WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

10-Year Study

AGZD.US · · US · ETF

Executive Summary: WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 3.7% and an annualized volatility of 5.8%.

1Y CAGR
+4.4%
3Y CAGR
+5.3%
5Y CAGR
+4.2%
10Y CAGR
+3.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · 0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.40.3-0.00.40.6——————1.5%
20250.30.4-0.2-0.71.5-0.30.70.41.10.30.10.64.3%
20240.30.70.60.50.70.7-0.51.30.7-0.21.00.66.6%
20230.90.5-0.40.30.61.60.60.40.10.01.60.87.2%
2022-0.1-0.80.7-0.70.1-0.80.70.3-0.40.01.50.61.2%
20210.50.2-0.50.3-0.10.3-0.1-0.10.30.1-0.50.40.7%
20200.1-0.4-3.21.8-0.10.90.4-0.2-0.20.20.70.30.3%
20190.70.60.40.3-0.30.50.6-0.00.50.10.70.54.7%
20180.0-0.2-0.40.6-0.1-0.00.70.10.4-0.70.2-0.30.2%
2017-0.10.10.3-0.1-0.10.40.4-0.00.30.7-0.00.92.7%
2016—————-0.40.40.7-0.20.40.60.62.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.7% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019956.08775289815
2016-07-019995.823563454986
2016-08-0110064.078469276343
2016-09-0110042.599652759134
2016-10-0110080.724552077181
2016-11-0110138.717356673647
2016-12-0110200.28996402298
2017-01-0110185.493445977794
2017-02-0110191.877427553742
2017-03-0110219.441908750829
2017-04-0110212.043649728234
2017-05-0110200.28996402298
2017-06-0110241.577022439398
2017-07-0110279.88091189509
2017-08-0110279.164951344515
2017-09-0110314.18735494341
2017-10-0110381.726300214192
2017-11-0110376.535586222533
2017-12-0110472.295309861758
2018-01-0110474.383528134267
2018-02-0110453.799662305275
2018-03-0110413.288227818646
2018-04-0110471.221369035899
2018-05-0110457.021484782856
2018-06-0110453.441682029987
2018-07-0110522.233558264274
2018-08-0110529.870470803726
2018-09-0110576.10958969494
2018-10-0110504.990841671291
2018-11-0110524.32177653678
2018-12-0110490.790957418249
2019-01-0110561.850042062684
2019-02-0110630.40326478011
2019-03-0110677.835651255617
2019-04-0110712.500074579224
2019-05-0110675.508779466252
2019-06-0110727.177265865987
2019-07-0110795.909478721056
2019-08-0110791.017081625469
2019-09-0110842.327587749915
2019-10-0110852.530025595588
2019-11-0110927.825210164252
2019-12-0110978.718072634198
2020-01-0110992.380986474313
2020-02-0110946.499847858384
2020-03-0110591.144761256988
2020-04-0110786.542328184383
2020-05-0110773.893691790916
2020-06-0110870.250049222288
2020-07-0110918.279069489938
2020-08-0110900.32039234638
2020-09-0110873.531535079082
2020-10-0110896.6809262143
2020-11-0110977.047498016193
2020-12-0111013.203505820162
2021-01-0111070.540013245269
2021-02-0111089.870948110758
2021-03-0111037.068857505952
2021-04-0111066.423240079474
2021-05-0111052.998979756218
2021-06-0111084.322253843813
2021-07-0111070.480349866057
2021-08-0111058.368683885517
2021-09-0111086.768452391607
2021-10-0111100.968336644652
2021-11-0111041.662937705465
2021-12-0111089.095324180971
2022-01-0111079.012213093723
2022-02-0110994.58853150525
2022-03-0111072.031597725634
2022-04-0110998.1086708789
2022-05-0111007.71447493243
2022-06-0110919.23368355737
2022-07-0110997.094393432253
2022-08-0111029.491608345714
2022-09-0110988.50286682537
2022-10-0110993.454927300172
2022-11-0111153.054466698886
2022-12-0111218.684183834805
2023-01-0111315.517848299893
2023-02-0111375.061900755936
2023-03-0111328.524464968648
2023-04-0111358.475481334313
2023-05-0111430.310189908538
2023-06-0111609.717971206452
2023-07-0111675.407351721587
2023-08-0111726.001897295459
2023-09-0111736.502652037207
2023-10-0111736.502652037207
2023-11-0111922.533068427929
2023-12-0112021.335624407095
2024-01-0112062.503356065083
2024-02-0112147.762324962561
2024-03-0112219.000399744642
2024-04-0112285.465404189561
2024-05-0112374.244512460697
2024-06-0112458.011896877817
2024-07-0112390.950258640749
2024-08-0112553.532967000185
2024-09-0112646.369185057903
2024-10-0112618.148406689457
2024-11-0112748.274236756222
2024-12-0112819.154331263015
2025-01-0112862.052300918222
2025-02-0112916.584629520246
2025-03-0112885.022701915792
2025-04-0112798.68979219245
2025-05-0112990.268902850119
2025-06-0112952.561647186574
2025-07-0113048.619687721874
2025-08-0113098.259619228314
2025-09-0113242.16768989362
2025-10-0113280.411915970097
2025-11-0113295.387424152928
2025-12-0113376.648946643041
2026-01-0113471.991026627766
2026-02-0113412.327647413293
2026-03-0113454.092012863426
2026-04-0113448.125674941977
2026-05-0113495.856378313556
2026-06-0113579.385109213817
Annual Return Matrix
YearAnnual Return
20170.026666432699281817
20180.0017661503050883098
20190.046510040777328454
20200.0031411165636836547
20210.006890984836582792
20220.01168615255486638
20230.0715459520403332
20240.06636689397774553
20250.04348918820802572
20260.015155975415027445
Total Factor Risk
0.05831009097399918
VTI.US Exposure
0.028839955843119956
VEA.US Exposure
-0.0014430524989971515
VWO.US Exposure
-0.0013715514099059086
QQQ.US Exposure
-0.0071383767532449995
VTV.US Exposure
0.00006071519756118336
IJR.US Exposure
0.00372568738013499
QUAL.US Exposure
-0.002540726714273383
SHV.US Exposure
0.7871697032012795
TLT.US Exposure
-0.001565783733284103
LQD.US Exposure
0.10026068180320381
HYG.US Exposure
-0.0017269571531553253
GLD.US Exposure
0.002203898247620762
USO.US Exposure
-0.0004146442058403987
VNQ.US Exposure
-0.00006011026480196143
BTC-USD.CC Exposure
0.002048613326483225
CPER.US Exposure
0.005129929755212448
VIX.INDX Exposure
0.006573564104665425
UUP.US Exposure
-0.0008285950990096459
TIP.US Exposure
0.04717117502398412
Idiosyncratic Exposure
0.03390587394924744
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$176
Avg Yield on Cost
1.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$176.011.76%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.05
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
64
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+1.8%
50.0% retracement+2.4%
61.8% retracement+3.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund a high-risk investment?

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD.US) has an annualized volatility of 5.8% and experienced a maximum drawdown of 3.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AGZD.US?

Over the past 10 years, AGZD.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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