THY vs. AGZD
THY (Agility Shares Dynamic Tactical Income ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - THY is a High Yield Bonds fund actively managed by Toews Corp., while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. THY is actively managed, while AGZD is passively managed. Over the past 5 years, THY returned 1.65%/yr vs 4.31%/yr for AGZD. At a 0.02 correlation, their price movements are largely independent. THY charges 1.36%/yr vs 0.23%/yr for AGZD.
Performance
THY vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, THY achieves a 0.78% return, which is significantly lower than AGZD's 2.26% return.
THY
- 1D
- -0.02%
- 1M
- 0.60%
- YTD
- 0.78%
- 6M
- 0.89%
- 1Y
- 3.23%
- 3Y*
- 5.46%
- 5Y*
- 1.65%
- 10Y*
- —
AGZD
- 1D
- -0.02%
- 1M
- 0.09%
- YTD
- 2.26%
- 6M
- 2.23%
- 1Y
- 5.68%
- 3Y*
- 5.78%
- 5Y*
- 4.31%
- 10Y*
- 3.26%
THY vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
THY Agility Shares Dynamic Tactical Income ETF | 0.78% | 4.44% | 5.38% | 4.97% | -5.62% | -0.46% | 3.50% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.26% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 1.41% |
Correlation
The correlation between THY and AGZD is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.02 |
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Return for Risk
THY vs. AGZD — Risk / Return Rank
THY
AGZD
THY vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THY | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 7.80 | -5.78 |
| Martin ratioReturn relative to average drawdown | 4.78 | 22.95 | -18.17 |
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Drawdowns
THY vs. AGZD - Drawdown Comparison
The maximum THY drawdown since its inception was -8.56%, roughly equal to the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for THY and AGZD.
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Drawdown Indicators
| THY | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.56% | -8.46% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -0.73% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -2.74% | -1.71% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -2.23% | -6.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.46% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.58% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -0.77% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 0.25% | +0.43% |
Volatility
THY vs. AGZD - Volatility Comparison
The current volatility for Agility Shares Dynamic Tactical Income ETF (THY) is 0.96%, while WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a volatility of 1.14%. This indicates that THY experiences smaller price fluctuations and is considered to be less risky 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
| THY | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 1.14% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 2.03% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 2.83% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 3.60% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 3.72% | +0.75% |
THY vs. AGZD - Expense Ratio Comparison
THY has a 1.36% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
THY vs. AGZD - Dividend Comparison
THY's dividend yield for the trailing twelve months is around 5.43%, 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% |
THY Agility Shares Dynamic Tactical Income ETF | 5.43% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THY and AGZD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZD has higher volatility (1.14%) compared to THY (0.96%). In terms of maximum drawdown, THY dropped -8.56% vs AGZD's -8.46%.
On 5-year performance, AGZD leads with 4.31% vs 1.65% for THY. On fees, AGZD is cheaper at 0.23% per year. On volatility, THY has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AGZD has performed better with a 4.31% return vs 1.65%. 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 1.36% for THY.
THY has the higher dividend yield at 5.43%, compared with 3.99% for AGZD.
THY is categorized as High Yield Bonds, while AGZD is Nontraditional Bonds. They also come from different issuers: Toews Corp. and WisdomTree. Their fees differ too: 1.36% for THY and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (2.02 vs 1.09), 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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