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OEFA vs. AGZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEFA vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS O'Shares International Developed Quality Dividend ETF (OEFA) 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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Returns By Period

In the year-to-date period, OEFA achieves a 2.78% return, which is significantly higher than AGZD's 2.40% return.


OEFA

1D
0.48%
1M
2.80%
YTD
2.78%
6M
5.45%
1Y
3Y*
5Y*
10Y*

AGZD

1D
0.05%
1M
0.73%
YTD
2.40%
6M
3.10%
1Y
5.40%
3Y*
6.08%
5Y*
4.37%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEFA vs. AGZD - Yearly Performance Comparison


Correlation

The correlation between OEFA and AGZD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.13

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Return for Risk

OEFA vs. AGZD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OEFA

AGZD
AGZD Risk / Return Rank: 7171
Overall Rank
AGZD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGZD Omega Ratio Rank: 6161
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8888
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.

OEFA vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS O'Shares International Developed Quality Dividend ETF (OEFA) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

OEFA vs. AGZD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OEFAAGZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.65

-0.39

Drawdowns

OEFA vs. AGZD - Drawdown Comparison

The maximum OEFA drawdown since its inception was -13.54%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for OEFA and AGZD.


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Drawdown Indicators


OEFAAGZDDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-8.46%

-5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

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 Drawdown

Current decline from peak

-3.45%

-0.22%

-3.23%

Average Drawdown

Average peak-to-trough decline

-3.74%

-0.77%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

OEFA vs. AGZD - Volatility Comparison


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Volatility by Period


OEFAAGZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

2.88%

+14.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

3.58%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

3.72%

+13.96%

OEFA vs. AGZD - Expense Ratio Comparison

OEFA has a 0.48% expense ratio, which is higher than AGZD's 0.23% expense ratio.


Dividends

OEFA vs. AGZD - Dividend Comparison

OEFA's dividend yield for the trailing twelve months is around 0.91%, less than AGZD's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OEFA
ALPS O'Shares International Developed Quality Dividend ETF
0.91%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OEFA and AGZD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGZD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGZD is cheaper with a 0.23% expense ratio, compared with 0.48% for OEFA.

AGZD has the higher dividend yield at 3.98%, compared with 0.91% for OEFA.

OEFA is categorized as International Equity, while AGZD is Nontraditional Bonds. OEFA tracks O’Shares International Developed Quality Dividend Index, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: ALPS and WisdomTree. Their fees differ too: 0.48% for OEFA and 0.23% for AGZD.

Portfolio Optimizer

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