AGZD vs. SVOL
Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Simplify Volatility Premium ETF (SVOL).
AGZD and SVOL 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. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGZD or SVOL.
Performance
AGZD vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, AGZD achieves a 6.19% return, which is significantly lower than SVOL's 8.31% return.
AGZD
6.19%
1.14%
3.30%
7.84%
3.21%
2.56%
SVOL
8.31%
0.95%
1.96%
10.89%
N/A
N/A
Key characteristics
| AGZD | SVOL | |
|---|---|---|
| Sharpe Ratio | 2.01 | 0.93 |
| Sortino Ratio | 3.14 | 1.28 |
| Omega Ratio | 1.37 | 1.23 |
| Calmar Ratio | 10.22 | 1.03 |
| Martin Ratio | 30.92 | 6.68 |
| Ulcer Index | 0.25% | 1.67% |
| Daily Std Dev | 3.89% | 11.99% |
| Max Drawdown | -8.45% | -15.68% |
| Current Drawdown | 0.00% | -1.41% |
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AGZD vs. SVOL - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Correlation
The correlation between AGZD and SVOL is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AGZD vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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.
Dividends
AGZD vs. SVOL - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 6.24%, less than SVOL's 16.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.24% | 6.07% | 8.61% | 1.66% | 2.29% | 2.83% | 2.62% | 2.35% | 1.95% | 2.37% | 1.69% | 0.05% |
SVOL Simplify Volatility Premium ETF | 16.50% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGZD vs. SVOL - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.45%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for AGZD and SVOL. For additional features, visit the drawdowns tool.
Volatility
AGZD vs. SVOL - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 0.95%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.58%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.