PortfoliosLab logoPortfoliosLab logo
AGZD vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZD vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AGZD achieves a 2.22% return, which is significantly lower than COMB's 26.81% return.


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%

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.22%4.35%6.64%7.15%1.17%0.69%0.31%4.65%0.18%2.56%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between AGZD and COMB is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

-0.01

The correlation between AGZD and COMB shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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

AGZD vs. COMB — Risk / Return Rank

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

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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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.

AGZD vs. COMB - 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 GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


AGZDCOMBDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

6.09

5.08

+1.01

Martin ratioReturn relative to average drawdown

19.08

13.24

+5.83

AGZD vs. COMB - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.83, which is comparable to the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of AGZD and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AGZDCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.29

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.68

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.52

+0.12

Drawdowns

AGZD vs. COMB - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for AGZD and COMB.


Loading charts...

Drawdown Indicators


AGZDCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-33.50%

+25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-7.69%

+6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-11.35%

+9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-26.63%

+24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

Current Drawdown

Current decline from peak

-0.39%

-4.35%

+3.96%

Average Drawdown

Average peak-to-trough decline

-0.77%

-12.06%

+11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.94%

-2.66%

Volatility

AGZD vs. COMB - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.03%, while GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a volatility of 5.14%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGZDCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

5.14%

-4.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

14.99%

-13.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

17.02%

-14.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

16.70%

-13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

15.13%

-11.41%

AGZD vs. COMB - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than COMB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AGZD vs. COMB - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.99%, less than COMB's 7.14% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%0.00%0.00%

Frequently Asked Questions


AGZD and COMB have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMB has higher volatility (5.14%) compared to AGZD (1.03%). In terms of maximum drawdown, AGZD dropped -8.46% vs COMB's -33.50%.

On 5-year performance, COMB leads with 11.27% vs 4.32% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs 4.32%. 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 0.25% for COMB.

COMB has the higher dividend yield at 7.14%, compared with 3.99% for AGZD.

AGZD is categorized as Nontraditional Bonds, while COMB is Commodities. They also come from different issuers: WisdomTree and GraniteShares. Their fees differ too: 0.23% for AGZD and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.29 vs 1.83), 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 AGZD and COMB

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