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AGZD vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGZD vs. COMT

Last updated Jun 4, 2026

AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while COMT is a Commodities fund actively managed by iShares. AGZD is passively managed, while COMT is actively managed. Over the past 10 years, AGZD returned 3.15%/yr vs 9.09%/yr for COMT. At a 0.04 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.48%/yr for COMT.

Performance

AGZD vs. COMT - 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 iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZD achieves a 2.22% return, which is significantly lower than COMT's 39.67% return. Over the past 10 years, AGZD has underperformed COMT with an annualized return of 3.15%, while COMT has yielded a comparatively higher 9.09% annualized 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%

COMT

1D
0.78%
1M
-4.35%
YTD
39.67%
6M
39.06%
1Y
47.51%
3Y*
16.86%
5Y*
13.50%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. COMT - 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%2.62%
COMT
iShares Commodities Select Strategy ETF		39.67%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between AGZD and COMT 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

-0.05

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

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2014

0.04

The correlation between AGZD and COMT shifts across timeframes, from -0.14 (1 year) to 0.04 (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.

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

iShares Commodities Select Strategy ETF

Often compared with AGZD:
AGZD vs. AGZAGZD vs. EMNTAGZD vs. FFRAXAGZD vs. SEIXAGZD vs. VOOAGZD vs. FPEIAGZD vs. BND
Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC

Return for Risk

AGZD vs. COMT — 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
COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
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. COMT - 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 iShares Commodities Select Strategy ETF (COMT). 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.

AGZDCOMTDifference
Sharpe ratioReturn per unit of total volatility
1.83
2.24

-0.41

Sortino ratioReturn per unit of downside risk
2.71
2.88

-0.17

Omega ratioGain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratioReturn relative to maximum drawdown

6.09

5.95

+0.14

Martin ratioReturn relative to average drawdown

19.08

14.11

+4.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGZD vs. COMT - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.83, which is comparable to the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of AGZD and COMT, 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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Sharpe Ratios by Period

AGZDCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.24

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.64

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.48

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.20

+0.44

Drawdowns

AGZD vs. COMT - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for AGZD and COMT.

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Drawdown Indicators

AGZDCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-51.89%

+43.43%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-8.02%

+7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-13.31%

+11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-29.00%

+26.77%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

-39.22%

+30.76%

Current Drawdown

Current decline from peak

-0.39%

-4.82%

+4.43%

Average Drawdown

Average peak-to-trough decline

-0.77%

-24.07%

+23.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

3.38%

-3.10%

Volatility

AGZD vs. COMT - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.03%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGZDCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

7.37%

-6.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

18.80%

-16.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

21.29%

-18.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

21.06%

-17.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

18.89%

-15.17%

AGZD vs. COMT - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

AGZD vs. COMT - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.99%, less than COMT's 5.54% 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%
COMT
iShares Commodities Select Strategy ETF		5.54%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Frequently Asked Questions

AGZD and COMT 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.

COMT has higher volatility (7.37%) compared to AGZD (1.03%). In terms of maximum drawdown, AGZD dropped -8.46% vs COMT's -51.89%.

On 10-year performance, COMT leads with 9.09% vs 3.15% 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 10-year period, COMT has performed better with a 9.09% return vs 3.15%. 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 0.48% for COMT.

COMT has the higher dividend yield at 5.54%, compared with 3.99% for AGZD.

AGZD is categorized as Nontraditional Bonds, while COMT is Commodities. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.23% for AGZD and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (2.24 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.

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