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AGZD vs. EMNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGZDEMNT
YTD Return3.49%3.32%
1Y Return7.02%6.13%
3Y Return (Ann)4.02%2.84%
Sharpe Ratio2.075.37
Daily Std Dev3.45%1.15%
Max Drawdown-8.45%-2.28%
Current Drawdown-0.13%0.00%

Correlation

-0.50.00.51.0-0.1

The correlation between AGZD and EMNT is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

AGZD vs. EMNT - Performance Comparison

The year-to-date returns for both stocks are quite close, with AGZD having a 3.49% return and EMNT slightly lower at 3.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


8.00%9.00%10.00%11.00%12.00%13.00%14.00%FebruaryMarchAprilMayJuneJuly
13.53%
11.56%
AGZD
EMNT

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

PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund

AGZD vs. EMNT - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than EMNT's 0.27% 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%.


EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
Expense ratio chart for EMNT: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for AGZD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AGZD vs. EMNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). 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
Sharpe ratio
The chart of Sharpe ratio for AGZD, currently valued at 2.07, compared to the broader market0.002.004.006.002.07
Sortino ratio
The chart of Sortino ratio for AGZD, currently valued at 3.21, compared to the broader market0.005.0010.0015.003.21
Omega ratio
The chart of Omega ratio for AGZD, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for AGZD, currently valued at 7.95, compared to the broader market0.005.0010.0015.0020.007.95
Martin ratio
The chart of Martin ratio for AGZD, currently valued at 26.01, compared to the broader market0.0050.00100.00150.0026.01
EMNT
Sharpe ratio
The chart of Sharpe ratio for EMNT, currently valued at 5.37, compared to the broader market0.002.004.006.005.37
Sortino ratio
The chart of Sortino ratio for EMNT, currently valued at 8.19, compared to the broader market0.005.0010.0015.008.19
Omega ratio
The chart of Omega ratio for EMNT, currently valued at 5.99, compared to the broader market1.002.003.005.99
Calmar ratio
The chart of Calmar ratio for EMNT, currently valued at 8.41, compared to the broader market0.005.0010.0015.0020.008.41
Martin ratio
The chart of Martin ratio for EMNT, currently valued at 132.05, compared to the broader market0.0050.00100.00150.00132.05

AGZD vs. EMNT - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 2.07, which is lower than the EMNT Sharpe Ratio of 5.37. The chart below compares the 12-month rolling Sharpe Ratio of AGZD and EMNT.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.00FebruaryMarchAprilMayJuneJuly
2.07
5.37
AGZD
EMNT

Dividends

AGZD vs. EMNT - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 6.21%, more than EMNT's 5.13% yield.


TTM20232022202120202019201820172016201520142013
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
6.21%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.95%2.37%1.69%0.05%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
5.13%4.62%2.79%0.83%1.44%0.13%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGZD vs. EMNT - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.45%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for AGZD and EMNT. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%FebruaryMarchAprilMayJuneJuly
-0.13%
0
AGZD
EMNT

Volatility

AGZD vs. EMNT - Volatility Comparison

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.35% compared to PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) at 0.11%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%FebruaryMarchAprilMayJuneJuly
1.35%
0.11%
AGZD
EMNT