ESN vs. AGZD
ESN (Essential 40 Stock ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - ESN is a Large Cap Blend Equities fund tracking the Essential 40 Stock 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 year, ESN returned 26.33% vs 6.11% for AGZD. At a 0.02 correlation, their price movements are largely independent. ESN charges 0.70%/yr vs 0.23%/yr for AGZD.
Performance
ESN vs. AGZD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESN achieves a 13.17% return, which is significantly higher than AGZD's 2.86% return.
ESN
- 1D
- -1.55%
- 1M
- 2.19%
- YTD
- 13.17%
- 6M
- 13.13%
- 1Y
- 26.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGZD
- 1D
- 0.47%
- 1M
- 0.98%
- YTD
- 2.86%
- 6M
- 3.20%
- 1Y
- 6.11%
- 3Y*
- 6.29%
- 5Y*
- 4.45%
- 10Y*
- 3.24%
ESN vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ESN Essential 40 Stock ETF | 13.17% | 16.52% | -2.98% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.86% | 4.35% | 1.68% |
Correlation
The correlation between ESN and AGZD is 0.03, 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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.02 |
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
ESN vs. AGZD — Risk / Return Rank
ESN
AGZD
ESN vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essential 40 Stock ETF (ESN) 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.
| ESN | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 7.07 | -2.95 |
| Martin ratioReturn relative to average drawdown | 16.39 | 22.26 | -5.87 |
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
| ESN | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 2.10 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.66 | +0.58 |
Drawdowns
ESN vs. AGZD - Drawdown Comparison
The maximum ESN drawdown since its inception was -13.60%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for ESN and AGZD.
Loading charts...
Drawdown Indicators
| ESN | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.60% | -8.46% | -5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -0.87% | -5.55% |
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 | -1.84% | 0.00% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -0.77% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.28% | +1.33% |
Volatility
ESN vs. AGZD - Volatility Comparison
Essential 40 Stock ETF (ESN) has a higher volatility of 2.97% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.10%. This indicates that ESN'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
| ESN | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 1.10% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 2.01% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.90% | 2.93% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.33% | 3.59% | +9.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 3.72% | +9.61% |
ESN vs. AGZD - Expense Ratio Comparison
ESN has a 0.70% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
ESN vs. AGZD - Dividend Comparison
ESN's dividend yield for the trailing twelve months is around 0.80%, less than AGZD's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.96% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
ESN Essential 40 Stock ETF | 0.80% | 0.91% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESN and AGZD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESN has higher volatility (2.97%) compared to AGZD (1.10%). In terms of maximum drawdown, ESN dropped -13.60% vs AGZD's -8.46%.
On 1-year performance, ESN leads with 26.33% vs 6.11% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ESN has performed better with a 26.33% return vs 6.11%. 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 0.70% for ESN.
AGZD has the higher dividend yield at 3.96%, compared with 0.80% for ESN.
ESN is categorized as Large Cap Blend Equities, while AGZD is Nontraditional Bonds. ESN tracks Essential 40 Stock Index, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: KKM Financial and WisdomTree. Their fees differ too: 0.70% for ESN and 0.23% for AGZD.
ESN currently has the higher Sharpe Ratio (2.67 vs 2.10), 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 ESN 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