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

Correlation

The correlation between AGZD and QYLD is 0.00. 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. QYLD - 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 Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

AGZD:

1.79%

QYLD:

0.79%

Max Drawdown

AGZD:

0.00%

QYLD:

0.00%

Current Drawdown

AGZD:

0.00%

QYLD:

0.00%

Returns By Period


AGZD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AGZD vs. QYLD - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than QYLD's 0.60% expense ratio.


Risk-Adjusted Performance

AGZD vs. QYLD — Risk-Adjusted Performance Rank

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

AGZD
The Risk-Adjusted Performance Rank of AGZD is 8686
Overall Rank
The Sharpe Ratio Rank of AGZD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AGZD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AGZD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AGZD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of AGZD is 9393
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 4545
Overall Rank
The Sharpe Ratio Rank of QYLD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 4646
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGZD vs. QYLD - 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 Global X NASDAQ 100 Covered Call ETF (QYLD). 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.



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Dividends

AGZD vs. QYLD - Dividend Comparison

AGZD has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 4.10%.


Drawdowns

AGZD vs. QYLD - Drawdown Comparison

The maximum AGZD drawdown since its inception was 0.00%, which is greater than QYLD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AGZD and QYLD. For additional features, visit the drawdowns tool.


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Volatility

AGZD vs. QYLD - Volatility Comparison


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