IBIG vs. AGZD
IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - IBIG is a Inflation-Protected Bonds fund tracking the ICE 2030 Maturity US Inflation-Linked Treasury Index, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. Both are passively managed. Over the past year, IBIG returned 3.30% vs 5.47% for AGZD. At a correlation of -0.08, they often move in opposite directions. IBIG charges 0.10%/yr vs 0.23%/yr for AGZD.
Performance
IBIG vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, IBIG achieves a 1.33% return, which is significantly lower than AGZD's 2.56% return.
IBIG
- 1D
- -0.02%
- 1M
- -0.16%
- 6M
- 1.21%
- YTD
- 1.33%
- 1Y
- 3.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGZD
- 1D
- -0.07%
- 1M
- 0.09%
- 6M
- 1.99%
- YTD
- 2.56%
- 1Y
- 5.47%
- 3Y*
- 5.74%
- 5Y*
- 4.39%
- 10Y*
- 3.21%
IBIG vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 1.33% | 7.90% | 2.60% | 4.26% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.56% | 4.35% | 6.64% | 2.06% |
Correlation
The correlation between IBIG and AGZD is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2023 | -0.08 |
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Return for Risk
IBIG vs. AGZD — Risk / Return Rank
IBIG
AGZD
IBIG vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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.
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.
| IBIG | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 7.50 | -5.04 |
| Martin ratioReturn relative to average drawdown | 6.77 | 21.69 | -14.91 |
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Drawdowns
IBIG vs. AGZD - Drawdown Comparison
The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for IBIG and AGZD.
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Drawdown Indicators
| IBIG | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.21% | -8.46% | +5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -0.73% | -0.62% |
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 DrawdownCurrent decline from peak | -0.74% | -0.29% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -0.77% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.25% | +0.24% |
Volatility
IBIG vs. AGZD - Volatility Comparison
iShares iBonds Oct 2030 Term TIPS ETF (IBIG) has a higher volatility of 0.96% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 0.70%. This indicates that IBIG'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.
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Volatility by Period
| IBIG | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.70% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | 1.94% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 2.68% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.24% | 3.60% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.24% | 3.69% | +0.55% |
IBIG vs. AGZD - Expense Ratio Comparison
IBIG has a 0.10% expense ratio, which is lower than AGZD's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IBIG vs. AGZD - Dividend Comparison
IBIG's dividend yield for the trailing twelve months is around 5.51%, more than AGZD's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.99% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 5.51% | 4.70% | 4.15% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBIG and AGZD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIG has higher volatility (0.96%) compared to AGZD (0.70%). In terms of maximum drawdown, IBIG dropped -3.21% vs AGZD's -8.46%.
On 1-year performance, AGZD leads with 5.47% vs 3.30% for IBIG. On fees, IBIG is cheaper at 0.10% per year. On volatility, AGZD has been the lower-risk option at 0.70%. 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 5.47% return vs 3.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIG is cheaper with a 0.10% expense ratio, compared with 0.23% for AGZD.
IBIG has the higher dividend yield at 5.51%, compared with 3.99% for AGZD.
IBIG is categorized as Inflation-Protected Bonds, while AGZD is Nontraditional Bonds. IBIG tracks ICE 2030 Maturity US Inflation-Linked Treasury Index, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.10% for IBIG and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (2.05 vs 1.25), 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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