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BCGS vs. VEGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCGS vs. VEGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek Global Select ETF (BCGS) and AdvisorShares STAR Global Buy-Write ETF (VEGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BCGS

1D
-0.25%
1M
3.67%
YTD
6M
1Y
3Y*
5Y*
10Y*

VEGA

1D
-0.08%
1M
-0.32%
YTD
5.58%
6M
4.66%
1Y
15.22%
3Y*
13.21%
5Y*
6.66%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCGS vs. VEGA - Yearly Performance Comparison


Correlation

The correlation between BCGS and VEGA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 9, 2026

0.90

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Return for Risk

BCGS vs. VEGA — Risk / Return Rank

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

BCGS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VEGA
VEGA Risk / Return Rank: 5454
Overall Rank
VEGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 5252
Sortino Ratio Rank
VEGA Omega Ratio Rank: 5454
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5151
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6262
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.

BCGS vs. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek Global Select ETF (BCGS) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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.


BCGSVEGADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.23

Martin ratioReturn relative to average drawdown

9.72

BCGS vs. VEGA - Sharpe Ratio Comparison


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Drawdowns

BCGS vs. VEGA - Drawdown Comparison

The maximum BCGS drawdown since its inception was -7.43%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for BCGS and VEGA.


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Drawdown Indicators


BCGSVEGADifference

Max Drawdown

Largest peak-to-trough decline

-7.43%

-28.37%

+20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-2.62%

-1.93%

-0.69%

Average Drawdown

Average peak-to-trough decline

-2.12%

-3.78%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

Volatility

BCGS vs. VEGA - Volatility Comparison


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Volatility by Period


BCGSVEGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

9.59%

+12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

12.36%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

12.74%

+9.77%

BCGS vs. VEGA - Expense Ratio Comparison

BCGS has a 0.80% expense ratio, which is lower than VEGA's 2.02% expense ratio.


Dividends

BCGS vs. VEGA - Dividend Comparison

BCGS's dividend yield for the trailing twelve months is around 0.02%, less than VEGA's 1.27% yield.


PositionTTM2025202420232022202120202019201820172016
BCGS
Bancreek Global Select ETF
0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.27%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%

Frequently Asked Questions


BCGS and VEGA have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCGS is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCGS is cheaper with a 0.80% expense ratio, compared with 2.02% for VEGA.

VEGA has the higher dividend yield at 1.27%, compared with 0.02% for BCGS.

They also come from different issuers: Bancreek and AdvisorShares. Their fees differ too: 0.80% for BCGS and 2.02% for VEGA.

Portfolio Optimizer

Find the right allocation for BCGS and VEGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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