RYSE vs. AGZD
RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both Nontraditional Bonds funds. RYSE is actively managed, while AGZD is passively managed. Over the past 3 years, RYSE returned 4.39%/yr vs 6.02%/yr for AGZD. At a 0.18 correlation, their price movements are largely independent. RYSE charges 0.85%/yr vs 0.23%/yr for AGZD.
Performance
RYSE vs. AGZD - Performance Comparison
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Returns By Period
In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than AGZD's 2.22% return.
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.52%
- 6M
- 5.91%
- 1Y
- 1.55%
- 3Y*
- 4.39%
- 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%
RYSE vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 2.52% | -3.09% | 12.46% | 9.32% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.22% | 4.35% | 6.64% | 5.89% |
Correlation
The correlation between RYSE and AGZD is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023 | 0.18 |
The correlation between RYSE and AGZD shifts across timeframes, from 0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYSE vs. AGZD — Risk / Return Rank
RYSE
AGZD
RYSE vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) 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.
| RYSE | AGZD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 6.09 | -5.90 |
| Martin ratioReturn relative to average drawdown | 0.40 | 19.08 | -18.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYSE | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.83 | -1.68 |
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 | 0.42 | 0.64 | -0.23 |
Drawdowns
RYSE vs. AGZD - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for RYSE and AGZD.
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Drawdown Indicators
| RYSE | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -8.46% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -0.87% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -1.71% | -17.99% |
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 | -7.83% | -0.39% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -0.77% | -8.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.28% | +3.58% |
Volatility
RYSE vs. AGZD - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 0.00%, while WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) has a volatility of 1.03%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky 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
| RYSE | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.03% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 1.99% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 2.89% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 3.59% | +11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 3.72% | +11.20% |
RYSE vs. AGZD - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than AGZD's 0.23% expense ratio.
Dividends
RYSE vs. AGZD - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 1.37%, 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% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYSE and AGZD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGZD has higher volatility (1.03%) compared to RYSE (0.00%). In terms of maximum drawdown, RYSE dropped -19.70% vs AGZD's -8.46%.
On 3-year performance, AGZD leads with 6.02% vs 4.39% for RYSE. On fees, AGZD is cheaper at 0.23% per year. On volatility, RYSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AGZD has performed better with a 6.02% return vs 4.39%. 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 0.85% for RYSE.
AGZD has the higher dividend yield at 3.99%, compared with 1.37% for RYSE.
They also come from different issuers: Vest and WisdomTree. Their fees differ too: 0.85% for RYSE and 0.23% for AGZD.
AGZD currently has the higher Sharpe Ratio (1.83 vs 0.15), 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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