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PID vs. VEGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PID vs. VEGA - Performance Comparison

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

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PID vs. VEGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%19.05%
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, PID achieves a 2.04% return, which is significantly higher than VEGA's -1.70% return. Over the past 10 years, PID has outperformed VEGA with an annualized return of 8.98%, while VEGA has yielded a comparatively lower 7.20% annualized return.


PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%

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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PID vs. VEGA - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is lower than VEGA's 2.02% expense ratio.


Return for Risk

PID vs. VEGA — Risk / Return Rank

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

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
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.

PID vs. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) 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.


PIDVEGADifference

Sharpe ratio

Return per unit of total volatility

1.64

1.15

+0.49

Sortino ratio

Return per unit of downside risk

2.39

1.68

+0.71

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.36

1.74

+0.62

Martin ratio

Return relative to average drawdown

10.33

8.16

+2.17

PID vs. VEGA - Sharpe Ratio Comparison

The current PID Sharpe Ratio is 1.64, which is higher than the VEGA Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PID 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


PIDVEGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.15

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.49

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.48

-0.21

Correlation

The correlation between PID and VEGA is 0.59, 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

PID vs. VEGA - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.38%, more than VEGA's 1.37% yield.


TTM20252024202320222021202020192018201720162015
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%
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

PID vs. VEGA - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than VEGA's maximum drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for PID and VEGA.


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Drawdown Indicators


PIDVEGADifference

Max Drawdown

Largest peak-to-trough decline

-66.34%

-28.37%

-37.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-8.32%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-22.78%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

-28.37%

-17.70%

Current Drawdown

Current decline from peak

-5.36%

-4.95%

-0.41%

Average Drawdown

Average peak-to-trough decline

-13.12%

-3.83%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.78%

+0.24%

Volatility

PID vs. VEGA - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.80%, while AdvisorShares STAR Global Buy-Write ETF (VEGA) has a volatility of 4.30%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky 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


PIDVEGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.30%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

7.21%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

11.99%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

12.31%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

12.67%

+5.32%