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GAEM vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAEM vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gamma Emerging Market Bond ETF (GAEM) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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GAEM vs. VWOB - Yearly Performance Comparison


2026 (YTD)20252024
GAEM
Simplify Gamma Emerging Market Bond ETF
-1.25%13.55%3.72%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.63%13.49%0.35%

Returns By Period

In the year-to-date period, GAEM achieves a -1.25% return, which is significantly higher than VWOB's -1.63% return.


GAEM

1D
0.58%
1M
-2.64%
YTD
-1.25%
6M
1.75%
1Y
9.73%
3Y*
5Y*
10Y*

VWOB

1D
0.86%
1M
-3.44%
YTD
-1.63%
6M
1.03%
1Y
8.59%
3Y*
8.03%
5Y*
2.02%
10Y*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAEM vs. VWOB - Expense Ratio Comparison

GAEM has a 0.76% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Return for Risk

GAEM vs. VWOB — Risk / Return Rank

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

GAEM
GAEM Risk / Return Rank: 8989
Overall Rank
GAEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GAEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
GAEM Omega Ratio Rank: 8888
Omega Ratio Rank
GAEM Calmar Ratio Rank: 8888
Calmar Ratio Rank
GAEM Martin Ratio Rank: 9090
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 7777
Overall Rank
VWOB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7777
Omega Ratio Rank
VWOB Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWOB Martin Ratio Rank: 7979
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.

GAEM vs. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gamma Emerging Market Bond ETF (GAEM) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


GAEMVWOBDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.32

+0.46

Sortino ratio

Return per unit of downside risk

2.67

1.83

+0.84

Omega ratio

Gain probability vs. loss probability

1.36

1.28

+0.08

Calmar ratio

Return relative to maximum drawdown

2.79

1.97

+0.82

Martin ratio

Return relative to average drawdown

11.88

8.17

+3.71

GAEM vs. VWOB - Sharpe Ratio Comparison

The current GAEM Sharpe Ratio is 1.78, which is higher than the VWOB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GAEM and VWOB, 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


GAEMVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.32

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

2.00

0.39

+1.61

Correlation

The correlation between GAEM and VWOB is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GAEM vs. VWOB - Dividend Comparison

GAEM's dividend yield for the trailing twelve months is around 6.72%, more than VWOB's 5.98% yield.


TTM20252024202320222021202020192018201720162015
GAEM
Simplify Gamma Emerging Market Bond ETF
6.72%6.50%3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.98%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

GAEM vs. VWOB - Drawdown Comparison

The maximum GAEM drawdown since its inception was -3.84%, smaller than the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for GAEM and VWOB.


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Drawdown Indicators


GAEMVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-26.98%

+23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-4.48%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-2.80%

-3.47%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.51%

-4.83%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.08%

-0.23%

Volatility

GAEM vs. VWOB - Volatility Comparison

The current volatility for Simplify Gamma Emerging Market Bond ETF (GAEM) is 2.27%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.92%. This indicates that GAEM experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAEMVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

2.92%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

3.74%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

6.51%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

9.17%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

9.33%

-4.45%