SQS vs. VEGA

Last updated Jun 6, 2026

SQS (Sapient Quality Select ETF) and VEGA (AdvisorShares STAR Global Buy-Write ETF) are both Global Equities funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. SQS charges 0.80%/yr vs 2.02%/yr for VEGA.

Performance

SQS vs. VEGA - Performance Comparison

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

Returns By Period

SQS

• 1D: -3.19%
• 1M: -1.11%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEGA

• 1D: -2.16%
• 1M: -0.30%
• YTD: 5.08%
• 6M: 4.90%
• 1Y: 16.16%
• 3Y*: 13.12%
• 5Y*: 6.85%
• 10Y*: 7.70%

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

SQS vs. VEGA - Yearly Performance Comparison

	2026 (YTD)
SQS Sapient Quality Select ETF	8.21%
VEGA AdvisorShares STAR Global Buy-Write ETF	5.07%

Correlation

The correlation between SQS and VEGA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.92

Return for Risk

SQS vs. VEGA — Risk / Return Rank

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

VEGA

VEGA Risk / Return Rank: 58
VEGA Sharpe Ratio Rank: 57
VEGA Sortino Ratio Rank: 57
VEGA Omega Ratio Rank: 59
VEGA Calmar Ratio Rank: 53
VEGA Martin Ratio Rank: 64

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.

SQS vs. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SQS	VEGA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.24	0.51	+1.73

Drawdowns

SQS vs. VEGA - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.18%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for SQS and VEGA.

Drawdown Indicators

	SQS	VEGA	Difference
Max Drawdown Largest peak-to-trough decline	-7.18%	-28.37%	+21.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.86%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.62%	—
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	-4.14%	-2.39%	-1.75%
Average Drawdown Average peak-to-trough decline	-1.20%	-3.79%	+2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.53%	—

Volatility

Volatility by Period

	SQS	VEGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	9.33%	+9.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.82%	12.32%	+6.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.82%	12.72%	+6.10%

SQS vs. VEGA - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is lower than VEGA's 2.02% expense ratio.

Dividends

SQS vs. VEGA - Dividend Comparison

SQS has not paid dividends to shareholders, while VEGA's dividend yield for the trailing twelve months is around 1.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SQS Sapient Quality Select ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEGA AdvisorShares STAR Global Buy-Write ETF	1.28%	1.34%	1.05%	1.12%	1.89%	0.55%	0.28%	0.44%	0.45%	0.00%	0.81%

Frequently Asked Questions

Can I hold both SQS and VEGA in my portfolio?

With a correlation of 0.92, SQS and VEGA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, SQS or VEGA?

On fees, SQS is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SQS or VEGA?

SQS is cheaper with a 0.80% expense ratio, compared with 2.02% for VEGA.

Which ETF pays a higher dividend yield, SQS or VEGA?

VEGA has the higher dividend yield at 1.28%, compared with 0.00% for SQS.

What is the main difference between SQS and VEGA?

They also come from different issuers: Sapient and AdvisorShares. Their fees differ too: 0.80% for SQS and 2.02% for VEGA.