AGGH vs. LQDW
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW).
AGGH and LQDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGH is an actively managed fund by Simplify. It was launched on Feb 14, 2022. LQDW is a passively managed fund by iShares that tracks the performance of the CBOE LQD BuyWrite Index. It was launched on Aug 18, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or LQDW.
Performance
AGGH vs. LQDW - Performance Comparison
Returns By Period
In the year-to-date period, AGGH achieves a 1.48% return, which is significantly lower than LQDW's 2.60% return.
AGGH
1.48%
0.05%
3.35%
6.50%
N/A
N/A
LQDW
2.60%
-0.27%
2.52%
3.79%
N/A
N/A
Key characteristics
| AGGH | LQDW | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.84 |
| Sortino Ratio | 1.07 | 1.15 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 0.89 | 0.73 |
| Martin Ratio | 2.70 | 3.07 |
| Ulcer Index | 2.41% | 1.23% |
| Daily Std Dev | 9.07% | 4.49% |
| Max Drawdown | -13.26% | -9.20% |
| Current Drawdown | -4.73% | -2.82% |
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AGGH vs. LQDW - Expense Ratio Comparison
AGGH has a 0.33% expense ratio, which is lower than LQDW's 0.34% expense ratio.
Correlation
The correlation between AGGH and LQDW is 0.59, 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.
Risk-Adjusted Performance
AGGH vs. LQDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). 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.
Dividends
AGGH vs. LQDW - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.73%, less than LQDW's 16.50% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.73% | 9.51% | 2.11% |
LQDW iShares Investment Grade Corporate Bond Buywrite Strategy ETF | 16.50% | 19.28% | 8.85% |
Drawdowns
AGGH vs. LQDW - Drawdown Comparison
The maximum AGGH drawdown since its inception was -13.26%, which is greater than LQDW's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for AGGH and LQDW. For additional features, visit the drawdowns tool.
Volatility
AGGH vs. LQDW - Volatility Comparison
Simplify Aggregate Bond ETF (AGGH) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) have volatilities of 1.87% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.