GSWO vs. VEGA
Compare and contrast key facts about Goldman Sachs ActiveBeta World Equity ETF (GSWO) and AdvisorShares STAR Global Buy-Write ETF (VEGA).
GSWO and VEGA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 2012.
Performance
GSWO vs. VEGA - Performance Comparison
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GSWO vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | -2.17% | 18.97% | 15.29% | 16.28% | -6.15% |
VEGA AdvisorShares STAR Global Buy-Write ETF | -1.70% | 15.83% | 11.20% | 15.12% | -9.82% |
Returns By Period
In the year-to-date period, GSWO achieves a -2.17% return, which is significantly lower than VEGA's -1.70% return.
GSWO
- 1D
- 2.87%
- 1M
- -5.76%
- YTD
- -2.17%
- 6M
- -0.46%
- 1Y
- 11.32%
- 3Y*
- 14.53%
- 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%
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GSWO vs. VEGA - Expense Ratio Comparison
GSWO has a 0.25% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Return for Risk
GSWO vs. VEGA — Risk / Return Rank
GSWO
VEGA
GSWO vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) 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.
| GSWO | VEGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.15 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.68 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.74 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.62 | 8.16 | -2.55 |
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
| GSWO | VEGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.15 | -0.32 |
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 | 0.77 | 0.48 | +0.29 |
Correlation
The correlation between GSWO and VEGA is 0.80, 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
GSWO vs. VEGA - Dividend Comparison
GSWO's dividend yield for the trailing twelve months is around 1.83%, more than VEGA's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.83% | 1.74% | 1.75% | 2.06% | 1.73% | 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
GSWO vs. VEGA - Drawdown Comparison
The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for GSWO and VEGA.
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Drawdown Indicators
| GSWO | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -28.37% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -8.32% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.37% | — |
Current DrawdownCurrent decline from peak | -6.31% | -4.95% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -3.83% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.78% | +0.32% |
Volatility
GSWO vs. VEGA - Volatility Comparison
Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a higher volatility of 5.76% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 4.30%. This indicates that GSWO'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
| GSWO | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 4.30% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 7.21% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 11.99% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 12.31% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 12.67% | +0.31% |