AGZ vs. THTA
AGZ (iShares Agency Bond ETF) and THTA (SoFi Enhanced Yield ETF) are both exchange-traded funds - AGZ is a Government Bonds fund tracking the Bloomberg U.S. Agency Bond Index (USD), while THTA is a Derivative Income fund actively managed by SoFi. AGZ is passively managed, while THTA is actively managed. Over the past year, AGZ returned 3.95% vs 16.78% for THTA. At a correlation of -0.01, they often move in opposite directions. AGZ charges 0.20%/yr vs 0.49%/yr for THTA.
Performance
AGZ vs. THTA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGZ achieves a 0.16% return, which is significantly lower than THTA's 6.86% return.
AGZ
- 1D
- -0.13%
- 1M
- -0.03%
- YTD
- 0.16%
- 6M
- 0.29%
- 1Y
- 3.95%
- 3Y*
- 4.10%
- 5Y*
- 1.15%
- 10Y*
- 1.83%
THTA
- 1D
- -0.02%
- 1M
- 0.56%
- YTD
- 6.86%
- 6M
- 8.04%
- 1Y
- 16.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGZ vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGZ iShares Agency Bond ETF | 0.16% | 6.05% | 3.08% | 2.73% |
THTA SoFi Enhanced Yield ETF | 6.86% | -10.24% | 7.31% | 1.04% |
Correlation
The correlation between AGZ and THTA is -0.03, 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 | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGZ vs. THTA — Risk / Return Rank
AGZ
THTA
AGZ vs. THTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and SoFi Enhanced Yield ETF (THTA). 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.
| AGZ | THTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.75 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 6.39 | -3.46 |
| Martin ratioReturn relative to average drawdown | 9.76 | 52.08 | -42.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AGZ | THTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.91 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.08 | +0.61 |
Drawdowns
AGZ vs. THTA - Drawdown Comparison
The maximum AGZ drawdown since its inception was -11.01%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for AGZ and THTA.
Loading charts...
Drawdown Indicators
| AGZ | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.01% | -31.41% | +20.40% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -2.64% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -1.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -11.01% | — | — |
Current DrawdownCurrent decline from peak | -0.78% | -6.79% | +6.01% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -7.52% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.32% | +0.09% |
Volatility
AGZ vs. THTA - Volatility Comparison
iShares Agency Bond ETF (AGZ) and SoFi Enhanced Yield ETF (THTA) have volatilities of 0.76% and 0.75%, 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.
Loading charts...
Volatility by Period
| AGZ | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 0.75% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.93% | 4.00% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 5.80% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.54% | 20.25% | -16.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.03% | 20.25% | -17.22% |
AGZ vs. THTA - Expense Ratio Comparison
AGZ has a 0.20% expense ratio, which is lower than THTA's 0.49% expense ratio.
Dividends
AGZ vs. THTA - Dividend Comparison
AGZ's dividend yield for the trailing twelve months is around 3.73%, less than THTA's 11.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZ iShares Agency Bond ETF | 3.73% | 3.75% | 3.48% | 3.14% | 1.56% | 0.96% | 2.25% | 2.32% | 2.15% | 1.58% | 1.52% | 1.30% |
THTA SoFi Enhanced Yield ETF | 11.26% | 12.66% | 12.44% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGZ and THTA have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZ has higher volatility (0.76%) compared to THTA (0.75%). In terms of maximum drawdown, AGZ dropped -11.01% vs THTA's -31.41%.
On 1-year performance, THTA leads with 16.78% vs 3.95% for AGZ. On fees, AGZ is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, THTA has performed better with a 16.78% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZ is cheaper with a 0.20% expense ratio, compared with 0.49% for THTA.
THTA has the higher dividend yield at 11.26%, compared with 3.73% for AGZ.
AGZ is categorized as Government Bonds, while THTA is Derivative Income. They also come from different issuers: iShares and SoFi. Their fees differ too: 0.20% for AGZ and 0.49% for THTA.
THTA currently has the higher Sharpe Ratio (2.91 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.
Find the right allocation for AGZ and THTA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer