REAI vs. AGZD

Last updated Jun 3, 2026

REAI (Intelligent Real Estate ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - REAI is a REIT fund actively managed by Armada ETF Advisors, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. REAI is actively managed, while AGZD is passively managed. Over the past year, REAI returned 14.52% vs 5.26% for AGZD. At a 0.02 correlation, their price movements are largely independent. REAI charges 0.59%/yr vs 0.23%/yr for AGZD.

Performance

REAI vs. AGZD - Performance Comparison

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

Returns By Period

In the year-to-date period, REAI achieves a 14.15% return, which is significantly higher than AGZD's 2.22% return.

REAI

• 1D: 0.12%
• 1M: -0.84%
• YTD: 14.15%
• 6M: 14.58%
• 1Y: 14.52%
• 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)

REAI vs. AGZD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
REAI Intelligent Real Estate ETF	14.15%	-6.08%	8.00%	1.46%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.22%	4.35%	6.64%	4.45%

Correlation

The correlation between REAI and AGZD is 0.03, 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	0.03
Correlation (All Time) Calculated using the full available price history since Jun 14, 2023	0.02

Return for Risk

REAI vs. AGZD — Risk / Return Rank

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

REAI

REAI Risk / Return Rank: 25
REAI Sharpe Ratio Rank: 26
REAI Sortino Ratio Rank: 25
REAI Omega Ratio Rank: 25
REAI Calmar Ratio Rank: 27
REAI Martin Ratio Rank: 25

AGZD

AGZD Risk / Return Rank: 69
AGZD Sharpe Ratio Rank: 53
AGZD Sortino Ratio Rank: 56
AGZD Omega Ratio Rank: 58
AGZD Calmar Ratio Rank: 92
AGZD Martin Ratio Rank: 87

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.

REAI vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Real Estate ETF (REAI) 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.

	REAI	AGZD	Difference
Sharpe ratio Return per unit of total volatility	0.95	1.83	-0.88
Sortino ratio Return per unit of downside risk	1.37	2.71	-1.35
Omega ratio Gain probability vs. loss probability	1.17	1.36	-0.19
Calmar ratio Return relative to maximum drawdown	1.30	6.09	-4.79
Martin ratio Return relative to average drawdown	3.35	19.08	-15.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REAI vs. AGZD - Sharpe Ratio Comparison

The current REAI Sharpe Ratio is 0.95, which is lower than the AGZD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of REAI 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.

Sharpe Ratios by Period

	REAI	AGZD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.83	-0.88
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	0.31	0.64	-0.33

Drawdowns

REAI vs. AGZD - Drawdown Comparison

The maximum REAI drawdown since its inception was -22.29%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for REAI and AGZD.

Drawdown Indicators

	REAI	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-22.29%	-8.46%	-13.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-0.87%	-10.21%
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	-2.85%	-0.39%	-2.46%
Average Drawdown Average peak-to-trough decline	-7.31%	-0.77%	-6.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	0.28%	+4.02%

Volatility

REAI vs. AGZD - Volatility Comparison

Intelligent Real Estate ETF (REAI) has a higher volatility of 3.87% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.03%. This indicates that REAI'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.

Volatility by Period

	REAI	AGZD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	1.03%	+2.84%
Volatility (6M) Calculated over the trailing 6-month period	10.49%	1.99%	+8.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	2.89%	+12.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	3.59%	+14.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	3.72%	+14.35%

REAI vs. AGZD - Expense Ratio Comparison

REAI has a 0.59% expense ratio, which is higher than AGZD's 0.23% expense ratio.

Dividends

REAI vs. AGZD - Dividend Comparison

REAI's dividend yield for the trailing twelve months is around 3.25%, less 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%
REAI Intelligent Real Estate ETF	3.25%	4.52%	3.34%	1.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REAI and AGZD in my portfolio?

REAI and AGZD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REAI or AGZD?

REAI has higher volatility (3.87%) compared to AGZD (1.03%). In terms of maximum drawdown, REAI dropped -22.29% vs AGZD's -8.46%.

Which ETF is better, REAI or AGZD?

On 1-year performance, REAI leads with 14.52% vs 5.26% for AGZD. 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.

Which ETF has performed better, REAI or AGZD?

Over the 1-year period, REAI has performed better with a 14.52% return vs 5.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REAI or AGZD?

AGZD is cheaper with a 0.23% expense ratio, compared with 0.59% for REAI.

Which ETF pays a higher dividend yield, REAI or AGZD?

AGZD has the higher dividend yield at 3.99%, compared with 3.25% for REAI.

What is the main difference between REAI and AGZD?

REAI is categorized as REIT, while AGZD is Nontraditional Bonds. They also come from different issuers: Armada ETF Advisors and WisdomTree. Their fees differ too: 0.59% for REAI and 0.23% for AGZD.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (1.83 vs 0.95), 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.