PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SYBT.DE vs. AGGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SYBT.DEAGGH
YTD Return0.79%5.94%
1Y Return1.61%10.78%
Sharpe Ratio0.291.10
Daily Std Dev6.10%9.58%
Max Drawdown-18.17%-13.26%
Current Drawdown-14.93%-0.54%

Correlation

-0.50.00.51.00.6

The correlation between SYBT.DE and AGGH is 0.59, 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.

Performance

SYBT.DE vs. AGGH - Performance Comparison

In the year-to-date period, SYBT.DE achieves a 0.79% return, which is significantly lower than AGGH's 5.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
4.24%
7.14%
SYBT.DE
AGGH

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SYBT.DE vs. AGGH - Expense Ratio Comparison

SYBT.DE has a 0.15% expense ratio, which is lower than AGGH's 0.33% expense ratio.


AGGH
Simplify Aggregate Bond ETF
Expense ratio chart for AGGH: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for SYBT.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SYBT.DE vs. AGGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) 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.


SYBT.DE
Sharpe ratio
The chart of Sharpe ratio for SYBT.DE, currently valued at 1.20, compared to the broader market0.002.004.001.20
Sortino ratio
The chart of Sortino ratio for SYBT.DE, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.0012.001.78
Omega ratio
The chart of Omega ratio for SYBT.DE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for SYBT.DE, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.48
Martin ratio
The chart of Martin ratio for SYBT.DE, currently valued at 3.28, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.28
AGGH
Sharpe ratio
The chart of Sharpe ratio for AGGH, currently valued at 1.42, compared to the broader market0.002.004.001.42
Sortino ratio
The chart of Sortino ratio for AGGH, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for AGGH, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for AGGH, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.20
Martin ratio
The chart of Martin ratio for AGGH, currently valued at 7.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.17

SYBT.DE vs. AGGH - Sharpe Ratio Comparison

The current SYBT.DE Sharpe Ratio is 0.29, which is lower than the AGGH Sharpe Ratio of 1.10. The chart below compares the 12-month rolling Sharpe Ratio of SYBT.DE and AGGH.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.20
1.42
SYBT.DE
AGGH

Dividends

SYBT.DE vs. AGGH - Dividend Comparison

SYBT.DE has not paid dividends to shareholders, while AGGH's dividend yield for the trailing twelve months is around 9.85%.


TTM2023202220212020201920182017201620152014
SYBT.DE
SPDR Bloomberg US Treasury Bond UCITS ETF
0.00%1.02%1.31%0.92%2.10%3.38%1.90%1.66%1.29%1.25%0.60%
AGGH
Simplify Aggregate Bond ETF
9.85%9.51%2.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SYBT.DE vs. AGGH - Drawdown Comparison

The maximum SYBT.DE drawdown since its inception was -18.17%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SYBT.DE and AGGH. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-7.59%
-0.54%
SYBT.DE
AGGH

Volatility

SYBT.DE vs. AGGH - Volatility Comparison

The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (SYBT.DE) is 1.22%, while Simplify Aggregate Bond ETF (AGGH) has a volatility of 4.67%. This indicates that SYBT.DE experiences smaller price fluctuations and is considered to be less risky than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.22%
4.67%
SYBT.DE
AGGH