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DIAL vs. AGZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DIAL vs. AGZD

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Diversified Fixed Income Allocation ETF (DIAL) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD).

DIAL and AGZD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIAL is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Bond Index. It was launched on Oct 12, 2017. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013. Both DIAL and AGZD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DIAL vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

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DIAL vs. AGZD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF		-0.68%9.93%1.69%8.54%-16.13%-1.14%9.08%14.05%-1.98%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		1.24%4.35%6.64%7.15%1.17%0.69%0.31%4.65%0.18%1.09%

Returns By Period

In the year-to-date period, DIAL achieves a -0.68% return, which is significantly lower than AGZD's 1.24% return.

DIAL

1D
0.70%
1M
-2.42%
YTD
-0.68%
6M
0.43%
1Y
6.22%
3Y*
5.05%
5Y*
0.73%
10Y*
—

AGZD

1D
0.46%
1M
0.66%
YTD
1.24%
6M
2.27%
1Y
5.10%
3Y*
6.13%
5Y*
4.13%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Columbia Diversified Fixed Income Allocation ETF

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Often compared with DIAL:
DIAL vs. BINCDIAL vs. UCONDIAL vs. CGMSDIAL vs. ILTBDIAL vs. SHYGDIAL vs. TQQQDIAL vs. SJNK
Often compared with AGZD:
AGZD vs. AGZAGZD vs. VOOAGZD vs. EMNTAGZD vs. FFRAXAGZD vs. SEIXAGZD vs. FPEIAGZD vs. BND

DIAL vs. AGZD - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is higher than AGZD's 0.23% expense ratio.

DIAL
Columbia Diversified Fixed Income Allocation ETF
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Return for Risk

DIAL vs. AGZD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DIAL
DIAL Risk / Return Rank: 7676
Overall Rank
DIAL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIAL Omega Ratio Rank: 7272
Omega Ratio Rank
DIAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIAL Martin Ratio Rank: 7878
Martin Ratio Rank
AGZD
AGZD Risk / Return Rank: 8686
Overall Rank
AGZD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 8484
Sortino Ratio Rank
AGZD Omega Ratio Rank: 7979
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9595
Calmar Ratio Rank
AGZD Martin Ratio Rank: 9494
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.

DIAL vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) 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.

DIALAGZDDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.48

-0.08

Sortino ratio

Return per unit of downside risk

2.02

2.20

-0.18

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.92

3.89

-1.97

Martin ratio

Return relative to average drawdown

8.30

13.79

-5.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIAL vs. AGZD - Sharpe Ratio Comparison

The current DIAL Sharpe Ratio is 1.40, which is comparable to the AGZD Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DIAL and AGZD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DIALAGZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.48

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.16

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.63

-0.29

Correlation

The correlation between DIAL and AGZD is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DIAL vs. AGZD - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.97%, more than AGZD's 4.07% yield.

TTM20252024202320222021202020192018201720162015
DIAL
Columbia Diversified Fixed Income Allocation ETF		4.97%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%0.00%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		4.07%4.12%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.81%1.66%

Drawdowns

DIAL vs. AGZD - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for DIAL and AGZD.

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Drawdown Indicators

DIALAGZDDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-8.46%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-1.14%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-2.23%

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

—

-8.46%

—

Current Drawdown

Current decline from peak

-2.42%

0.00%

-2.42%

Average Drawdown

Average peak-to-trough decline

-5.63%

-0.78%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.37%

+0.40%

Volatility

DIAL vs. AGZD - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 2.07% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 0.82%. This indicates that DIAL'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

DIALAGZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

0.82%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.05%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

3.46%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

3.56%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

3.79%

+3.28%