AGZD vs. DGRW
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, AGZD returned 3.22%/yr vs 14.37%/yr for DGRW. At a 0.10 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.28%/yr for DGRW.
Performance
AGZD vs. DGRW - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.24% return, which is significantly lower than DGRW's 6.42% return. Over the past 10 years, AGZD has underperformed DGRW with an annualized return of 3.22%, while DGRW has yielded a comparatively higher 14.37% annualized return.
AGZD
- 1D
- -0.02%
- 1M
- -0.37%
- YTD
- 2.24%
- 6M
- 2.20%
- 1Y
- 5.40%
- 3Y*
- 5.76%
- 5Y*
- 4.31%
- 10Y*
- 3.22%
DGRW
- 1D
- 0.12%
- 1M
- -1.61%
- YTD
- 6.42%
- 6M
- 5.33%
- 1Y
- 16.36%
- 3Y*
- 15.12%
- 5Y*
- 11.70%
- 10Y*
- 14.37%
AGZD vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.24% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 6.42% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
Correlation
The correlation between AGZD and DGRW is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.10 |
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Return for Risk
AGZD vs. DGRW — Risk / Return Rank
AGZD
DGRW
AGZD vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.
| AGZD | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 7.41 | 1.98 | +5.43 |
| Martin ratioReturn relative to average drawdown | 21.64 | 8.32 | +13.32 |
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Drawdowns
AGZD vs. DGRW - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for AGZD and DGRW.
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Drawdown Indicators
| AGZD | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -32.04% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -0.73% | -8.30% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -16.21% | +14.50% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -17.27% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | -32.04% | +23.58% |
Current DrawdownCurrent decline from peak | -0.60% | -3.26% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -3.01% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.97% | -1.72% |
Volatility
AGZD vs. DGRW - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.04%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 3.73%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 3.73% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 8.22% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.83% | 10.26% | -7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 14.01% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 16.20% | -12.48% |
AGZD vs. DGRW - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Dividends
AGZD vs. DGRW - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 4.00%, more than DGRW's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.00% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.29% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
Frequently Asked Questions
AGZD and DGRW have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRW has higher volatility (3.73%) compared to AGZD (1.04%). In terms of maximum drawdown, AGZD dropped -8.46% vs DGRW's -32.04%.
On 10-year performance, DGRW leads with 14.37% vs 3.22% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRW has performed better with a 14.37% return vs 3.22%. 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 0.28% for DGRW.
AGZD has the higher dividend yield at 4.00%, compared with 1.29% for DGRW.
AGZD is categorized as Nontraditional Bonds, while DGRW is Dividend. AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.23% for AGZD and 0.28% for DGRW.
AGZD currently has the higher Sharpe Ratio (1.92 vs 1.60), 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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