AGZD vs. THTA
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and THTA (SoFi Enhanced Yield ETF) are both exchange-traded funds - AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while THTA is a Derivative Income fund actively managed by SoFi. AGZD is passively managed, while THTA is actively managed. Over the past year, AGZD returned 5.37% vs 16.57% for THTA. At a 0.01 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.49%/yr for THTA.
Performance
AGZD vs. THTA - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.38% return, which is significantly lower than THTA's 6.88% return.
AGZD
- 1D
- 0.15%
- 1M
- 0.56%
- YTD
- 2.38%
- 6M
- 2.79%
- 1Y
- 5.37%
- 3Y*
- 6.14%
- 5Y*
- 4.35%
- 10Y*
- 3.21%
THTA
- 1D
- 0.02%
- 1M
- 0.58%
- YTD
- 6.88%
- 6M
- 8.14%
- 1Y
- 16.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGZD vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.38% | 4.35% | 6.64% | 1.55% |
THTA SoFi Enhanced Yield ETF | 6.88% | -10.24% | 7.31% | 1.04% |
Correlation
The correlation between AGZD and THTA is 0.02, 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 | 0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023 | 0.01 |
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Return for Risk
AGZD vs. THTA — Risk / Return Rank
AGZD
THTA
AGZD vs. THTA - 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 SoFi Enhanced Yield ETF (THTA). 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 | THTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.74 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 6.22 | 6.31 | -0.09 |
| Martin ratioReturn relative to average drawdown | 19.58 | 51.45 | -31.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGZD | THTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.87 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.08 | +0.57 |
Drawdowns
AGZD vs. THTA - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for AGZD and THTA.
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Drawdown Indicators
| AGZD | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -31.41% | +22.95% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -2.64% | +1.77% |
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 DrawdownCurrent decline from peak | -0.24% | -6.77% | +6.53% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -7.51% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 0.32% | -0.04% |
Volatility
AGZD vs. THTA - Volatility Comparison
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.01% compared to SoFi Enhanced Yield ETF (THTA) at 0.75%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than THTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.75% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 4.00% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 5.79% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 20.23% | -16.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 20.23% | -16.51% |
AGZD vs. THTA - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than THTA's 0.49% expense ratio.
Dividends
AGZD vs. THTA - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 3.98%, less than THTA's 11.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.98% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
THTA SoFi Enhanced Yield ETF | 11.26% | 12.66% | 12.44% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGZD and THTA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZD has higher volatility (1.01%) compared to THTA (0.75%). In terms of maximum drawdown, AGZD dropped -8.46% vs THTA's -31.41%.
On 1-year performance, THTA leads with 16.57% vs 5.37% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, THTA has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, THTA has performed better with a 16.57% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZD is cheaper with a 0.23% expense ratio, compared with 0.49% for THTA.
THTA has the higher dividend yield at 11.26%, compared with 3.98% for AGZD.
AGZD is categorized as Nontraditional Bonds, while THTA is Derivative Income. They also come from different issuers: WisdomTree and SoFi. Their fees differ too: 0.23% for AGZD and 0.49% for THTA.
THTA currently has the higher Sharpe Ratio (2.87 vs 1.87), 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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