QALT vs. AGZD
QALT (SEI DBi Multi-Strategy Alternative ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - QALT is a Multistrategy fund actively managed by SEI, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. QALT is actively managed, while AGZD is passively managed. Their 0.17 correlation means their historical movements had little consistent relationship. QALT charges 0.80%/yr vs 0.23%/yr for AGZD.
Performance
QALT vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, QALT achieves a 7.15% return, which is significantly higher than AGZD's 2.83% return.
QALT
- 1D
- 0.14%
- 1M
- 0.83%
- 6M
- 4.68%
- YTD
- 7.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
AGZD
- 1D
- 0.24%
- 1M
- 0.50%
- 6M
- 2.10%
- YTD
- 2.83%
- 1Y
- 5.51%
- 3Y*
- 5.64%
- 5Y*
- 4.44%
- 10Y*
- 3.25%
- ALL TIME*
- 2.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.75M | $1.75M | $1.43M | |
| $670.75K | $485.66K | $308.26K |
QALT vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QALT SEI DBi Multi-Strategy Alternative ETF | 7.15% | 53.86% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.83% | 2.10% |
Correlation
The correlation between QALT and AGZD is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 25, 2025 | 0.17 |
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Return for Risk
QALT vs. AGZD — Risk / Return Rank
QALT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AGZD
QALT vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI DBi Multi-Strategy Alternative ETF (QALT) 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.
| QALT | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 7.43 | — |
| Martin ratioReturn relative to average drawdown | — | 21.25 | — |
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Drawdowns
QALT vs. AGZD - Drawdown Comparison
The maximum QALT drawdown since its inception was -4.85%, smaller than the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for QALT and AGZD.
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Drawdown Indicators
| QALT | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.85% | -8.46% | +3.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.73% | — |
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 | -0.62% | -0.03% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -0.77% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.26% | — |
Volatility
QALT vs. AGZD - Volatility Comparison
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Volatility by Period
| QALT | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 48.83% | 2.69% | +46.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.83% | 3.60% | +45.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.83% | 3.68% | +45.15% |
QALT vs. AGZD - Expense Ratio Comparison
QALT has a 0.80% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
QALT vs. AGZD - Dividend Comparison
QALT's dividend yield for the trailing twelve months is around 6.02%, more than AGZD's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.97% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
QALT SEI DBi Multi-Strategy Alternative ETF | 6.02% | 5.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QALT and AGZD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGZD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGZD is cheaper with a 0.23% expense ratio, compared with 0.80% for QALT.
QALT has the higher dividend yield at 6.02%, compared with 3.97% for AGZD.
QALT is categorized as Multistrategy, while AGZD is Nontraditional Bonds. They also come from different issuers: SEI and WisdomTree. Their fees differ too: 0.80% for QALT and 0.23% for AGZD.
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