AGZD vs. BTC-USD
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) is Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AGZD returned 3.19%/yr vs 59.68%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
AGZD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.47% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, AGZD has underperformed BTC-USD with an annualized return of 3.19%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
AGZD
- 1D
- -0.38%
- 1M
- 0.49%
- YTD
- 2.47%
- 6M
- 2.73%
- 1Y
- 5.70%
- 3Y*
- 6.10%
- 5Y*
- 4.39%
- 10Y*
- 3.19%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
AGZD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.47% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between AGZD and BTC-USD is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.01 |
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Return for Risk
AGZD vs. BTC-USD — Risk / Return Rank
AGZD
BTC-USD
AGZD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Bitcoin (BTC-USD). 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.
| AGZD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.90 | ||
| Sortino ratioReturn per unit of downside risk | +4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.86 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 6.60 | -0.80 | +7.40 |
| Martin ratioReturn relative to average drawdown | 20.71 | -1.42 | +22.12 |
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
| AGZD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | -0.95 | +2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.20 | +1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.87 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.13 | -0.48 |
Drawdowns
AGZD vs. BTC-USD - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AGZD and BTC-USD.
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Drawdown Indicators
| AGZD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -85.30% | +76.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -51.21% | +50.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -51.21% | +49.50% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -76.67% | +74.44% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | -83.80% | +75.34% |
Current DrawdownCurrent decline from peak | -0.38% | -49.86% | +49.48% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -42.32% | +41.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 34.46% | -34.18% |
Volatility
AGZD vs. BTC-USD - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.18%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 11.59% | -10.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.05% | 34.53% | -32.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.95% | 35.67% | -32.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 44.95% | -41.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 56.71% | -52.99% |
Frequently Asked Questions
AGZD and BTC-USD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to AGZD (1.18%). In terms of maximum drawdown, AGZD dropped -8.46% vs BTC-USD's -85.30%.
AGZD currently has the higher Sharpe Ratio (1.94 vs -0.95), 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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