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AGZD vs. IBIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZD vs. IBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and iShares iBonds Oct 2029 Term TIPS ETF (IBIF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZD achieves a 2.35% return, which is significantly higher than IBIF's 1.13% return.


AGZD

1D
0.02%
1M
0.18%
YTD
2.35%
6M
2.55%
1Y
5.50%
3Y*
5.81%
5Y*
4.33%
10Y*
3.27%

IBIF

1D
-0.14%
1M
-0.31%
YTD
1.13%
6M
1.18%
1Y
3.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. IBIF - Yearly Performance Comparison


2026 (YTD)202520242023
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.35%4.35%6.64%2.06%
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
1.13%7.27%3.11%3.95%

Correlation

The correlation between AGZD and IBIF is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

-0.09

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Return for Risk

AGZD vs. IBIF — Risk / Return Rank

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

AGZD
AGZD Risk / Return Rank: 7676
Overall Rank
AGZD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 6565
Sortino Ratio Rank
AGZD Omega Ratio Rank: 6565
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9595
Calmar Ratio Rank
AGZD Martin Ratio Rank: 9393
Martin Ratio Rank

IBIF
IBIF Risk / Return Rank: 6363
Overall Rank
IBIF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBIF Sortino Ratio Rank: 6262
Sortino Ratio Rank
IBIF Omega Ratio Rank: 5757
Omega Ratio Rank
IBIF Calmar Ratio Rank: 7777
Calmar Ratio Rank
IBIF Martin Ratio Rank: 6767
Martin Ratio Rank
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.

AGZD vs. IBIF - 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 iShares iBonds Oct 2029 Term TIPS ETF (IBIF). 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.


AGZDIBIFDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

7.55

3.84

+3.71

Martin ratioReturn relative to average drawdown

22.66

11.95

+10.71

AGZD vs. IBIF - Sharpe Ratio Comparison

The current AGZD Sharpe Ratio is 1.95, which is comparable to the IBIF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AGZD and IBIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGZD vs. IBIF - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, which is greater than IBIF's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for AGZD and IBIF.


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Drawdown Indicators


AGZDIBIFDifference

Max Drawdown

Largest peak-to-trough decline

-8.46%

-2.50%

-5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-0.95%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-8.46%

Current Drawdown

Current decline from peak

-0.49%

-0.88%

+0.39%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.55%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.30%

-0.06%

Volatility

AGZD vs. IBIF - Volatility Comparison

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a higher volatility of 1.15% compared to iShares iBonds Oct 2029 Term TIPS ETF (IBIF) at 0.75%. This indicates that AGZD's price experiences larger fluctuations and is considered to be riskier than IBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZDIBIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.75%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

1.46%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

2.07%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

3.54%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

3.54%

+0.18%

AGZD vs. IBIF - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is higher than IBIF's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AGZD vs. IBIF - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 3.98%, more than IBIF's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
3.98%4.12%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.81%1.66%
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
3.77%4.51%4.05%0.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGZD and IBIF have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGZD has higher volatility (1.15%) compared to IBIF (0.75%). In terms of maximum drawdown, AGZD dropped -8.46% vs IBIF's -2.50%.

On 1-year performance, AGZD leads with 5.50% vs 3.63% for IBIF. On fees, IBIF is cheaper at 0.10% per year. On volatility, IBIF has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AGZD has performed better with a 5.50% return vs 3.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIF is cheaper with a 0.10% expense ratio, compared with 0.23% for AGZD.

AGZD has the higher dividend yield at 3.98%, compared with 3.77% for IBIF.

AGZD is categorized as Nontraditional Bonds, while IBIF is Inflation-Protected Bonds. AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration, while IBIF tracks ICE 2029 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.23% for AGZD and 0.10% for IBIF.

AGZD currently has the higher Sharpe Ratio (1.95 vs 1.76), 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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