AGZD vs. RISR
AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both Nontraditional Bonds funds. AGZD is passively managed, while RISR is actively managed. Over the past 3 years, AGZD returned 6.14%/yr vs 10.70%/yr for RISR. At a 0.10 correlation, their price movements are largely independent. AGZD charges 0.23%/yr vs 1.13%/yr for RISR.
Performance
AGZD vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, AGZD achieves a 2.38% return, which is significantly lower than RISR's 2.73% return.
AGZD
- 1D
- 0.15%
- 1M
- 0.56%
- YTD
- 2.38%
- 6M
- 2.79%
- 1Y
- 5.37%
- 3Y*
- 6.14%
- 5Y*
- 4.35%
- 10Y*
- 3.21%
RISR
- 1D
- -0.06%
- 1M
- -0.41%
- YTD
- 2.73%
- 6M
- 4.18%
- 1Y
- 3.80%
- 3Y*
- 10.70%
- 5Y*
- —
- 10Y*
- —
AGZD vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.38% | 4.35% | 6.64% | 7.15% | 1.17% | 0.09% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 2.73% | 4.63% | 24.20% | 7.02% | 31.98% | 0.02% |
Correlation
The correlation between AGZD and RISR is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2021 | 0.10 |
The correlation between AGZD and RISR shifts across timeframes, from -0.01 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AGZD vs. RISR — Risk / Return Rank
AGZD
RISR
AGZD vs. RISR - 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 FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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 | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 6.22 | 1.47 | +4.76 |
| Martin ratioReturn relative to average drawdown | 19.58 | 3.47 | +16.11 |
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 | RISR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.70 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.23 | -0.59 |
Drawdowns
AGZD vs. RISR - Drawdown Comparison
The maximum AGZD drawdown since its inception was -8.46%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for AGZD and RISR.
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Drawdown Indicators
| AGZD | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.46% | -14.31% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -2.61% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -1.71% | -8.07% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -2.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -8.46% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.76% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -2.18% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 1.11% | -0.83% |
Volatility
AGZD vs. RISR - Volatility Comparison
The current volatility for WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) is 1.01%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 1.27%. This indicates that AGZD experiences smaller price fluctuations and is considered to be less risky than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZD | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.27% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 4.03% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 5.43% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 11.85% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 11.85% | -8.13% |
AGZD vs. RISR - Expense Ratio Comparison
AGZD has a 0.23% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
AGZD vs. RISR - Dividend Comparison
AGZD's dividend yield for the trailing twelve months is around 3.98%, less than RISR's 5.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.93% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGZD and RISR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RISR has higher volatility (1.27%) compared to AGZD (1.01%). In terms of maximum drawdown, AGZD dropped -8.46% vs RISR's -14.31%.
On 3-year performance, RISR leads with 10.70% vs 6.14% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RISR has performed better with a 10.70% return vs 6.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGZD is cheaper with a 0.23% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.93%, compared with 3.98% for AGZD.
They also come from different issuers: WisdomTree and FolioBeyond. Their fees differ too: 0.23% for AGZD and 1.13% for RISR.
AGZD currently has the higher Sharpe Ratio (1.87 vs 0.70), 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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