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AGGH vs. GAGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGH vs. GAGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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AGGH vs. GAGG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGGH
Simplify Aggregate Bond ETF
0.08%8.23%1.97%8.47%-8.47%
GAGG.L
Amundi Index Barclays Global Agg 500M
-1.03%8.00%-1.48%4.50%-12.81%
Different Trading Currencies

AGGH is traded in USD, while GAGG.L is traded in GBp. To make them comparable, the GAGG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AGGH achieves a 0.08% return, which is significantly higher than GAGG.L's -1.03% return.


AGGH

1D
0.17%
1M
-1.96%
YTD
0.08%
6M
1.93%
1Y
3.71%
3Y*
5.07%
5Y*
10Y*

GAGG.L

1D
0.59%
1M
-3.05%
YTD
-1.03%
6M
-0.53%
1Y
4.39%
3Y*
2.59%
5Y*
-1.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGH vs. GAGG.L - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than GAGG.L's 0.03% expense ratio.


Return for Risk

AGGH vs. GAGG.L — Risk / Return Rank

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

AGGH
AGGH Risk / Return Rank: 2626
Overall Rank
AGGH Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGGH Omega Ratio Rank: 2424
Omega Ratio Rank
AGGH Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGGH Martin Ratio Rank: 2525
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 2020
Overall Rank
GAGG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1919
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1717
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.

AGGH vs. GAGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Amundi Index Barclays Global Agg 500M (GAGG.L). 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.


AGGHGAGG.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.72

-0.29

Sortino ratio

Return per unit of downside risk

0.66

1.08

-0.43

Omega ratio

Gain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratio

Return relative to maximum drawdown

0.63

1.01

-0.38

Martin ratio

Return relative to average drawdown

1.71

3.64

-1.93

AGGH vs. GAGG.L - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 0.43, which is lower than the GAGG.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AGGH and GAGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGGHGAGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.72

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.07

+0.20

Correlation

The correlation between AGGH and GAGG.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AGGH vs. GAGG.L - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.57%, while GAGG.L has not paid dividends to shareholders.


TTM2025202420232022
AGGH
Simplify Aggregate Bond ETF
7.57%7.54%8.97%9.51%2.11%
GAGG.L
Amundi Index Barclays Global Agg 500M
0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGGH vs. GAGG.L - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum GAGG.L drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for AGGH and GAGG.L.


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Drawdown Indicators


AGGHGAGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-19.47%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-4.17%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

Current Drawdown

Current decline from peak

-1.96%

-13.55%

+11.59%

Average Drawdown

Average peak-to-trough decline

-4.57%

-9.58%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.30%

+0.10%

Volatility

AGGH vs. GAGG.L - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.87%, while Amundi Index Barclays Global Agg 500M (GAGG.L) has a volatility of 2.28%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGHGAGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

2.28%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

4.22%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.57%

6.08%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

7.19%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

6.88%

+1.70%