LBO vs. AGZD
LBO (WHITEWOLF Publicly Listed Private Equity ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - LBO is a Financials Equities fund actively managed by White Wolf, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. LBO is actively managed, while AGZD is passively managed. Over the past year, LBO returned -13.50% vs 5.26% for AGZD. At a 0.06 correlation, their price movements are largely independent. LBO charges 0.70%/yr vs 0.23%/yr for AGZD.
Performance
LBO vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, LBO achieves a -14.28% return, which is significantly lower than AGZD's 2.22% return.
LBO
- 1D
- -3.31%
- 1M
- -6.31%
- YTD
- -14.28%
- 6M
- -13.74%
- 1Y
- -13.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
LBO vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LBO WHITEWOLF Publicly Listed Private Equity ETF | -14.28% | -6.41% | 30.93% | 7.27% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.22% | 4.35% | 6.64% | 0.83% |
Correlation
The correlation between LBO and AGZD is 0.10, 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 | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023 | 0.06 |
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Return for Risk
LBO vs. AGZD — Risk / Return Rank
LBO
AGZD
LBO vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WHITEWOLF Publicly Listed Private Equity ETF (LBO) 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.
| LBO | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.36 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 6.09 | -6.56 |
| Martin ratioReturn relative to average drawdown | -0.95 | 19.08 | -20.03 |
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
| LBO | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 1.83 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.64 | -0.41 |
Drawdowns
LBO vs. AGZD - Drawdown Comparison
The maximum LBO drawdown since its inception was -31.40%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for LBO and AGZD.
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Drawdown Indicators
| LBO | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.40% | -8.46% | -22.94% |
Max Drawdown (1Y)Largest decline over 1 year | -29.19% | -0.87% | -28.32% |
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 | -24.64% | -0.39% | -24.25% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -0.77% | -7.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.23% | 0.28% | +13.95% |
Volatility
LBO vs. AGZD - Volatility Comparison
WHITEWOLF Publicly Listed Private Equity ETF (LBO) has a higher volatility of 5.68% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.03%. This indicates that LBO'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
| LBO | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 1.03% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 1.99% | +16.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 2.89% | +18.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 3.59% | +17.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 3.72% | +17.48% |
LBO vs. AGZD - Expense Ratio Comparison
LBO has a 0.70% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
LBO vs. AGZD - Dividend Comparison
LBO's dividend yield for the trailing twelve months is around 7.95%, more 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% |
LBO WHITEWOLF Publicly Listed Private Equity ETF | 7.95% | 7.04% | 5.79% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LBO and AGZD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LBO has higher volatility (5.68%) compared to AGZD (1.03%). In terms of maximum drawdown, LBO dropped -31.40% vs AGZD's -8.46%.
On 1-year performance, AGZD leads with 5.26% vs -13.50% for LBO. 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 1-year period, AGZD has performed better with a 5.26% return vs -13.50%. 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 LBO.
LBO has the higher dividend yield at 7.95%, compared with 3.99% for AGZD.
LBO is categorized as Financials Equities, while AGZD is Nontraditional Bonds. They also come from different issuers: White Wolf and WisdomTree. Their fees differ too: 0.70% for LBO and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (1.83 vs -0.63), 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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