BCHI vs. AGZD
BCHI (GMO Beyond China ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - BCHI is a Emerging Markets Diversified fund actively managed by GMO, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. BCHI is actively managed, while AGZD is passively managed. Over the past year, BCHI returned 62.50% vs 5.37% for AGZD. At a 0.08 correlation, their price movements are largely independent. BCHI charges 0.65%/yr vs 0.23%/yr for AGZD.
Performance
BCHI vs. AGZD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BCHI achieves a 34.99% return, which is significantly higher than AGZD's 2.38% return.
BCHI
- 1D
- -0.39%
- 1M
- 7.93%
- YTD
- 34.99%
- 6M
- 37.70%
- 1Y
- 62.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
BCHI vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCHI GMO Beyond China ETF | 34.99% | 25.80% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.38% | 3.67% |
Correlation
The correlation between BCHI and AGZD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCHI vs. AGZD — Risk / Return Rank
BCHI
AGZD
BCHI vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Beyond China ETF (BCHI) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). 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.
| BCHI | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.37 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 6.22 | -1.78 |
| Martin ratioReturn relative to average drawdown | 17.90 | 19.58 | -1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BCHI | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.16 | 1.87 | +1.29 |
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 | 2.45 | 0.65 | +1.81 |
Drawdowns
BCHI vs. AGZD - Drawdown Comparison
The maximum BCHI drawdown since its inception was -14.33%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for BCHI and AGZD.
Loading charts...
Drawdown Indicators
| BCHI | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.33% | -8.46% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -0.87% | -13.27% |
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 | -1.77% | -0.24% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -0.77% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 0.28% | +3.22% |
Volatility
BCHI vs. AGZD - Volatility Comparison
GMO Beyond China ETF (BCHI) has a higher volatility of 9.56% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.01%. This indicates that BCHI's price experiences larger fluctuations and is considered to be riskier than AGZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCHI | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 1.01% | +8.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.73% | 1.97% | +15.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 2.89% | +16.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 3.59% | +16.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 3.72% | +16.85% |
BCHI vs. AGZD - Expense Ratio Comparison
BCHI has a 0.65% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
BCHI vs. AGZD - Dividend Comparison
BCHI's dividend yield for the trailing twelve months is around 2.72%, less than AGZD's 3.98% 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% |
BCHI GMO Beyond China ETF | 2.72% | 3.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BCHI and AGZD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCHI has higher volatility (9.56%) compared to AGZD (1.01%). In terms of maximum drawdown, BCHI dropped -14.33% vs AGZD's -8.46%.
On 1-year performance, BCHI leads with 62.50% vs 5.37% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BCHI has performed better with a 62.50% 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 0.65% for BCHI.
AGZD has the higher dividend yield at 3.98%, compared with 2.72% for BCHI.
BCHI is categorized as Emerging Markets Diversified, while AGZD is Nontraditional Bonds. They also come from different issuers: GMO and WisdomTree. Their fees differ too: 0.65% for BCHI and 0.23% for AGZD.
BCHI currently has the higher Sharpe Ratio (3.16 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.
Find the right allocation for BCHI and AGZD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer