AGGH vs. USTY.L
Compare and contrast key facts about Simplify Aggregate Bond ETF (AGGH) and SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L).
AGGH and USTY.L 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. USTY.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGH or USTY.L.
Key characteristics
| AGGH | USTY.L | |
|---|---|---|
| YTD Return | 6.23% | 0.13% |
| 1Y Return | 10.88% | 1.60% |
| Sharpe Ratio | 1.14 | 0.24 |
| Daily Std Dev | 9.57% | 6.37% |
| Max Drawdown | -13.26% | -23.03% |
| Current Drawdown | -0.27% | -18.85% |
Correlation
The correlation between AGGH and USTY.L is 0.52, 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.
Performance
AGGH vs. USTY.L - Performance Comparison
In the year-to-date period, AGGH achieves a 6.23% return, which is significantly higher than USTY.L's 0.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AGGH vs. USTY.L - Expense Ratio Comparison
AGGH has a 0.33% expense ratio, which is higher than USTY.L's 0.15% expense ratio.
Risk-Adjusted Performance
AGGH vs. USTY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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.
Dividends
AGGH vs. USTY.L - Dividend Comparison
AGGH's dividend yield for the trailing twelve months is around 9.82%, more than USTY.L's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 9.82% | 9.51% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% |
USTY.L SPDR Bloomberg US Treasury Bond UCITS ETF | 1.82% | 2.81% | 1.56% | 1.31% | 2.49% | 2.78% | 1.22% |
Drawdowns
AGGH vs. USTY.L - Drawdown Comparison
The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum USTY.L drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for AGGH and USTY.L. For additional features, visit the drawdowns tool.
Volatility
AGGH vs. USTY.L - Volatility Comparison
Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 4.68% compared to SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) at 1.83%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than USTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.