ILS vs. AGZD

Last updated Apr 1, 2026

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

ILS and AGZD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025. 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.

Performance

ILS vs. AGZD - Performance Comparison

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

ILS vs. AGZD - Yearly Performance Comparison

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

Returns By Period

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

ILS

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

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%

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

ILS vs. AGZD - Expense Ratio Comparison

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

ILS

Brookmont Catastrophic Bond ETF

AGZD

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

Return for Risk

ILS vs. AGZD — 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.

ILS vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ILS	AGZD	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	1.92	0.63	+1.29

Correlation

The correlation between ILS and AGZD 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

ILS vs. AGZD - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

ILS vs. AGZD - Drawdown Comparison

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

Drawdown Indicators

	ILS	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-1.56%	-8.46%	+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	-0.28%	-0.78%	+0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.37%	—

Volatility

Volatility by Period

	ILS	AGZD	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	3.53%	3.46%	+0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.53%	3.56%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.53%	3.79%	-0.26%