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AGRH vs. PXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGRH vs. PXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) and Invesco Dynamic Energy Exploration & Production ETF (PXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGRH achieves a 2.08% return, which is significantly lower than PXE's 39.33% return.


AGRH

1D
0.06%
1M
0.11%
6M
1.58%
YTD
2.08%
1Y
5.34%
3Y*
5.55%
5Y*
10Y*
ALL TIME*
5.41%

PXE

1D
1.60%
1M
13.35%
6M
28.40%
YTD
39.33%
1Y
43.00%
3Y*
10.53%
5Y*
22.63%
10Y*
9.83%
ALL TIME*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$25.59K$34.66K$39.67K
$1.20M$1.09M$1.99M

AGRH vs. PXE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
2.08%6.00%5.93%6.40%1.76%
PXE
Invesco Dynamic Energy Exploration & Production ETF
39.33%-2.82%-1.86%7.69%16.66%

Correlation

The correlation between AGRH and PXE is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.28

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.09

The correlation between AGRH and PXE shifts across timeframes, from -0.28 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AGRH vs. PXE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AGRH
AGRH Risk / Return Rank: 9898
Overall Rank
AGRH Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AGRH Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGRH Omega Ratio Rank: 9898
Omega Ratio Rank
AGRH Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGRH Martin Ratio Rank: 9797
Martin Ratio Rank

PXE
PXE Risk / Return Rank: 5555
Overall Rank
PXE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PXE Sortino Ratio Rank: 5353
Sortino Ratio Rank
PXE Omega Ratio Rank: 5151
Omega Ratio Rank
PXE Calmar Ratio Rank: 6565
Calmar Ratio Rank
PXE Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AGRH vs. PXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) and Invesco Dynamic Energy Exploration & Production ETF (PXE). 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.


AGRHPXEDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+4.84

Omega ratioGain probability vs. loss probability

1.97

1.23

+0.74

Calmar ratioReturn relative to maximum drawdown

8.07

2.28

+5.80

Martin ratioReturn relative to average drawdown

36.62

5.41

+31.21

AGRH vs. PXE - Sharpe Ratio Comparison

The current AGRH Sharpe Ratio is 3.86, which is higher than the PXE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of AGRH and PXE, 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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Drawdowns

AGRH vs. PXE - Drawdown Comparison

The maximum AGRH drawdown since its inception was -1.73%, smaller than the maximum PXE drawdown of -83.99%. Use the drawdown chart below to compare losses from any high point for AGRH and PXE.


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Drawdown Indicators


AGRHPXEDifference

Max Drawdown

Largest peak-to-trough decline

-1.73%

-83.99%

+82.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-16.70%

+16.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.73%

-37.65%

+35.92%

Max Drawdown (5Y)

Largest decline over 5 years

-37.65%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

Current Drawdown

Current decline from peak

-0.15%

-3.63%

+3.48%

Average Drawdown

Average peak-to-trough decline

-0.15%

-27.86%

+27.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

7.05%

-6.90%

Volatility

AGRH vs. PXE - Volatility Comparison

The current volatility for iShares Interest Rate Hedged U.S. Aggregate Bond ETF (AGRH) is 0.42%, while Invesco Dynamic Energy Exploration & Production ETF (PXE) has a volatility of 7.84%. This indicates that AGRH experiences smaller price fluctuations and is considered to be less risky than PXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGRHPXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

7.84%

-7.42%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

21.55%

-20.58%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

27.75%

-26.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.76%

33.27%

-31.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.76%

36.95%

-35.19%

AGRH vs. PXE - Expense Ratio Comparison

AGRH has a 0.13% expense ratio, which is lower than PXE's 0.63% expense ratio.


Dividends

AGRH vs. PXE - Dividend Comparison

AGRH's dividend yield for the trailing twelve months is around 4.11%, more than PXE's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
AGRH
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
4.11%4.63%5.17%4.69%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.72%2.98%2.54%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%

Frequently Asked Questions


AGRH and PXE have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXE has higher volatility (7.84%) compared to AGRH (0.42%). In terms of maximum drawdown, AGRH dropped -1.73% vs PXE's -83.99%.

On 3-year performance, PXE leads with 10.53% vs 5.55% for AGRH. On fees, AGRH is cheaper at 0.13% per year. On volatility, AGRH has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PXE has performed better with a 10.53% return vs 5.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGRH is cheaper with a 0.13% expense ratio, compared with 0.63% for PXE.

AGRH has the higher dividend yield at 4.11%, compared with 1.72% for PXE.

AGRH is categorized as Ultrashort Bond, while PXE is Energy Equities. AGRH tracks BlackRock Interest Rate Hedged U.S. Aggregate Bond Index - Benchmark TR Gross, while PXE tracks Dynamic Energy Exploration & Production Intellidex Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.13% for AGRH and 0.63% for PXE.

AGRH currently has the higher Sharpe Ratio (3.86 vs 1.37), 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

Find the right allocation for AGRH and PXE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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