^RTSI vs. AGZD

Last updated Jun 3, 2026

^RTSI (RTS Index) is an index, while AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) is Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. Over the past 10 years, ^RTSI returned 2.34%/yr vs 3.17%/yr for AGZD. At a 0.06 correlation, their price movements are largely independent.

Performance

^RTSI vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RTS Index (^RTSI) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^RTSI achieves a 2.09% return, which is significantly lower than AGZD's 2.40% return. Over the past 10 years, ^RTSI has underperformed AGZD with an annualized return of 2.34%, while AGZD has yielded a comparatively higher 3.17% annualized return.

^RTSI

• 1D: 0.53%
• 1M: 1.60%
• YTD: 2.09%
• 6M: 4.86%
• 1Y: 0.97%
• 3Y*: 2.65%
• 5Y*: -7.02%
• 10Y*: 2.34%

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)

^RTSI vs. AGZD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^RTSI RTS Index	2.09%	24.73%	-17.56%	11.63%	-39.18%	15.01%	-10.42%	44.93%	-7.42%	0.18%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.40%	4.35%	6.64%	7.15%	1.17%	0.69%	0.31%	4.65%	0.18%	2.62%

Correlation

The correlation between ^RTSI and AGZD is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013	0.06

The correlation between ^RTSI and AGZD shifts across timeframes, from -0.03 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

^RTSI vs. AGZD — Risk / Return Rank

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

^RTSI

^RTSI Risk / Return Rank: 12
^RTSI Sharpe Ratio Rank: 12
^RTSI Sortino Ratio Rank: 13
^RTSI Omega Ratio Rank: 13
^RTSI Calmar Ratio Rank: 10
^RTSI Martin Ratio Rank: 11

AGZD

AGZD Risk / Return Rank: 71
AGZD Sharpe Ratio Rank: 55
AGZD Sortino Ratio Rank: 58
AGZD Omega Ratio Rank: 61
AGZD Calmar Ratio Rank: 92
AGZD Martin Ratio Rank: 88

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.

^RTSI vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTS Index (^RTSI) 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.

	^RTSI	AGZD	Difference
Sharpe ratio Return per unit of total volatility	0.05	1.88	-1.83
Sortino ratio Return per unit of downside risk	0.22	2.79	-2.57
Omega ratio Gain probability vs. loss probability	1.03	1.37	-0.35
Calmar ratio Return relative to maximum drawdown	-0.00	6.28	-6.28
Martin ratio Return relative to average drawdown	-0.01	19.78	-19.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^RTSI vs. AGZD - Sharpe Ratio Comparison

The current ^RTSI Sharpe Ratio is 0.05, which is lower than the AGZD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ^RTSI and AGZD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^RTSI	AGZD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	1.88	-1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	1.22	-1.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.86	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.65	-0.43

Drawdowns

^RTSI vs. AGZD - Drawdown Comparison

The maximum ^RTSI drawdown since its inception was -93.26%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for ^RTSI and AGZD.

Drawdown Indicators

	^RTSI	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-93.26%	-8.46%	-84.80%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	-0.87%	-16.92%
Max Drawdown (3Y) Largest decline over 3 years	-40.03%	-1.71%	-38.32%
Max Drawdown (5Y) Largest decline over 5 years	-62.14%	-2.23%	-59.91%
Max Drawdown (10Y) Largest decline over 10 years	-62.14%	-8.46%	-53.68%
Current Drawdown Current decline from peak	-54.28%	-0.22%	-54.06%
Average Drawdown Average peak-to-trough decline	-43.30%	-0.77%	-42.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.19%	0.28%	+7.91%

Volatility

^RTSI vs. AGZD - Volatility Comparison

RTS Index (^RTSI) has a higher volatility of 5.75% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.02%. This indicates that ^RTSI'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.

Volatility by Period

	^RTSI	AGZD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	1.02%	+4.73%
Volatility (6M) Calculated over the trailing 6-month period	12.73%	1.99%	+10.74%
Volatility (1Y) Calculated over the trailing 1-year period	21.01%	2.88%	+18.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.05%	3.58%	+32.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.01%	3.72%	+27.29%

Frequently Asked Questions

Can I hold both ^RTSI and AGZD in my portfolio?

^RTSI and AGZD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^RTSI or AGZD?

^RTSI has higher volatility (5.75%) compared to AGZD (1.02%). In terms of maximum drawdown, ^RTSI dropped -93.26% vs AGZD's -8.46%.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (1.88 vs 0.05), 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.