GLOF vs. VEGA
Compare and contrast key facts about iShares Global Equity Factor ETF (GLOF) and AdvisorShares STAR Global Buy-Write ETF (VEGA).
GLOF and VEGA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLOF is a passively managed fund by iShares that tracks the performance of the STOXX Global Equity Factor Index. It was launched on Apr 28, 2005. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 2012.
Performance
GLOF vs. VEGA - Performance Comparison
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GLOF vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLOF iShares Global Equity Factor ETF | -0.12% | 23.92% | 17.49% | 22.38% | -16.97% | 18.68% | 10.00% | 23.21% | -13.70% | 29.86% |
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, GLOF achieves a -0.12% return, which is significantly higher than VEGA's -1.70% return. Over the past 10 years, GLOF has outperformed VEGA with an annualized return of 11.11%, while VEGA has yielded a comparatively lower 7.20% annualized return.
GLOF
- 1D
- 1.15%
- 1M
- -3.97%
- YTD
- -0.12%
- 6M
- 2.62%
- 1Y
- 24.70%
- 3Y*
- 18.89%
- 5Y*
- 9.91%
- 10Y*
- 11.11%
VEGA
- 1D
- 2.04%
- 1M
- -4.27%
- YTD
- -1.70%
- 6M
- 0.14%
- 1Y
- 13.28%
- 3Y*
- 11.68%
- 5Y*
- 6.03%
- 10Y*
- 7.20%
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GLOF vs. VEGA - Expense Ratio Comparison
GLOF has a 0.20% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Return for Risk
GLOF vs. VEGA — Risk / Return Rank
GLOF
VEGA
GLOF vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) 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.
| GLOF | VEGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.15 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.68 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.74 | +0.50 |
Martin ratioReturn relative to average drawdown | 10.56 | 8.16 | +2.39 |
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
| GLOF | VEGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.15 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.49 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.06 |
Correlation
The correlation between GLOF and VEGA is 0.70, 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
GLOF vs. VEGA - Dividend Comparison
GLOF's dividend yield for the trailing twelve months is around 1.70%, more than VEGA's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLOF iShares Global Equity Factor ETF | 1.70% | 1.70% | 2.59% | 2.51% | 2.53% | 1.90% | 1.73% | 2.41% | 2.03% | 1.94% | 1.94% | 0.92% |
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
GLOF vs. VEGA - Drawdown Comparison
The maximum GLOF drawdown since its inception was -34.12%, which is greater than VEGA's maximum drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for GLOF and VEGA.
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Drawdown Indicators
| GLOF | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -28.37% | -5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -8.32% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -22.78% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | -28.37% | -5.75% |
Current DrawdownCurrent decline from peak | -5.37% | -4.95% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -3.83% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.78% | +0.62% |
Volatility
GLOF vs. VEGA - Volatility Comparison
iShares Global Equity Factor ETF (GLOF) has a higher volatility of 6.08% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 4.30%. This indicates that GLOF'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
| GLOF | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.30% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 7.21% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 11.99% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 12.31% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 12.67% | +4.45% |