AGGH vs. VEVE.L

Last updated Jun 14, 2026

AGGH (Simplify Aggregate Bond ETF) and VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing) are both exchange-traded funds - AGGH is a Intermediate Core Bond fund actively managed by Simplify, while VEVE.L is a Global Equities fund tracking the MSCI ACWI NR USD. AGGH is actively managed, while VEVE.L is passively managed. Over the past 3 years, AGGH returned 4.99%/yr vs 20.20%/yr for VEVE.L. At a 0.11 correlation, their price movements are largely independent. AGGH charges 0.33%/yr vs 0.12%/yr for VEVE.L.

Performance

AGGH vs. VEVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AGGH is traded in USD, while VEVE.L is traded in GBP. To make them comparable, the VEVE.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 lower than VEVE.L's 10.27% return.

AGGH

• 1D: -0.17%
• 1M: 0.23%
• YTD: 0.70%
• 6M: 1.19%
• 1Y: 8.76%
• 3Y*: 4.99%
• 5Y*: —
• 10Y*: —

VEVE.L

• 1D: 1.63%
• 1M: 0.57%
• YTD: 10.27%
• 6M: 11.62%
• 1Y: 26.73%
• 3Y*: 20.20%
• 5Y*: 11.71%
• 10Y*: 13.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGH vs. VEVE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGGH Simplify Aggregate Bond ETF	0.70%	8.23%	1.97%	8.47%	-8.77%
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing	10.27%	22.40%	18.22%	23.65%	-12.15%

Correlation

The correlation between AGGH and VEVE.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022	0.11

The correlation between AGGH and VEVE.L shifts across timeframes, from 0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AGGH vs. VEVE.L — Risk / Return Rank

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

AGGH

AGGH Risk / Return Rank: 44
AGGH Sharpe Ratio Rank: 36
AGGH Sortino Ratio Rank: 37
AGGH Omega Ratio Rank: 38
AGGH Calmar Ratio Rank: 58
AGGH Martin Ratio Rank: 49

VEVE.L

VEVE.L Risk / Return Rank: 87
VEVE.L Sharpe Ratio Rank: 89
VEVE.L Sortino Ratio Rank: 89
VEVE.L Omega Ratio Rank: 89
VEVE.L Calmar Ratio Rank: 84
VEVE.L Martin Ratio Rank: 87

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. VEVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.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.

	AGGH	VEVE.L	Difference
Sharpe ratio: Return per unit of total volatility	1.15	2.14	-0.99
Sortino ratio: Return per unit of downside risk	1.74	3.13	-1.39
Omega ratio: Gain probability vs. loss probability	1.22	1.38	-0.16
Calmar ratio: Return relative to maximum drawdown	2.56	2.88	-0.32
Martin ratio: Return relative to average drawdown	7.30	12.46	-5.16

AGGH vs. VEVE.L - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 1.15, which is lower than the VEVE.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of AGGH and VEVE.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.

Drawdowns

AGGH vs. VEVE.L - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum VEVE.L drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for AGGH and VEVE.L.

Drawdown Indicators

	AGGH	VEVE.L	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-33.61%	+20.35%
Max Drawdown (1Y) Largest decline over 1 year	-3.10%	-8.84%	+5.74%
Max Drawdown (3Y) Largest decline over 3 years	-8.67%	-17.24%	+8.57%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.61%	—
Current Drawdown Current decline from peak	-1.36%	-1.84%	+0.48%
Average Drawdown Average peak-to-trough decline	-4.43%	-4.76%	+0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.09%	2.05%	-0.96%

Volatility

AGGH vs. VEVE.L - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.67%, while Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) has a volatility of 3.61%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than VEVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGH	VEVE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.67%	3.61%	-1.94%
Volatility (6M) Calculated over the trailing 6-month period	3.40%	9.26%	-5.86%
Volatility (1Y) Calculated over the trailing 1-year period	6.93%	11.94%	-5.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.44%	15.22%	-6.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.44%	15.61%	-7.17%

AGGH vs. VEVE.L - Expense Ratio Comparison

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

Dividends

AGGH vs. VEVE.L - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.51%, more than VEVE.L's 1.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGGH Simplify Aggregate Bond ETF	7.51%	7.54%	8.97%	9.51%	2.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing	1.24%	1.38%	1.48%	1.71%	1.98%	1.46%	1.62%	1.95%	2.24%	1.93%	1.88%	2.03%

Frequently Asked Questions

Can I hold both AGGH and VEVE.L in my portfolio?

AGGH and VEVE.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AGGH or VEVE.L?

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

Which ETF is cheaper, AGGH or VEVE.L?

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

What is the main difference between AGGH and VEVE.L?

AGGH is categorized as Intermediate Core Bond, while VEVE.L is Global Equities. They also come from different issuers: Simplify and Vanguard. Their fees differ too: 0.33% for AGGH and 0.12% for VEVE.L.