AGZD vs. ^RTSI
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, while ^RTSI (RTS Index) is an index. Over the past 10 years, AGZD returned 3.19%/yr vs 2.17%/yr for ^RTSI. At a 0.06 correlation, their price movements are largely independent.
Performance
AGZD vs. ^RTSI - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.47% return, which is significantly higher than ^RTSI's 0.37% return. Over the past 10 years, AGZD has outperformed ^RTSI with an annualized return of 3.19%, while ^RTSI has yielded a comparatively lower 2.17% annualized return.
AGZD
- 1D
- -0.38%
- 1M
- 0.49%
- YTD
- 2.47%
- 6M
- 2.73%
- 1Y
- 5.70%
- 3Y*
- 6.10%
- 5Y*
- 4.39%
- 10Y*
- 3.19%
^RTSI
- 1D
- -1.70%
- 1M
- 1.53%
- YTD
- 0.37%
- 6M
- 1.40%
- 1Y
- 0.87%
- 3Y*
- 2.07%
- 5Y*
- -7.45%
- 10Y*
- 2.17%
AGZD vs. ^RTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.47% | 4.35% | 6.64% | 7.15% | 1.17% | 0.69% | 0.31% | 4.65% | 0.18% | 2.62% |
^RTSI RTS Index | 0.37% | 24.73% | -17.56% | 11.63% | -39.18% | 15.01% | -10.42% | 44.93% | -7.42% | 0.18% |
Correlation
The correlation between AGZD and ^RTSI 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 18, 2013 | 0.06 |
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Return for Risk
AGZD vs. ^RTSI — Risk / Return Rank
AGZD
^RTSI
AGZD vs. ^RTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and RTS Index (^RTSI). 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.
| AGZD | ^RTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.01 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 6.60 | -0.07 | +6.67 |
| Martin ratioReturn relative to average drawdown | 20.71 | -0.15 | +20.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGZD | ^RTSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | -0.06 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | -0.21 | +1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.07 | +0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.21 | +0.43 |
Drawdowns
AGZD vs. ^RTSI - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum ^RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for AGZD and ^RTSI.
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Drawdown Indicators
| AGZD | ^RTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -93.26% | +84.80% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -17.79% | +16.92% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -40.03% | +38.32% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | -62.14% | +59.91% |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | -62.14% | +53.68% |
Current DrawdownCurrent decline from peak | -0.38% | -55.05% | +54.67% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -43.30% | +42.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 8.17% | -7.89% |
Volatility
AGZD vs. ^RTSI - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.18%, while RTS Index (^RTSI) has a volatility of 5.98%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | ^RTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 5.98% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.05% | 12.81% | -10.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.95% | 21.07% | -18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 36.06% | -32.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 31.01% | -27.29% |
Frequently Asked Questions
AGZD and ^RTSI 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.
^RTSI has higher volatility (5.98%) compared to AGZD (1.18%). In terms of maximum drawdown, AGZD dropped -8.46% vs ^RTSI's -93.26%.
AGZD currently has the higher Sharpe Ratio (1.94 vs -0.06), 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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