AGZD vs. QGRW

Last updated Jun 6, 2026

AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and QGRW (WisdomTree U.S. Quality 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 QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, AGZD returned 6.29%/yr vs 27.10%/yr for QGRW. At a 0.10 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.28%/yr for QGRW.

Performance

AGZD vs. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGZD achieves a 2.86% return, which is significantly lower than QGRW's 10.31% return.

AGZD

• 1D: 0.47%
• 1M: 0.98%
• YTD: 2.86%
• 6M: 3.20%
• 1Y: 6.11%
• 3Y*: 6.29%
• 5Y*: 4.45%
• 10Y*: 3.24%

QGRW

• 1D: -4.43%
• 1M: 1.01%
• YTD: 10.31%
• 6M: 8.85%
• 1Y: 29.86%
• 3Y*: 27.10%
• 5Y*: —
• 10Y*: —

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

AGZD vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.86%	4.35%	6.64%	7.15%	-0.07%
QGRW WisdomTree U.S. Quality Growth Fund	10.31%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between AGZD and QGRW is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.10

Return for Risk

AGZD vs. QGRW — Risk / Return Rank

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

AGZD

AGZD Risk / Return Rank: 80
AGZD Sharpe Ratio Rank: 67
AGZD Sortino Ratio Rank: 73
AGZD Omega Ratio Rank: 74
AGZD Calmar Ratio Rank: 94
AGZD Martin Ratio Rank: 92

QGRW

QGRW Risk / Return Rank: 46
QGRW Sharpe Ratio Rank: 50
QGRW Sortino Ratio Rank: 46
QGRW Omega Ratio Rank: 48
QGRW Calmar Ratio Rank: 41
QGRW Martin Ratio Rank: 47

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. QGRW - 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 Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.67	+0.43
Sortino ratio: Return per unit of downside risk	3.15	2.23	+0.92
Omega ratio: Gain probability vs. loss probability	1.42	1.30	+0.13
Calmar ratio: Return relative to maximum drawdown	7.07	1.94	+5.13
Martin ratio: Return relative to average drawdown	22.26	7.57	+14.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGZD vs. QGRW - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 2.10, which is comparable to the QGRW Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AGZD and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGZD	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.67	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.24	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	1.56	-0.90

Drawdowns

AGZD vs. QGRW - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for AGZD and QGRW.

Drawdown Indicators

	AGZD	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-8.46%	-24.40%	+15.94%
Max Drawdown (1Y) Largest decline over 1 year	-0.87%	-15.44%	+14.57%
Max Drawdown (3Y) Largest decline over 3 years	-1.71%	-24.40%	+22.69%
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	0.00%	-5.70%	+5.70%
Average Drawdown Average peak-to-trough decline	-0.77%	-3.26%	+2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.28%	3.95%	-3.67%

Volatility

AGZD vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.10%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.44%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGZD	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.10%	6.44%	-5.34%
Volatility (6M) Calculated over the trailing 6-month period	2.01%	14.44%	-12.43%
Volatility (1Y) Calculated over the trailing 1-year period	2.93%	17.97%	-15.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	21.20%	-17.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.72%	21.20%	-17.48%

AGZD vs. QGRW - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than QGRW's 0.28% expense ratio.

Dividends

AGZD vs. QGRW - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.96%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	3.96%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGZD and QGRW in my portfolio?

AGZD and QGRW have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGZD or QGRW?

QGRW has higher volatility (6.44%) compared to AGZD (1.10%). In terms of maximum drawdown, AGZD dropped -8.46% vs QGRW's -24.40%.

Which ETF is better, AGZD or QGRW?

On 3-year performance, QGRW leads with 27.10% vs 6.29% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGZD or QGRW?

Over the 3-year period, QGRW has performed better with a 27.10% return vs 6.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGZD or QGRW?

AGZD is cheaper with a 0.23% expense ratio, compared with 0.28% for QGRW.

Which ETF pays a higher dividend yield, AGZD or QGRW?

AGZD has the higher dividend yield at 3.96%, compared with 0.08% for QGRW.

What is the main difference between AGZD and QGRW?

AGZD is categorized as Nontraditional Bonds, while QGRW is Large Cap Growth Equities. AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.23% for AGZD and 0.28% for QGRW.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (2.10 vs 1.67), 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.