HDGE vs. IWM

In the year-to-date period, HDGE achieves a 6.67% return, which is significantly higher than IWM's -5.16% return. Over the past 10 years, HDGE has underperformed IWM with an annualized return of -15.12%, while IWM has yielded a comparatively higher 6.73% annualized return.

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HDGE has a 3.36% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and iShares Russell 2000 ETF (IWM). 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.

The current HDGE Sharpe Ratio is -0.34, which is lower than the IWM Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of HDGE and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDGE's dividend yield for the trailing twelve months is around 7.34%, more than IWM's 1.18% yield.

The maximum HDGE drawdown since its inception was -93.88%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for HDGE and IWM. For additional features, visit the drawdowns tool.

AdvisorShares Ranger Equity Bear ETF (HDGE) and iShares Russell 2000 ETF (IWM) have volatilities of 5.51% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.