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SGLP.L vs. AGGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLP.L vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Gold A (SGLP.L) and Simplify Aggregate Bond ETF (AGGH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLP.L is traded in GBp, while AGGH is traded in USD. To make them comparable, the AGGH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLP.L achieves a -1.79% return, which is significantly lower than AGGH's 1.22% return.


SGLP.L

1D
2.85%
1M
-9.42%
YTD
-1.79%
6M
-1.95%
1Y
25.96%
3Y*
26.66%
5Y*
18.64%
10Y*
13.00%

AGGH

1D
-0.09%
1M
1.21%
YTD
1.22%
6M
0.94%
1Y
9.61%
3Y*
2.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLP.L vs. AGGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
SGLP.L
Invesco Physical Gold A
-1.79%53.60%28.14%7.26%9.48%
AGGH
Simplify Aggregate Bond ETF
1.22%0.52%3.76%3.05%2.11%

Correlation

The correlation between SGLP.L and AGGH is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.09

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

0.17

The correlation between SGLP.L and AGGH shifts across timeframes, from 0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SGLP.L vs. AGGH — Risk / Return Rank

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

SGLP.L
SGLP.L Risk / Return Rank: 3232
Overall Rank
SGLP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 2828
Martin Ratio Rank

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
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.

SGLP.L vs. AGGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and Simplify Aggregate Bond ETF (AGGH). 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.


SGLP.LAGGHDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.13

1.96

-0.82

Martin ratioReturn relative to average drawdown

3.52

5.34

-1.82

SGLP.L vs. AGGH - Sharpe Ratio Comparison

The current SGLP.L Sharpe Ratio is 1.09, which is comparable to the AGGH Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SGLP.L and AGGH, 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

SGLP.L vs. AGGH - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -63.75%, which is greater than AGGH's maximum drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for SGLP.L and AGGH.


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Drawdown Indicators


SGLP.LAGGHDifference

Max Drawdown

Largest peak-to-trough decline

-63.75%

-14.96%

-48.79%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-4.93%

-17.89%

Max Drawdown (3Y)

Largest decline over 3 years

-22.82%

-11.61%

-11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

Current Drawdown

Current decline from peak

-20.62%

-4.66%

-15.96%

Average Drawdown

Average peak-to-trough decline

-31.72%

-8.13%

-23.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

1.81%

+5.54%

Volatility

SGLP.L vs. AGGH - Volatility Comparison

Invesco Physical Gold A (SGLP.L) has a higher volatility of 6.68% compared to Simplify Aggregate Bond ETF (AGGH) at 1.53%. This indicates that SGLP.L's price experiences larger fluctuations and is considered to be riskier than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLP.LAGGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

1.53%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

20.61%

5.10%

+15.51%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

8.25%

+15.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

10.90%

+10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

10.90%

+7.86%

SGLP.L vs. AGGH - Expense Ratio Comparison

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


Dividends

SGLP.L vs. AGGH - Dividend Comparison

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


PositionTTM2025202420232022
AGGH
Simplify Aggregate Bond ETF
7.51%7.54%8.97%9.51%2.11%
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGLP.L and AGGH have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

SGLP.L is categorized as Precious Metals, while AGGH is Intermediate Core Bond. They also come from different issuers: Invesco and Simplify. Their fees differ too: 0.12% for SGLP.L and 0.33% for AGGH.

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