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

Performance

XDEV.L vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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

XDEV.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, XDEV.L achieves a 34.80% return, which is significantly higher than AGGH's 1.35% return.


XDEV.L

1D
-0.61%
1M
7.57%
YTD
34.80%
6M
36.70%
1Y
66.08%
3Y*
26.39%
5Y*
17.63%
10Y*
13.73%

AGGH

1D
0.04%
1M
0.54%
YTD
1.35%
6M
1.05%
1Y
10.69%
3Y*
3.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.L vs. AGGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
34.80%30.51%6.79%13.25%0.17%
AGGH
Simplify Aggregate Bond ETF
1.35%0.52%3.76%3.05%2.11%

Correlation

The correlation between XDEV.L and AGGH is 0.08, 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

0.08

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

0.10

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

0.01

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Return for Risk

XDEV.L vs. AGGH — Risk / Return Rank

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

XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
Martin Ratio Rank

AGGH
AGGH Risk / Return Rank: 4949
Overall Rank
AGGH Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGGH Omega Ratio Rank: 4444
Omega Ratio Rank
AGGH Calmar Ratio Rank: 6464
Calmar Ratio Rank
AGGH Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.


XDEV.LAGGHDifference
Sharpe ratioReturn per unit of total volatility

+3.40

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.88

1.24

+0.64

Calmar ratioReturn relative to maximum drawdown

9.50

2.18

+7.33

Martin ratioReturn relative to average drawdown

35.03

5.92

+29.11

XDEV.L vs. AGGH - Sharpe Ratio Comparison

The current XDEV.L Sharpe Ratio is 4.70, which is higher than the AGGH Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XDEV.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

XDEV.L vs. AGGH - Drawdown Comparison

The maximum XDEV.L drawdown since its inception was -45.89%, which is greater than AGGH's maximum drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for XDEV.L and AGGH.


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Drawdown Indicators


XDEV.LAGGHDifference

Max Drawdown

Largest peak-to-trough decline

-45.89%

-14.96%

-30.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-4.93%

-1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-11.61%

-8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

Current Drawdown

Current decline from peak

-0.68%

-4.53%

+3.85%

Average Drawdown

Average peak-to-trough decline

-15.36%

-8.12%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.81%

+0.07%

Volatility

XDEV.L vs. AGGH - Volatility Comparison

Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a higher volatility of 6.17% compared to Simplify Aggregate Bond ETF (AGGH) at 1.15%. This indicates that XDEV.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


XDEV.LAGGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

1.15%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

5.07%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

8.24%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

10.89%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

10.89%

+10.11%

XDEV.L vs. AGGH - Expense Ratio Comparison

XDEV.L has a 0.25% expense ratio, which is lower than AGGH's 0.33% expense ratio.


Dividends

XDEV.L vs. AGGH - Dividend Comparison

XDEV.L has not paid dividends to shareholders, while AGGH's dividend yield for the trailing twelve months is around 7.49%.


PositionTTM2025202420232022
AGGH
Simplify Aggregate Bond ETF
7.49%7.54%8.97%9.51%2.11%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDEV.L and AGGH have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.33% for AGGH.

XDEV.L is categorized as Global Equities, while AGGH is Intermediate Core Bond. They also come from different issuers: DWS and Simplify. Their fees differ too: 0.25% for XDEV.L and 0.33% for AGGH.

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