THTA vs. AGZD
Compare and contrast key facts about SoFi Enhanced Yield ETF (THTA) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD).
THTA and AGZD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THTA or AGZD.
Performance
THTA vs. AGZD - Performance Comparison
Returns By Period
In the year-to-date period, THTA achieves a 5.57% return, which is significantly lower than AGZD's 6.19% return.
THTA
5.57%
1.73%
0.54%
6.59%
N/A
N/A
AGZD
6.19%
1.03%
3.53%
7.55%
3.16%
2.53%
Key characteristics
| THTA | AGZD | |
|---|---|---|
| Sharpe Ratio | 0.56 | 1.83 |
| Sortino Ratio | 0.68 | 2.82 |
| Omega Ratio | 1.27 | 1.33 |
| Calmar Ratio | 0.55 | 9.37 |
| Martin Ratio | 2.30 | 27.96 |
| Ulcer Index | 2.87% | 0.26% |
| Daily Std Dev | 11.84% | 3.94% |
| Max Drawdown | -11.94% | -8.45% |
| Current Drawdown | -2.20% | 0.00% |
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THTA vs. AGZD - Expense Ratio Comparison
THTA has a 0.49% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Correlation
The correlation between THTA and AGZD is -0.00. 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.
Risk-Adjusted Performance
THTA vs. AGZD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Enhanced Yield ETF (THTA) 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.
Dividends
THTA vs. AGZD - Dividend Comparison
THTA's dividend yield for the trailing twelve months is around 12.13%, more than AGZD's 5.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THTA SoFi Enhanced Yield ETF | 12.13% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 5.92% | 6.07% | 8.61% | 1.66% | 2.29% | 2.83% | 2.62% | 2.35% | 1.95% | 2.37% | 1.69% | 0.05% |
Drawdowns
THTA vs. AGZD - Drawdown Comparison
The maximum THTA drawdown since its inception was -11.94%, which is greater than AGZD's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for THTA and AGZD. For additional features, visit the drawdowns tool.
Volatility
THTA vs. AGZD - Volatility Comparison
SoFi Enhanced Yield ETF (THTA) has a higher volatility of 1.29% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.12%. This indicates that THTA'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.