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AGZD vs. FPEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZD vs. FPEI - 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 First Trust Institutional Preferred Securities & Income ETF (FPEI). 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 2.40% return, which is significantly higher than FPEI's 1.66% return.


AGZD

1D
0.05%
1M
0.73%
YTD
2.40%
6M
3.10%
1Y
5.40%
3Y*
6.08%
5Y*
4.37%
10Y*
3.17%

FPEI

1D
-0.05%
1M
0.83%
YTD
1.66%
6M
2.14%
1Y
9.00%
3Y*
10.72%
5Y*
4.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. FPEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.40%4.35%6.64%7.15%1.17%0.69%0.31%4.65%0.18%1.91%
FPEI
First Trust Institutional Preferred Securities & Income ETF
1.66%9.82%10.94%6.29%-8.19%4.63%7.08%15.86%-4.29%2.23%

Correlation

The correlation between AGZD and FPEI is 0.02, 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

0.02

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

0.01

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

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.08

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Return for Risk

AGZD vs. FPEI — Risk / Return Rank

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

AGZD
AGZD Risk / Return Rank: 7171
Overall Rank
AGZD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGZD Omega Ratio Rank: 6161
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8888
Martin Ratio Rank

FPEI
FPEI Risk / Return Rank: 7373
Overall Rank
FPEI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FPEI Sortino Ratio Rank: 8686
Sortino Ratio Rank
FPEI Omega Ratio Rank: 8989
Omega Ratio Rank
FPEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
FPEI Martin Ratio Rank: 6666
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. FPEI - 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 First Trust Institutional Preferred Securities & Income ETF (FPEI). 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.


AGZDFPEIDifference

Sharpe ratio

Return per unit of total volatility

1.88

2.45

-0.57

Sortino ratio

Return per unit of downside risk

2.79

3.90

-1.11

Omega ratio

Gain probability vs. loss probability

1.37

1.57

-0.20

Calmar ratio

Return relative to maximum drawdown

6.28

2.48

+3.80

Martin ratio

Return relative to average drawdown

19.78

12.37

+7.41

AGZD vs. FPEI - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.88, which is comparable to the FPEI Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of AGZD and FPEI, 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


AGZDFPEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.45

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.72

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.57

+0.08

Drawdowns

AGZD vs. FPEI - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum FPEI drawdown of -27.51%. Use the drawdown chart below to compare losses from any high point for AGZD and FPEI.


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Drawdown Indicators


AGZDFPEIDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-27.51%

+19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-3.63%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-4.26%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-16.46%

+14.23%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

Current Drawdown

Current decline from peak

-0.22%

-0.05%

-0.17%

Average Drawdown

Average peak-to-trough decline

-0.77%

-3.06%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.73%

-0.45%

Volatility

AGZD vs. FPEI - Volatility Comparison

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.02% compared to First Trust Institutional Preferred Securities & Income ETF (FPEI) at 0.97%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than FPEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZDFPEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.97%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

3.06%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.88%

3.69%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

5.97%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

8.86%

-5.14%

AGZD vs. FPEI - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than FPEI's 0.85% expense ratio.


Dividends

AGZD vs. FPEI - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.98%, less than FPEI's 5.72% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
3.98%4.12%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.81%1.66%
FPEI
First Trust Institutional Preferred Securities & Income ETF
5.72%5.62%5.55%5.76%5.20%4.46%4.90%5.02%5.81%1.50%0.00%0.00%

Frequently Asked Questions


AGZD and FPEI have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGZD has higher volatility (1.02%) compared to FPEI (0.97%). In terms of maximum drawdown, AGZD dropped -8.46% vs FPEI's -27.51%.

On 5-year performance, AGZD leads with 4.37% vs 4.26% for FPEI. On fees, AGZD is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AGZD has performed better with a 4.37% return vs 4.26%. 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 0.85% for FPEI.

FPEI has the higher dividend yield at 5.72%, compared with 3.98% for AGZD.

AGZD is categorized as Nontraditional Bonds, while FPEI is Preferred Stock/Convertible Bonds. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.23% for AGZD and 0.85% for FPEI.

FPEI currently has the higher Sharpe Ratio (2.45 vs 1.88), 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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