ZPRS.DE vs. AGGH
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and AGGH (Simplify Aggregate Bond ETF) are both exchange-traded funds - ZPRS.DE is a Global Equities fund tracking the MSCI World Small Cap, while AGGH is a Intermediate Core Bond fund actively managed by Simplify. ZPRS.DE is passively managed, while AGGH is actively managed. Over the past 3 years, ZPRS.DE returned 14.74%/yr vs 2.07%/yr for AGGH. At a 0.00 correlation, their price movements are largely independent. ZPRS.DE charges 0.45%/yr vs 0.33%/yr for AGGH.
Performance
ZPRS.DE vs. AGGH - Performance Comparison
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Different Trading Currencies
ZPRS.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, ZPRS.DE achieves a 14.70% return, which is significantly higher than AGGH's 1.87% return.
ZPRS.DE
- 1D
- 0.46%
- 1M
- 3.86%
- YTD
- 14.70%
- 6M
- 15.69%
- 1Y
- 30.01%
- 3Y*
- 14.74%
- 5Y*
- 7.87%
- 10Y*
- 9.81%
AGGH
- 1D
- 0.11%
- 1M
- 1.02%
- YTD
- 1.87%
- 6M
- 1.34%
- 1Y
- 6.22%
- 3Y*
- 2.07%
- 5Y*
- —
- 10Y*
- —
ZPRS.DE vs. AGGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 12.57% | -8.43% |
AGGH Simplify Aggregate Bond ETF | 1.87% | -4.61% | 8.71% | 5.22% | -2.88% |
Correlation
The correlation between ZPRS.DE and AGGH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2022 | 0.00 |
The correlation between ZPRS.DE and AGGH shifts across timeframes, from 0.00 (all time) to 0.14 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRS.DE vs. AGGH — Risk / Return Rank
ZPRS.DE
AGGH
ZPRS.DE vs. AGGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (ZPRS.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.
| ZPRS.DE | AGGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.15 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 1.61 | +2.53 |
| Martin ratioReturn relative to average drawdown | 15.60 | 4.83 | +10.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRS.DE | AGGH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 0.79 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.17 | +0.43 |
Drawdowns
ZPRS.DE vs. AGGH - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than AGGH's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and AGGH.
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Drawdown Indicators
| ZPRS.DE | AGGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -13.87% | -26.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -3.87% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -13.87% | -10.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.14% | +6.14% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -6.28% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.31% | +0.61% |
Volatility
ZPRS.DE vs. AGGH - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) has a higher volatility of 3.55% compared to Simplify Aggregate Bond ETF (AGGH) at 1.13%. This indicates that ZPRS.DE'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
| ZPRS.DE | AGGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 1.13% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 4.68% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 7.93% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 10.49% | +6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 10.49% | +6.77% |
ZPRS.DE vs. AGGH - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than AGGH's 0.33% expense ratio.
Dividends
ZPRS.DE vs. AGGH - Dividend Comparison
ZPRS.DE has not paid dividends to shareholders, while AGGH's dividend yield for the trailing twelve months is around 7.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 7.51% | 7.54% | 8.97% | 9.51% | 2.11% |
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRS.DE and AGGH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGGH is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGGH is cheaper with a 0.33% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE is categorized as Global Equities, while AGGH is Intermediate Core Bond. They also come from different issuers: State Street and Simplify. Their fees differ too: 0.45% for ZPRS.DE and 0.33% for AGGH.
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