PortfoliosLab logo
AGZD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGZD and VOO is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

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.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
28.10%
273.73%
AGZD
VOO

Key characteristics

Sharpe Ratio

AGZD:

1.03

VOO:

0.54

Sortino Ratio

AGZD:

1.54

VOO:

0.88

Omega Ratio

AGZD:

1.18

VOO:

1.13

Calmar Ratio

AGZD:

2.77

VOO:

0.55

Martin Ratio

AGZD:

9.99

VOO:

2.27

Ulcer Index

AGZD:

0.47%

VOO:

4.55%

Daily Std Dev

AGZD:

4.63%

VOO:

19.19%

Max Drawdown

AGZD:

-8.45%

VOO:

-33.99%

Current Drawdown

AGZD:

-0.60%

VOO:

-9.90%

Returns By Period

In the year-to-date period, AGZD achieves a 0.34% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, AGZD has underperformed VOO with an annualized return of 2.58%, while VOO has yielded a comparatively higher 12.12% annualized return.


AGZD

YTD

0.34%

1M

-0.27%

6M

1.84%

1Y

4.37%

5Y*

3.77%

10Y*

2.58%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


Expense ratio chart for AGZD: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGZD: 0.23%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

AGZD vs. VOO — 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 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AGZD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AGZD is 7777
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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - 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 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.


The chart of Sharpe ratio for AGZD, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.00
AGZD: 1.03
VOO: 0.54
The chart of Sortino ratio for AGZD, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.00
AGZD: 1.54
VOO: 0.88
The chart of Omega ratio for AGZD, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
AGZD: 1.18
VOO: 1.13
The chart of Calmar ratio for AGZD, currently valued at 2.77, compared to the broader market0.002.004.006.008.0010.0012.00
AGZD: 2.77
VOO: 0.55
The chart of Martin ratio for AGZD, currently valued at 9.99, compared to the broader market0.0020.0040.0060.00
AGZD: 9.99
VOO: 2.27

The current AGZD Sharpe Ratio is 1.03, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AGZD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
0.54
AGZD
VOO

Dividends

AGZD vs. VOO - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 4.16%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
4.16%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.35%1.81%1.66%1.69%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AGZD vs. VOO - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.45%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.60%
-9.90%
AGZD
VOO

Volatility

AGZD vs. VOO - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
1.69%
13.96%
AGZD
VOO