RSDE vs. AGZD

Last updated Jun 20, 2026

RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both exchange-traded funds - RSDE is a Defined Outcome fund tracking the S&P 500 Equal Weight, 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, RSDE returned 14.03% vs 5.48% for AGZD. At a 0.05 correlation, their price movements are largely independent. RSDE charges 0.85%/yr vs 0.23%/yr for AGZD.

Performance

RSDE vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) 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, RSDE achieves a 6.62% return, which is significantly higher than AGZD's 2.33% return.

RSDE

• 1D: 0.41%
• 1M: 1.80%
• YTD: 6.62%
• 6M: 6.08%
• 1Y: 14.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGZD

• 1D: -0.44%
• 1M: 0.31%
• YTD: 2.33%
• 6M: 2.07%
• 1Y: 5.48%
• 3Y*: 5.81%
• 5Y*: 4.35%
• 10Y*: 3.24%

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

RSDE vs. AGZD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	6.62%	8.96%	0.33%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.33%	4.35%	0.29%

Correlation

The correlation between RSDE and AGZD is 0.05, 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	0.05
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024	0.05

Return for Risk

RSDE vs. AGZD — Risk / Return Rank

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

RSDE

RSDE Risk / Return Rank: 57
RSDE Sharpe Ratio Rank: 54
RSDE Sortino Ratio Rank: 56
RSDE Omega Ratio Rank: 52
RSDE Calmar Ratio Rank: 61
RSDE Martin Ratio Rank: 61

AGZD

AGZD Risk / Return Rank: 77
AGZD Sharpe Ratio Rank: 62
AGZD Sortino Ratio Rank: 67
AGZD Omega Ratio Rank: 68
AGZD Calmar Ratio Rank: 95
AGZD Martin Ratio Rank: 93

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.

RSDE vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) 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.

	RSDE	AGZD	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.97	-0.20
Sortino ratio: Return per unit of downside risk	2.59	2.92	-0.33
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio: Return relative to maximum drawdown	2.94	7.63	-4.70
Martin ratio: Return relative to average drawdown	10.60	23.06	-12.46

RSDE vs. AGZD - Sharpe Ratio Comparison

The current RSDE Sharpe Ratio is 1.77, which is comparable to the AGZD Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of RSDE 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.

Drawdowns

RSDE vs. AGZD - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for RSDE and AGZD.

Drawdown Indicators

	RSDE	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-10.77%	-8.46%	-2.31%
Max Drawdown (1Y) Largest decline over 1 year	-4.83%	-0.73%	-4.10%
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	-0.48%	-0.51%	+0.03%
Average Drawdown Average peak-to-trough decline	-1.25%	-0.77%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.34%	0.24%	+1.10%

Volatility

RSDE vs. AGZD - Volatility Comparison

FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) has a higher volatility of 1.87% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.16%. This indicates that RSDE'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

	RSDE	AGZD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.87%	1.16%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	5.06%	2.12%	+2.94%
Volatility (1Y) Calculated over the trailing 1-year period	8.01%	2.83%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.95%	3.60%	+7.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.95%	3.72%	+7.23%

RSDE vs. AGZD - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is higher than AGZD's 0.23% expense ratio.

Dividends

RSDE vs. AGZD - Dividend Comparison

RSDE has not paid dividends to shareholders, while AGZD's dividend yield for the trailing twelve months is around 3.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	3.98%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSDE and AGZD in my portfolio?

RSDE and AGZD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSDE or AGZD?

RSDE has higher volatility (1.87%) compared to AGZD (1.16%). In terms of maximum drawdown, RSDE dropped -10.77% vs AGZD's -8.46%.

Which ETF is better, RSDE or AGZD?

On 1-year performance, RSDE leads with 14.03% vs 5.48% for AGZD. On fees, AGZD is cheaper at 0.23% per year. On volatility, AGZD has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSDE or AGZD?

Over the 1-year period, RSDE has performed better with a 14.03% return vs 5.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSDE or AGZD?

AGZD is cheaper with a 0.23% expense ratio, compared with 0.85% for RSDE.

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

AGZD has the higher dividend yield at 3.98%, compared with 0.00% for RSDE.

What is the main difference between RSDE and AGZD?

RSDE is categorized as Defined Outcome, while AGZD is Nontraditional Bonds. RSDE tracks S&P 500 Equal Weight, while AGZD tracks Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. They also come from different issuers: FT Vest and WisdomTree. Their fees differ too: 0.85% for RSDE and 0.23% for AGZD.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (1.97 vs 1.77), 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.