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

Performance

AGGH vs. VWCE.DE - Performance Comparison

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

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Different Trading Currencies

AGGH is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.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 0.70% return, which is significantly lower than VWCE.DE's 10.00% return.


AGGH

1D
-0.17%
1M
0.32%
YTD
0.70%
6M
1.19%
1Y
7.90%
3Y*
4.99%
5Y*
10Y*

VWCE.DE

1D
1.71%
1M
0.81%
YTD
10.00%
6M
11.71%
1Y
25.62%
3Y*
19.75%
5Y*
10.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGH vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGGH
Simplify Aggregate Bond ETF
0.70%8.23%1.97%8.47%-8.77%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
10.00%23.23%17.30%21.91%-12.95%

Correlation

The correlation between AGGH and VWCE.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.09

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Return for Risk

AGGH vs. VWCE.DE — Risk / Return Rank

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

AGGH
AGGH Risk / Return Rank: 4444
Overall Rank
AGGH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 3737
Sortino Ratio Rank
AGGH Omega Ratio Rank: 3838
Omega Ratio Rank
AGGH Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGGH Martin Ratio Rank: 4949
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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. VWCE.DE - Risk-Adjusted Trends Comparison

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

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.


AGGHVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

2.56

2.86

-0.30

Martin ratioReturn relative to average drawdown

7.30

11.93

-4.63

AGGH vs. VWCE.DE - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 1.15, which is lower than the VWCE.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of AGGH and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGGH vs. VWCE.DE - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum VWCE.DE drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for AGGH and VWCE.DE.


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Drawdown Indicators


AGGHVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-33.91%

+20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-8.91%

+5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-8.67%

-17.27%

+8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

Current Drawdown

Current decline from peak

-1.36%

-2.01%

+0.65%

Average Drawdown

Average peak-to-trough decline

-4.43%

-5.43%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.14%

-1.05%

Volatility

AGGH vs. VWCE.DE - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.67%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.93%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGHVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

3.93%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

9.70%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

12.46%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

15.33%

-6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

17.33%

-8.89%

AGGH vs. VWCE.DE - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

AGGH vs. VWCE.DE - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.51%, while VWCE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
AGGH
Simplify Aggregate Bond ETF
7.51%7.54%8.97%9.51%2.11%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGGH and VWCE.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.33% for AGGH.

AGGH is categorized as Intermediate Core Bond, while VWCE.DE is Global Equities. They also come from different issuers: Simplify and Vanguard. Their fees differ too: 0.33% for AGGH and 0.19% for VWCE.DE.

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