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AGGH vs. VAGE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGGH vs. VAGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE). The values are adjusted to include any dividend payments, if applicable.

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AGGH vs. VAGE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGGH
Simplify Aggregate Bond ETF
0.08%8.23%1.97%8.47%-8.47%
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
-2.41%16.57%-5.03%7.79%-16.54%
Different Trading Currencies

AGGH is traded in USD, while VAGE.DE is traded in EUR. To make them comparable, the VAGE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AGGH achieves a 0.08% return, which is significantly higher than VAGE.DE's -2.41% return.


AGGH

1D
0.17%
1M
-1.96%
YTD
0.08%
6M
1.93%
1Y
3.71%
3Y*
5.07%
5Y*
10Y*

VAGE.DE

1D
1.03%
1M
-4.21%
YTD
-2.41%
6M
-1.89%
1Y
8.32%
3Y*
4.07%
5Y*
-2.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGGH vs. VAGE.DE - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than VAGE.DE's 0.10% expense ratio.


Return for Risk

AGGH vs. VAGE.DE — Risk / Return Rank

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

AGGH
AGGH Risk / Return Rank: 2626
Overall Rank
AGGH Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGGH Omega Ratio Rank: 2424
Omega Ratio Rank
AGGH Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGGH Martin Ratio Rank: 2525
Martin Ratio Rank

VAGE.DE
VAGE.DE Risk / Return Rank: 1919
Overall Rank
VAGE.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VAGE.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VAGE.DE Omega Ratio Rank: 1818
Omega Ratio Rank
VAGE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VAGE.DE Martin Ratio Rank: 1919
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. VAGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE). 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.


AGGHVAGE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.89

-0.45

Sortino ratio

Return per unit of downside risk

0.66

1.41

-0.75

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.63

1.37

-0.74

Martin ratio

Return relative to average drawdown

1.71

4.08

-2.37

AGGH vs. VAGE.DE - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 0.43, which is lower than the VAGE.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AGGH and VAGE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGGHVAGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.89

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.06

+0.33

Correlation

The correlation between AGGH and VAGE.DE is 0.41, 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.


Dividends

AGGH vs. VAGE.DE - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.57%, more than VAGE.DE's 3.57% yield.


TTM2025202420232022202120202019
AGGH
Simplify Aggregate Bond ETF
7.57%7.54%8.97%9.51%2.11%0.00%0.00%0.00%
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
3.57%3.51%3.13%2.39%1.47%0.87%1.20%0.60%

Drawdowns

AGGH vs. VAGE.DE - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum VAGE.DE drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for AGGH and VAGE.DE.


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Drawdown Indicators


AGGHVAGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-19.43%

+6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-2.92%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-1.96%

-10.95%

+8.99%

Average Drawdown

Average peak-to-trough decline

-4.57%

-8.84%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.84%

+1.56%

Volatility

AGGH vs. VAGE.DE - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.87%, while Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) has a volatility of 3.33%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than VAGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGHVAGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

3.33%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

5.32%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.57%

9.33%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

9.74%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

9.32%

-0.74%