DGT vs. VEGA
Compare and contrast key facts about State Street SPDR Global Dow ETF (DGT) and AdvisorShares STAR Global Buy-Write ETF (VEGA).
DGT and VEGA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGT is a passively managed fund by State Street that tracks the performance of the The Global Dow. It was launched on Sep 25, 2000. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 2012.
Performance
DGT vs. VEGA - Performance Comparison
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DGT vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGT State Street SPDR Global Dow ETF | 2.98% | 30.04% | 14.15% | 20.95% | -8.00% | 21.50% | 9.67% | 22.19% | -9.65% | 24.87% |
VEGA AdvisorShares STAR Global Buy-Write ETF | -1.70% | 15.83% | 11.20% | 15.12% | -15.02% | 12.36% | 8.37% | 19.29% | -6.58% | 11.50% |
Returns By Period
In the year-to-date period, DGT achieves a 2.98% return, which is significantly higher than VEGA's -1.70% return. Over the past 10 years, DGT has outperformed VEGA with an annualized return of 13.29%, while VEGA has yielded a comparatively lower 7.20% annualized return.
DGT
- 1D
- 0.93%
- 1M
- -4.07%
- YTD
- 2.98%
- 6M
- 7.13%
- 1Y
- 26.23%
- 3Y*
- 20.06%
- 5Y*
- 13.20%
- 10Y*
- 13.29%
VEGA
- 1D
- 2.04%
- 1M
- -4.55%
- YTD
- -1.70%
- 6M
- 0.52%
- 1Y
- 13.73%
- 3Y*
- 11.68%
- 5Y*
- 6.03%
- 10Y*
- 7.20%
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DGT vs. VEGA - Expense Ratio Comparison
DGT has a 0.50% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Return for Risk
DGT vs. VEGA — Risk / Return Rank
DGT
VEGA
DGT vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) 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.
| DGT | VEGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.15 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.68 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.74 | +0.35 |
Martin ratioReturn relative to average drawdown | 10.12 | 8.16 | +1.95 |
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
| DGT | VEGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.15 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.49 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.57 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.48 | -0.20 |
Correlation
The correlation between DGT and VEGA is 0.66, 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.
Dividends
DGT vs. VEGA - Dividend Comparison
DGT's dividend yield for the trailing twelve months is around 2.76%, more than VEGA's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGT State Street SPDR Global Dow ETF | 2.76% | 2.78% | 2.83% | 2.53% | 3.15% | 2.66% | 1.97% | 2.76% | 2.50% | 1.93% | 2.31% | 2.37% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.37% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% | 0.00% |
Drawdowns
DGT vs. VEGA - Drawdown Comparison
The maximum DGT drawdown since its inception was -55.36%, which is greater than VEGA's maximum drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for DGT and VEGA.
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Drawdown Indicators
| DGT | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -28.37% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -8.32% | -4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -22.78% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -28.37% | -6.03% |
Current DrawdownCurrent decline from peak | -5.00% | -4.95% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -3.83% | -10.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.78% | +0.80% |
Volatility
DGT vs. VEGA - Volatility Comparison
State Street SPDR Global Dow ETF (DGT) has a higher volatility of 5.57% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 4.30%. This indicates that DGT's price experiences larger fluctuations and is considered to be riskier than VEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGT | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 4.30% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.21% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 11.99% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 12.31% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 12.67% | +4.27% |