CDC vs. AGZD
CDC (VictoryShares US EQ Income Enhanced Volatility Wtd ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - CDC is a Large Cap Value Equities fund tracking the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. Both are passively managed. Over the past 10 years, CDC returned 10.03%/yr vs 3.15%/yr for AGZD. At a 0.08 correlation, their price movements are largely independent. CDC charges 0.37%/yr vs 0.23%/yr for AGZD.
Performance
CDC vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, CDC achieves a 10.57% return, which is significantly higher than AGZD's 2.22% return. Over the past 10 years, CDC has outperformed AGZD with an annualized return of 10.03%, while AGZD has yielded a comparatively lower 3.15% annualized return.
CDC
- 1D
- -0.57%
- 1M
- -0.39%
- YTD
- 10.57%
- 6M
- 10.29%
- 1Y
- 18.16%
- 3Y*
- 11.97%
- 5Y*
- 5.08%
- 10Y*
- 10.03%
AGZD
- 1D
- -0.18%
- 1M
- 0.67%
- YTD
- 2.22%
- 6M
- 2.64%
- 1Y
- 5.26%
- 3Y*
- 6.02%
- 5Y*
- 4.32%
- 10Y*
- 3.15%
CDC vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 10.57% | 8.96% | 14.48% | -4.99% | -7.86% | 33.05% | 12.88% | 19.64% | -5.97% | 15.77% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.22% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
Correlation
The correlation between CDC and AGZD is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | 0.08 |
The correlation between CDC and AGZD shifts across timeframes, from -0.07 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CDC vs. AGZD — Risk / Return Rank
CDC
AGZD
CDC vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) 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.
| CDC | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 6.09 | -2.87 |
| Martin ratioReturn relative to average drawdown | 11.37 | 19.08 | -7.71 |
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
| CDC | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.83 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.21 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.85 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.64 | +0.10 |
Drawdowns
CDC vs. AGZD - Drawdown Comparison
The maximum CDC drawdown since its inception was -21.37%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for CDC and AGZD.
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Drawdown Indicators
| CDC | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.37% | -8.46% | -12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -0.87% | -4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -12.70% | -1.71% | -10.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.37% | -2.23% | -19.14% |
Max Drawdown (10Y)Largest decline over 10 years | -21.37% | -8.46% | -12.91% |
Current DrawdownCurrent decline from peak | -2.20% | -0.39% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -0.77% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 0.28% | +1.32% |
Volatility
CDC vs. AGZD - Volatility Comparison
VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) has a higher volatility of 2.66% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.03%. This indicates that CDC'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.
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Volatility by Period
| CDC | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 1.03% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 1.99% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 2.89% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.54% | 3.59% | +8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 3.72% | +9.49% |
CDC vs. AGZD - Expense Ratio Comparison
CDC has a 0.37% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
CDC vs. AGZD - Dividend Comparison
CDC's dividend yield for the trailing twelve months is around 3.18%, less than AGZD's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.99% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.18% | 3.36% | 3.32% | 4.24% | 3.48% | 2.65% | 2.48% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% |
Frequently Asked Questions
CDC and AGZD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CDC has higher volatility (2.66%) compared to AGZD (1.03%). In terms of maximum drawdown, CDC dropped -21.37% vs AGZD's -8.46%.
On 10-year performance, CDC leads with 10.03% vs 3.15% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, CDC has performed better with a 10.03% return vs 3.15%. 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 0.37% for CDC.
AGZD has the higher dividend yield at 3.99%, compared with 3.18% for CDC.
CDC is categorized as Large Cap Value Equities, while AGZD is Nontraditional Bonds. CDC tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: Crestview and WisdomTree. Their fees differ too: 0.37% for CDC and 0.23% for AGZD.
CDC currently has the higher Sharpe Ratio (1.87 vs 1.83), 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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