABXB vs. AGZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABXB
ABXB Risk / Return Rank: 4141
Overall Rank
ABXB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ABXB Sortino Ratio Rank: 4444
Sortino Ratio Rank
ABXB Omega Ratio Rank: 4646
Omega Ratio Rank
ABXB Calmar Ratio Rank: 3232
Calmar Ratio Rank
ABXB Martin Ratio Rank: 3535
Martin Ratio Rank

AGZD
AGZD Risk / Return Rank: 6969
Overall Rank
AGZD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 5656
Sortino Ratio Rank
AGZD Omega Ratio Rank: 5858
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8787
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.

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.


ABXBAGZDDifference
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

ABXB vs. AGZD - Sharpe Ratio Comparison

The current ABXB Sharpe Ratio is 1.54, which is comparable to the AGZD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of ABXB and AGZD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABXBAGZDDifference

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


ABXBAGZDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.60%

-0.39%

-1.21%

Average Drawdown

Average peak-to-trough decline

-5.73%

-0.77%

-4.96%

Ulcer Index

Depth 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


ABXBAGZDDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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