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FWD vs. VEGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWD vs. VEGA - Performance Comparison

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

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FWD vs. VEGA - Yearly Performance Comparison


2026 (YTD)202520242023
FWD
AB Disruptors ETF
3.97%32.00%29.23%25.66%
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.70%15.83%11.20%12.57%

Returns By Period

In the year-to-date period, FWD achieves a 3.97% return, which is significantly higher than VEGA's -1.70% return.


FWD

1D
5.03%
1M
-7.40%
YTD
3.97%
6M
7.40%
1Y
54.36%
3Y*
28.49%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWD vs. VEGA - Expense Ratio Comparison

FWD has a 0.65% expense ratio, which is lower than VEGA's 2.02% expense ratio.


Return for Risk

FWD vs. VEGA — Risk / Return Rank

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

FWD
FWD Risk / Return Rank: 9191
Overall Rank
FWD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 8989
Sortino Ratio Rank
FWD Omega Ratio Rank: 8888
Omega Ratio Rank
FWD Calmar Ratio Rank: 9595
Calmar Ratio Rank
FWD Martin Ratio Rank: 9393
Martin Ratio Rank

VEGA
VEGA Risk / Return Rank: 6969
Overall Rank
VEGA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6767
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7676
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.

FWD vs. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Disruptors ETF (FWD) 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.


FWDVEGADifference

Sharpe ratio

Return per unit of total volatility

1.89

1.15

+0.74

Sortino ratio

Return per unit of downside risk

2.51

1.68

+0.83

Omega ratio

Gain probability vs. loss probability

1.36

1.24

+0.11

Calmar ratio

Return relative to maximum drawdown

3.94

1.74

+2.19

Martin ratio

Return relative to average drawdown

13.30

8.16

+5.14

FWD vs. VEGA - Sharpe Ratio Comparison

The current FWD Sharpe Ratio is 1.89, which is higher than the VEGA Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FWD and VEGA, 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


FWDVEGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.15

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.48

+0.76

Correlation

The correlation between FWD and VEGA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FWD vs. VEGA - Dividend Comparison

FWD's dividend yield for the trailing twelve months is around 0.11%, less than VEGA's 1.37% yield.


TTM2025202420232022202120202019201820172016
FWD
AB Disruptors ETF
0.11%0.11%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FWD vs. VEGA - Drawdown Comparison

The maximum FWD drawdown since its inception was -29.02%, roughly equal to the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for FWD and VEGA.


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Drawdown Indicators


FWDVEGADifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-28.37%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-8.32%

-5.18%

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

-8.65%

-4.95%

-3.70%

Average Drawdown

Average peak-to-trough decline

-4.23%

-3.83%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

1.78%

+2.22%

Volatility

FWD vs. VEGA - Volatility Comparison

AB Disruptors ETF (FWD) has a higher volatility of 11.26% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 4.30%. This indicates that FWD'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


FWDVEGADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

4.30%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

7.21%

+12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.86%

11.99%

+16.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.63%

12.31%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

12.67%

+11.96%