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

Performance

AGGH vs. SGLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Invesco Physical Gold A (SGLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AGGH is traded in USD, while SGLP.L is traded in GBp. To make them comparable, the SGLP.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 0.70% return, which is significantly higher than SGLP.L's -2.23% return.


AGGH

1D
-0.17%
1M
0.32%
YTD
0.70%
6M
1.19%
1Y
7.90%
3Y*
4.99%
5Y*
10Y*

SGLP.L

1D
2.69%
1M
-10.28%
YTD
-2.23%
6M
-1.73%
1Y
23.94%
3Y*
29.23%
5Y*
17.41%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGH vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGGH
Simplify Aggregate Bond ETF
0.70%8.23%1.97%8.47%-8.77%
SGLP.L
Invesco Physical Gold A
-2.23%65.19%26.00%12.92%-2.16%

Correlation

The correlation between AGGH and SGLP.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.22

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Return for Risk

AGGH vs. SGLP.L — Risk / Return Rank

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

AGGH
AGGH Risk / Return Rank: 4444
Overall Rank
AGGH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 3737
Sortino Ratio Rank
AGGH Omega Ratio Rank: 3838
Omega Ratio Rank
AGGH Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGGH Martin Ratio Rank: 4949
Martin Ratio Rank

SGLP.L
SGLP.L Risk / Return Rank: 3232
Overall Rank
SGLP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2828
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. SGLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Invesco Physical Gold A (SGLP.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.

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.


AGGHSGLP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

2.56

1.05

+1.51

Martin ratioReturn relative to average drawdown

7.30

3.19

+4.12

AGGH vs. SGLP.L - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 1.15, which is comparable to the SGLP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of AGGH and SGLP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGGH vs. SGLP.L - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum SGLP.L drawdown of -66.38%. Use the drawdown chart below to compare losses from any high point for AGGH and SGLP.L.


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Drawdown Indicators


AGGHSGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-66.38%

+53.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-22.75%

+19.65%

Max Drawdown (3Y)

Largest decline over 3 years

-8.67%

-22.75%

+14.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-22.75%

Current Drawdown

Current decline from peak

-1.36%

-20.68%

+19.32%

Average Drawdown

Average peak-to-trough decline

-4.43%

-39.76%

+35.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

7.49%

-6.40%

Volatility

AGGH vs. SGLP.L - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.67%, while Invesco Physical Gold A (SGLP.L) has a volatility of 7.18%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGHSGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

7.18%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

21.60%

-18.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

24.75%

-17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

22.64%

-14.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

18.77%

-10.33%

AGGH vs. SGLP.L - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.


Dividends

AGGH vs. SGLP.L - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.51%, while SGLP.L has not paid dividends to shareholders.


PositionTTM2025202420232022
AGGH
Simplify Aggregate Bond ETF
7.51%7.54%8.97%9.51%2.11%
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGGH and SGLP.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLP.L is cheaper with a 0.12% expense ratio, compared with 0.33% for AGGH.

AGGH is categorized as Intermediate Core Bond, while SGLP.L is Precious Metals. They also come from different issuers: Simplify and Invesco. Their fees differ too: 0.33% for AGGH and 0.12% for SGLP.L.

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