AGGH vs. TLTW
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW).
AGGH and TLTW 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. TLTW is a passively managed fund by iShares that tracks the performance of the CBOE TLT 2% OTM Buywrite Index (USD). It was launched on Jun 18, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or TLTW.
Performance
AGGH vs. TLTW - Performance Comparison
Returns By Period
In the year-to-date period, AGGH achieves a 1.72% return, which is significantly higher than TLTW's -0.42% return.
AGGH
1.72%
-1.32%
3.25%
6.76%
N/A
N/A
TLTW
-0.42%
-2.44%
2.87%
2.18%
N/A
N/A
Key characteristics
| AGGH | TLTW | |
|---|---|---|
| Sharpe Ratio | 0.75 | 0.25 |
| Sortino Ratio | 1.12 | 0.39 |
| Omega Ratio | 1.14 | 1.05 |
| Calmar Ratio | 0.93 | 0.15 |
| Martin Ratio | 2.88 | 0.72 |
| Ulcer Index | 2.36% | 3.57% |
| Daily Std Dev | 9.06% | 10.39% |
| Max Drawdown | -13.26% | -18.59% |
| Current Drawdown | -4.50% | -11.58% |
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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.
Correlation
The correlation between AGGH and TLTW is 0.66, 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. 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.
Dividends
AGGH vs. TLTW - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.71%, less than TLTW's 15.29% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.71% | 9.51% | 2.11% |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 15.29% | 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.
Volatility
AGGH vs. TLTW - Volatility Comparison
The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.95%, while iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) has a volatility of 4.11%. 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.