AGZD vs. ILS

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) and Brookmont Catastrophic Bond ETF (ILS).

AGZD and ILS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025.

Performance

AGZD vs. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

AGZD vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	1.24%	4.28%
ILS Brookmont Catastrophic Bond ETF	1.04%	5.60%

Returns By Period

In the year-to-date period, AGZD achieves a 1.24% return, which is significantly higher than ILS's 1.04% return.

AGZD

• 1D: 0.46%
• 1M: 0.66%
• YTD: 1.24%
• 6M: 2.27%
• 1Y: 5.10%
• 3Y*: 6.13%
• 5Y*: 4.13%
• 10Y*: 3.13%

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZD vs. ILS - Expense Ratio Comparison

AGZD has a 0.23% expense ratio, which is lower than ILS's 1.58% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

AGZD

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Return for Risk

AGZD vs. ILS — Risk / Return Rank

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

AGZD

AGZD Risk / Return Rank: 86
AGZD Sharpe Ratio Rank: 80
AGZD Sortino Ratio Rank: 84
AGZD Omega Ratio Rank: 79
AGZD Calmar Ratio Rank: 95
AGZD Martin Ratio Rank: 94

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. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). 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	ILS	Difference
Sharpe ratio Return per unit of total volatility	1.48	—	—
Sortino ratio Return per unit of downside risk	2.20	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	3.89	—	—
Martin ratio Return relative to average drawdown	13.79	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AGZD	ILS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	1.92	-1.29

Correlation

The correlation between AGZD and ILS is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

AGZD vs. ILS - Dividend Comparison

AGZD's dividend yield for the trailing twelve months is around 4.07%, less than ILS's 8.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	4.07%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AGZD vs. ILS - Drawdown Comparison

The maximum AGZD drawdown since its inception was -8.46%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for AGZD and ILS.

Drawdown Indicators

	AGZD	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-8.46%	-1.56%	-6.90%
Max Drawdown (1Y) Largest decline over 1 year	-1.14%	—	—
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.78%	-0.28%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.37%	—	—

Volatility

Volatility by Period

	AGZD	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.46%	3.53%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.56%	3.53%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.79%	3.53%	+0.26%