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

Correlation

The correlation between AGGH and TLTW is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

AGGH vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
6.90%
-8.95%
AGGH
TLTW

Key characteristics

Sharpe Ratio

AGGH:

0.68

TLTW:

0.78

Sortino Ratio

AGGH:

1.03

TLTW:

1.08

Omega Ratio

AGGH:

1.13

TLTW:

1.14

Calmar Ratio

AGGH:

0.97

TLTW:

0.47

Martin Ratio

AGGH:

2.28

TLTW:

1.57

Ulcer Index

AGGH:

2.85%

TLTW:

5.20%

Daily Std Dev

AGGH:

9.49%

TLTW:

10.51%

Max Drawdown

AGGH:

-13.26%

TLTW:

-18.59%

Current Drawdown

AGGH:

-4.09%

TLTW:

-9.76%

Returns By Period

In the year-to-date period, AGGH achieves a 0.84% return, which is significantly lower than TLTW's 3.90% return.


AGGH

YTD

0.84%

1M

-2.30%

6M

1.73%

1Y

6.97%

5Y*

N/A

10Y*

N/A

TLTW

YTD

3.90%

1M

0.69%

6M

1.06%

1Y

8.79%

5Y*

N/A

10Y*

N/A

*Annualized

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AGGH vs. TLTW - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is lower than TLTW's 0.35% expense ratio.


Expense ratio chart for TLTW: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLTW: 0.35%
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. TLTW — 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 7070
Overall Rank
The Sharpe Ratio Rank of AGGH is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 6969
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 6565
Martin Ratio Rank

TLTW
The Risk-Adjusted Performance Rank of TLTW is 6565
Overall Rank
The Sharpe Ratio Rank of TLTW is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TLTW is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TLTW is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TLTW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of TLTW is 5454
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. TLTW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


The chart of Sharpe ratio for AGGH, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
AGGH: 0.68
TLTW: 0.78
The chart of Sortino ratio for AGGH, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
AGGH: 1.03
TLTW: 1.08
The chart of Omega ratio for AGGH, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
AGGH: 1.13
TLTW: 1.14
The chart of Calmar ratio for AGGH, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
AGGH: 0.97
TLTW: 0.47
The chart of Martin ratio for AGGH, currently valued at 2.28, compared to the broader market0.0020.0040.0060.00
AGGH: 2.28
TLTW: 1.57

The current AGGH Sharpe Ratio is 0.68, which is comparable to the TLTW Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AGGH and TLTW, 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 Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.68
0.78
AGGH
TLTW

Dividends

AGGH vs. TLTW - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.35%, less than TLTW's 15.13% yield.


TTM202420232022
AGGH
Simplify Aggregate Bond ETF
7.35%8.97%9.51%2.11%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
15.13%14.47%19.59%8.71%

Drawdowns

AGGH vs. TLTW - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum TLTW drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for AGGH and TLTW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.09%
-9.76%
AGGH
TLTW

Volatility

AGGH vs. TLTW - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 4.44%, while iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) has a volatility of 4.82%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.44%
4.82%
AGGH
TLTW