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AGGH vs. LQDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGH and LQDW is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AGGH vs. LQDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.19%
2.23%
AGGH
LQDW

Key characteristics

Sharpe Ratio

AGGH:

0.74

LQDW:

0.85

Sortino Ratio

AGGH:

1.14

LQDW:

1.17

Omega Ratio

AGGH:

1.14

LQDW:

1.16

Calmar Ratio

AGGH:

0.93

LQDW:

0.72

Martin Ratio

AGGH:

2.37

LQDW:

2.51

Ulcer Index

AGGH:

2.86%

LQDW:

1.49%

Daily Std Dev

AGGH:

9.11%

LQDW:

4.42%

Max Drawdown

AGGH:

-13.26%

LQDW:

-9.20%

Current Drawdown

AGGH:

0.00%

LQDW:

0.00%

Returns By Period

In the year-to-date period, AGGH achieves a 4.50% return, which is significantly higher than LQDW's 2.94% return.


AGGH

YTD

4.50%

1M

0.71%

6M

1.18%

1Y

6.57%

5Y*

N/A

10Y*

N/A

LQDW

YTD

2.94%

1M

0.57%

6M

0.03%

1Y

4.39%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGGH vs. LQDW - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is lower than LQDW's 0.34% expense ratio.


LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
Expense ratio chart for LQDW: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LQDW: 0.34%
Expense ratio chart for AGGH: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGGH: 0.33%

Risk-Adjusted Performance

AGGH vs. LQDW — Risk-Adjusted Performance Rank

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

AGGH
The Risk-Adjusted Performance Rank of AGGH is 6666
Overall Rank
The Sharpe Ratio Rank of AGGH is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 7272
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 5959
Martin Ratio Rank

LQDW
The Risk-Adjusted Performance Rank of LQDW is 6767
Overall Rank
The Sharpe Ratio Rank of LQDW is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDW is 6868
Sortino Ratio Rank
The Omega Ratio Rank of LQDW is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LQDW is 6464
Calmar Ratio Rank
The Martin Ratio Rank of LQDW is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for AGGH, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.005.00
AGGH: 0.74
LQDW: 0.85
The chart of Sortino ratio for AGGH, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.00
AGGH: 1.14
LQDW: 1.17
The chart of Omega ratio for AGGH, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
AGGH: 1.14
LQDW: 1.16
The chart of Calmar ratio for AGGH, currently valued at 1.01, compared to the broader market0.005.0010.0015.00
AGGH: 1.01
LQDW: 0.72
The chart of Martin ratio for AGGH, currently valued at 2.37, compared to the broader market0.0020.0040.0060.0080.00100.00
AGGH: 2.37
LQDW: 2.51

The current AGGH Sharpe Ratio is 0.74, which is comparable to the LQDW Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AGGH and LQDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.74
0.85
AGGH
LQDW

Dividends

AGGH vs. LQDW - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.75%, less than LQDW's 14.98% yield.


TTM202420232022
AGGH
Simplify Aggregate Bond ETF
7.75%8.97%9.51%2.11%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
14.05%15.74%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril00
AGGH
LQDW

Volatility

AGGH vs. LQDW - Volatility Comparison

Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 2.53% compared to iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) at 0.76%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than LQDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.53%
0.76%
AGGH
LQDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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