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AGZD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AGZD vs. VOO

Last updated Jun 3, 2026

AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and VOO (Vanguard S&P 500 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 VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AGZD returned 3.17%/yr vs 15.65%/yr for VOO. At a 0.12 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 0.03%/yr for VOO.

Performance

AGZD vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZD achieves a 2.40% return, which is significantly lower than VOO's 11.69% return. Over the past 10 years, AGZD has underperformed VOO with an annualized return of 3.17%, while VOO has yielded a comparatively higher 15.65% annualized return.

AGZD

1D
0.05%
1M
0.73%
YTD
2.40%
6M
3.10%
1Y
5.40%
3Y*
6.08%
5Y*
4.37%
10Y*
3.17%

VOO

1D
0.14%
1M
5.39%
YTD
11.69%
6M
12.11%
1Y
29.68%
3Y*
22.73%
5Y*
14.26%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		2.40%4.35%6.64%7.15%1.17%0.69%0.31%4.65%0.18%2.62%
VOO
Vanguard S&P 500 ETF		11.69%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between AGZD and VOO 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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

0.12

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WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Vanguard S&P 500 ETF

Often compared with AGZD:
AGZD vs. AGZAGZD vs. EMNTAGZD vs. FFRAXAGZD vs. SEIXAGZD vs. FPEIAGZD vs. BNDAGZD vs. OMFL
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

AGZD vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGZD
AGZD Risk / Return Rank: 7171
Overall Rank
AGZD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGZD Omega Ratio Rank: 6161
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8888
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7575
Overall Rank
VOO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7676
Omega Ratio Rank
VOO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VOO Martin Ratio Rank: 8080
Martin Ratio Rank
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.

AGZDVOODifference

Sharpe ratio

Return per unit of total volatility

1.88

2.53

-0.65

Sortino ratio

Return per unit of downside risk

2.79

3.43

-0.64

Omega ratio

Gain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratio

Return relative to maximum drawdown

6.28

3.42

+2.86

Martin ratio

Return relative to average drawdown

19.78

15.95

+3.84

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. VOO - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.88, which is comparable to the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of AGZD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AGZDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.53

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.85

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.87

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.89

-0.24

Drawdowns

AGZD vs. VOO - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AGZD and VOO.

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Drawdown Indicators

AGZDVOODifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-33.99%

+25.53%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-8.90%

+8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-18.69%

+16.98%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-24.52%

+22.29%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

-33.99%

+25.53%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.77%

-3.69%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.91%

-1.63%

Volatility

AGZD vs. VOO - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.02%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.74%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AGZDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

2.74%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

8.88%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.88%

11.78%

-8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

16.81%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

18.01%

-14.29%

AGZD vs. VOO - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AGZD vs. VOO - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.98%, more than VOO's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF		1.02%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

AGZD and VOO 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.

VOO has higher volatility (2.74%) compared to AGZD (1.02%). In terms of maximum drawdown, AGZD dropped -8.46% vs VOO's -33.99%.

On 10-year performance, VOO leads with 15.65% vs 3.17% for AGZD. On fees, VOO is cheaper at 0.03% per year. On volatility, AGZD has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOO has performed better with a 15.65% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.23% for AGZD.

AGZD has the higher dividend yield at 3.98%, compared with 1.02% for VOO.

AGZD is categorized as Nontraditional Bonds, while VOO is S&P 500. AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while VOO tracks S&P 500 Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.23% for AGZD and 0.03% for VOO.

VOO currently has the higher Sharpe Ratio (2.53 vs 1.88), 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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