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AGZD vs. HYKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGZD vs. HYKE

Last updated Jun 26, 2026

AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and HYKE (Vest 2 Year Interest Rate Hedge ETF) are both Nontraditional Bonds funds. AGZD is passively managed, while HYKE is actively managed. AGZD charges 0.23%/yr vs 0.85%/yr for HYKE.

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.

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Returns By Period

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%

HYKE

1D
0.00%
1M
0.00%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. HYKE - Yearly Performance Comparison

2026 (YTD)
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		1.27%
HYKE
Vest 2 Year Interest Rate Hedge ETF		0.00%

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WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Vest 2 Year Interest Rate Hedge ETF

Often compared with AGZD:
AGZD vs. AGZAGZD vs. EMNTAGZD vs. SEIXAGZD vs. FFRAXAGZD vs. VOOAGZD vs. FPEIAGZD vs. BND
Often compared with HYKE:
HYKE vs. RYSEHYKE vs. SSFIHYKE vs. SPYHYKE vs. ILSHYKE vs. RFIXHYKE vs. FTBDHYKE vs. AMAX

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: 8181
Overall Rank
AGZD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 7373
Sortino Ratio Rank
AGZD Omega Ratio Rank: 7373
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9696
Calmar Ratio Rank
AGZD Martin Ratio Rank: 9393
Martin Ratio Rank
HYKE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

AGZDHYKEDifference
Sharpe ratioReturn per unit of total volatility
1.92

—

—

Sortino ratioReturn per unit of downside risk
2.85

—

—

Omega ratioGain probability vs. loss probability

1.37

—

—

Calmar ratioReturn relative to maximum drawdown

7.41

—

—

Martin ratioReturn relative to average drawdown

21.64

—

—

AGZD vs. HYKE - Sharpe Ratio Comparison

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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.

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Drawdown Indicators

AGZDHYKEDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

0.00%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

—

—

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

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-0.77%

0.00%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

—

—

Volatility

AGZD vs. HYKE - Volatility Comparison

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Volatility by Period

AGZDHYKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

0.00%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

0.00%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

0.00%

+3.72%

AGZD vs. HYKE - Expense Ratio Comparison

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

Dividends

AGZD vs. HYKE - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 4.00%, while HYKE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
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%

Frequently Asked Questions

On fees, AGZD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGZD is cheaper with a 0.23% expense ratio, compared with 0.85% for HYKE.

AGZD has the higher dividend yield at 4.00%, compared with 0.00% for HYKE.

They also come from different issuers: WisdomTree and Cboe Vest. Their fees differ too: 0.23% for AGZD and 0.85% for HYKE.

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