AGZD vs. SVARX
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and SVARX (Spectrum Low Volatility Fund) are both Nontraditional Bonds funds. Over the past 10 years, AGZD returned 3.22%/yr vs 6.11%/yr for SVARX. At a 0.08 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 2.34%/yr for SVARX.
Performance
AGZD vs. SVARX - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.24% return, which is significantly higher than SVARX's 1.06% return. Over the past 10 years, AGZD has underperformed SVARX with an annualized return of 3.22%, while SVARX has yielded a comparatively higher 6.11% annualized return.
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%
SVARX
- 1D
- -0.04%
- 1M
- 0.17%
- YTD
- 1.06%
- 6M
- 1.24%
- 1Y
- 4.77%
- 3Y*
- 6.69%
- 5Y*
- 3.09%
- 10Y*
- 6.11%
AGZD vs. SVARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.24% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
SVARX Spectrum Low Volatility Fund | 1.06% | 6.22% | 2.60% | 9.67% | -4.35% | 4.10% | 19.50% | 9.42% | -0.99% | 8.25% |
Correlation
The correlation between AGZD and SVARX is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.08 |
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Return for Risk
AGZD vs. SVARX — Risk / Return Rank
AGZD
SVARX
AGZD vs. SVARX - 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 Spectrum Low Volatility Fund (SVARX). 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.
| AGZD | SVARX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 7.41 | 1.95 | +5.46 |
| Martin ratioReturn relative to average drawdown | 21.64 | 4.32 | +17.32 |
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Drawdowns
AGZD vs. SVARX - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for AGZD and SVARX.
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Drawdown Indicators
| AGZD | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -6.48% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -0.73% | -2.55% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -2.55% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -6.48% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | -6.48% | -1.98% |
Current DrawdownCurrent decline from peak | -0.60% | -1.73% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -1.23% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.15% | -0.90% |
Volatility
AGZD vs. SVARX - Volatility Comparison
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.04% compared to Spectrum Low Volatility Fund (SVARX) at 0.85%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | SVARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 0.85% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 2.21% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.83% | 2.71% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 3.10% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 3.63% | +0.09% |
AGZD vs. SVARX - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than SVARX's 2.34% expense ratio.
Dividends
AGZD vs. SVARX - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 4.00%, less than SVARX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVARX Spectrum Low Volatility Fund | 5.88% | 5.95% | 9.35% | 3.35% | 0.00% | 5.85% | 0.71% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% |
Frequently Asked Questions
AGZD and SVARX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZD has higher volatility (1.04%) compared to SVARX (0.85%). In terms of maximum drawdown, AGZD dropped -8.46% vs SVARX's -6.48%.
AGZD currently has the higher Sharpe Ratio (1.92 vs 1.84), 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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