AGZD vs. HYKE

Last updated Apr 3, 2026

Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Vest 2 Year Interest Rate Hedge ETF (HYKE).

AGZD and HYKE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013. HYKE is an actively managed fund by Cboe Vest. It was launched on Jan 10, 2024.

Performance

AGZD vs. HYKE - 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 Vest 2 Year Interest Rate Hedge ETF (HYKE). The values are adjusted to include any dividend payments, if applicable.

AGZD vs. HYKE - Yearly Performance Comparison

	2026 (YTD)
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	0.45%
HYKE Vest 2 Year Interest Rate Hedge ETF	0.00%

Returns By Period

AGZD

• 1D: 0.16%
• 1M: 0.60%
• YTD: 1.23%
• 6M: 2.51%
• 1Y: 5.37%
• 3Y*: 6.08%
• 5Y*: 4.12%
• 10Y*: 3.15%

HYKE

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. HYKE - Expense Ratio Comparison

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

HYKE

Vest 2 Year Interest Rate Hedge ETF

AGZD

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Return for Risk

AGZD vs. HYKE — Risk / Return Rank

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

AGZD

AGZD Risk / Return Rank: 86
AGZD Sharpe Ratio Rank: 79
AGZD Sortino Ratio Rank: 84
AGZD Omega Ratio Rank: 79
AGZD Calmar Ratio Rank: 96
AGZD Martin Ratio Rank: 94

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. HYKE - 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 Vest 2 Year Interest Rate Hedge ETF (HYKE). 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	HYKE	Difference
Sharpe ratio Return per unit of total volatility	1.57	—	—
Sortino ratio Return per unit of downside risk	2.35	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	4.87	—	—
Martin ratio Return relative to average drawdown	16.40	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AGZD	HYKE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	—	—

Dividends

AGZD vs. HYKE - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 4.07%, while HYKE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	4.07%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
HYKE Vest 2 Year Interest Rate Hedge ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AGZD vs. HYKE - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, which is greater than HYKE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AGZD and HYKE.

Drawdown Indicators

	AGZD	HYKE	Difference
Max Drawdown Largest peak-to-trough decline	-8.46%	0.00%	-8.46%
Max Drawdown (1Y) Largest decline over 1 year	-1.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-2.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-8.46%	—	—
Current Drawdown Current decline from peak	-0.01%	0.00%	-0.01%
Average Drawdown Average peak-to-trough decline	-0.78%	0.00%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	—	—

Volatility

Volatility by Period

	AGZD	HYKE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.44%	0.00%	+3.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.56%	0.00%	+3.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.79%	0.00%	+3.79%