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QBF vs. AGZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBF vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Uncapped Bitcoin 20 Floor ETF - Quarterly (QBF) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBF achieves a -23.63% return, which is significantly lower than AGZD's 2.22% return.


QBF

1D
-2.17%
1M
-14.35%
YTD
-23.63%
6M
-27.96%
1Y
-35.86%
3Y*
5Y*
10Y*

AGZD

1D
-0.18%
1M
0.67%
YTD
2.22%
6M
2.64%
1Y
5.26%
3Y*
6.02%
5Y*
4.32%
10Y*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBF vs. AGZD - Yearly Performance Comparison


Correlation

The correlation between QBF and AGZD is 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

0.01

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Return for Risk

QBF vs. AGZD — Risk / Return Rank

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

QBF
QBF Risk / Return Rank: 11
Overall Rank
QBF Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QBF Sortino Ratio Rank: 11
Sortino Ratio Rank
QBF Omega Ratio Rank: 11
Omega Ratio Rank
QBF Calmar Ratio Rank: 22
Calmar Ratio Rank
QBF Martin Ratio Rank: 11
Martin Ratio Rank

AGZD
AGZD Risk / Return Rank: 6969
Overall Rank
AGZD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AGZD Sortino Ratio Rank: 5656
Sortino Ratio Rank
AGZD Omega Ratio Rank: 5858
Omega Ratio Rank
AGZD Calmar Ratio Rank: 9292
Calmar Ratio Rank
AGZD Martin Ratio Rank: 8787
Martin Ratio Rank
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.

QBF vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Uncapped Bitcoin 20 Floor ETF - Quarterly (QBF) 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.


QBFAGZDDifference
Sharpe ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-4.75

Omega ratioGain probability vs. loss probability

0.78

1.36

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.84

6.09

-6.93

Martin ratioReturn relative to average drawdown

-1.48

19.08

-20.56

QBF vs. AGZD - Sharpe Ratio Comparison

The current QBF Sharpe Ratio is -1.37, which is lower than the AGZD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of QBF and AGZD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QBFAGZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.37

1.83

-3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.97

0.64

-1.61

Drawdowns

QBF vs. AGZD - Drawdown Comparison

The maximum QBF drawdown since its inception was -42.92%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for QBF and AGZD.


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Drawdown Indicators


QBFAGZDDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-8.46%

-34.46%

Max Drawdown (1Y)

Largest decline over 1 year

-42.92%

-0.87%

-42.05%

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 Drawdown

Current decline from peak

-42.92%

-0.39%

-42.53%

Average Drawdown

Average peak-to-trough decline

-16.82%

-0.77%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

0.28%

+23.92%

Volatility

QBF vs. AGZD - Volatility Comparison

Innovator Uncapped Bitcoin 20 Floor ETF - Quarterly (QBF) has a higher volatility of 7.09% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.03%. This indicates that QBF'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


QBFAGZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

1.03%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

18.56%

1.99%

+16.57%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

2.89%

+23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

3.59%

+24.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.53%

3.72%

+24.81%

QBF vs. AGZD - Expense Ratio Comparison

QBF has a 0.79% expense ratio, which is higher than AGZD's 0.23% expense ratio.


Dividends

QBF vs. AGZD - Dividend Comparison

QBF's dividend yield for the trailing twelve months is around 1.81%, less than AGZD's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QBF
Innovator Uncapped Bitcoin 20 Floor ETF - Quarterly
1.81%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QBF and AGZD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QBF has higher volatility (7.09%) compared to AGZD (1.03%). In terms of maximum drawdown, QBF dropped -42.92% vs AGZD's -8.46%.

On 1-year performance, AGZD leads with 5.26% vs -35.86% for QBF. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.03%. 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 5.26% return vs -35.86%. 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 0.79% for QBF.

AGZD has the higher dividend yield at 3.99%, compared with 1.81% for QBF.

QBF is categorized as Blockchain, while AGZD is Nontraditional Bonds. They also come from different issuers: Innovator and WisdomTree. Their fees differ too: 0.79% for QBF and 0.23% for AGZD.

AGZD currently has the higher Sharpe Ratio (1.83 vs -1.37), 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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