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

Performance

VAGE.DE vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and Simplify Aggregate Bond ETF (AGGH). The values are adjusted to include any dividend payments, if applicable.

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VAGE.DE vs. AGGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
-0.81%3.25%0.73%4.48%-11.41%
AGGH
Simplify Aggregate Bond ETF
1.57%-4.61%8.71%5.22%-2.88%
Different Trading Currencies

VAGE.DE is traded in EUR, while AGGH is traded in USD. To make them comparable, the AGGH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGE.DE achieves a -0.81% return, which is significantly lower than AGGH's 1.57% return.


VAGE.DE

1D
0.13%
1M
-1.87%
YTD
-0.81%
6M
-0.52%
1Y
0.99%
3Y*
1.87%
5Y*
-1.68%
10Y*

AGGH

1D
-0.15%
1M
-0.41%
YTD
1.57%
6M
3.27%
1Y
-3.33%
3Y*
2.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAGE.DE vs. AGGH - Expense Ratio Comparison

VAGE.DE has a 0.10% expense ratio, which is lower than AGGH's 0.33% expense ratio.


Return for Risk

VAGE.DE vs. AGGH — Risk / Return Rank

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

VAGE.DE
VAGE.DE Risk / Return Rank: 1818
Overall Rank
VAGE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VAGE.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
VAGE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAGE.DE Martin Ratio Rank: 2020
Martin Ratio Rank

AGGH
AGGH Risk / Return Rank: 2323
Overall Rank
AGGH Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 2222
Sortino Ratio Rank
AGGH Omega Ratio Rank: 2121
Omega Ratio Rank
AGGH Calmar Ratio Rank: 2424
Calmar Ratio Rank
AGGH Martin Ratio Rank: 2222
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.

VAGE.DE vs. AGGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.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.


VAGE.DEAGGHDifference

Sharpe ratio

Return per unit of total volatility

0.27

-0.31

+0.58

Sortino ratio

Return per unit of downside risk

0.39

-0.34

+0.73

Omega ratio

Gain probability vs. loss probability

1.05

0.95

+0.10

Calmar ratio

Return relative to maximum drawdown

0.36

-0.28

+0.64

Martin ratio

Return relative to average drawdown

1.25

-0.47

+1.72

VAGE.DE vs. AGGH - Sharpe Ratio Comparison

The current VAGE.DE Sharpe Ratio is 0.27, which is higher than the AGGH Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of VAGE.DE and AGGH, 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


VAGE.DEAGGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

-0.31

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.17

-0.37

Correlation

The correlation between VAGE.DE and AGGH is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VAGE.DE vs. AGGH - Dividend Comparison

VAGE.DE's dividend yield for the trailing twelve months is around 3.56%, less than AGGH's 7.57% yield.


TTM2025202420232022202120202019
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
3.56%3.51%3.13%2.39%1.47%0.87%1.20%0.60%
AGGH
Simplify Aggregate Bond ETF
7.57%7.54%8.97%9.51%2.11%0.00%0.00%0.00%

Drawdowns

VAGE.DE vs. AGGH - Drawdown Comparison

The maximum VAGE.DE drawdown since its inception was -19.43%, which is greater than AGGH's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for VAGE.DE and AGGH.


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Drawdown Indicators


VAGE.DEAGGHDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-13.26%

-6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-6.50%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-10.84%

-2.01%

-8.83%

Average Drawdown

Average peak-to-trough decline

-8.84%

-4.57%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.40%

-1.55%

Volatility

VAGE.DE vs. AGGH - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) is 1.81%, while Simplify Aggregate Bond ETF (AGGH) has a volatility of 2.25%. This indicates that VAGE.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.


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Volatility by Period


VAGE.DEAGGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

2.25%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

5.08%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

10.66%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

10.67%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

10.67%

-6.18%