AGOX vs. WIMA

Last updated Jun 26, 2026

AGOX (Adaptive Alpha Opportunities ETF) and WIMA (WisdomTree International Adaptive Moving Average Fund) are both Tactical Allocation funds. AGOX is actively managed, while WIMA is passively managed. At a 0.48 correlation, their price movements are largely independent. AGOX charges 1.33%/yr vs 0.42%/yr for WIMA.

Performance

AGOX vs. WIMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree International Adaptive Moving Average Fund (WIMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AGOX

• 1D: 1.03%
• 1M: 1.40%
• YTD: 21.36%
• 6M: 17.43%
• 1Y: 24.39%
• 3Y*: 17.77%
• 5Y*: 8.70%
• 10Y*: —

WIMA

• 1D: 0.78%
• 1M: -0.54%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AGOX vs. WIMA - Yearly Performance Comparison

	2026 (YTD)
AGOX Adaptive Alpha Opportunities ETF	24.18%
WIMA WisdomTree International Adaptive Moving Average Fund	7.48%

Correlation

The correlation between AGOX and WIMA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.48

Return for Risk

AGOX vs. WIMA — Risk / Return Rank

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

AGOX

AGOX Risk / Return Rank: 41
AGOX Sharpe Ratio Rank: 42
AGOX Sortino Ratio Rank: 45
AGOX Omega Ratio Rank: 42
AGOX Calmar Ratio Rank: 35
AGOX Martin Ratio Rank: 41

WIMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AGOX vs. WIMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and WisdomTree International Adaptive Moving Average Fund (WIMA). 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.

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.

	AGOX	WIMA	Difference
Sharpe ratio: Return per unit of total volatility	1.31	—	—
Sortino ratio: Return per unit of downside risk	2.03	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.60	—	—
Martin ratio: Return relative to average drawdown	5.81	—	—

Drawdowns

AGOX vs. WIMA - Drawdown Comparison

The maximum AGOX drawdown since its inception was -26.93%, which is greater than WIMA's maximum drawdown of -4.81%. Use the drawdown chart below to compare losses from any high point for AGOX and WIMA.

Drawdown Indicators

	AGOX	WIMA	Difference
Max Drawdown Largest peak-to-trough decline	-26.93%	-4.81%	-22.12%
Max Drawdown (1Y) Largest decline over 1 year	-15.32%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	—	—
Current Drawdown Current decline from peak	-2.31%	-1.34%	-0.97%
Average Drawdown Average peak-to-trough decline	-8.10%	-1.32%	-6.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	—	—

Volatility

Volatility by Period

	AGOX	WIMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.67%	20.49%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.75%	20.49%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.66%	20.49%	-0.83%

AGOX vs. WIMA - Expense Ratio Comparison

AGOX has a 1.33% expense ratio, which is higher than WIMA's 0.42% expense ratio.

Dividends

AGOX vs. WIMA - Dividend Comparison

AGOX's dividend yield for the trailing twelve months is around 2.66%, more than WIMA's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021
AGOX Adaptive Alpha Opportunities ETF	2.66%	3.23%	3.94%	0.27%	0.20%	6.36%
WIMA WisdomTree International Adaptive Moving Average Fund	1.01%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGOX and WIMA in my portfolio?

AGOX and WIMA have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AGOX or WIMA?

On fees, WIMA is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AGOX or WIMA?

WIMA is cheaper with a 0.42% expense ratio, compared with 1.33% for AGOX.

Which ETF pays a higher dividend yield, AGOX or WIMA?

AGOX has the higher dividend yield at 2.66%, compared with 1.01% for WIMA.

What is the main difference between AGOX and WIMA?

They also come from different issuers: Adaptive Funds and WisdomTree. Their fees differ too: 1.33% for AGOX and 0.42% for WIMA.