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SSUS vs. VEGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSUS vs. VEGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan Smart Sector ETF (SSUS) and US Vegan Climate ETF (VEGN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSUS achieves a 11.75% return, which is significantly lower than VEGN's 23.72% return.


SSUS

1D
0.33%
1M
-0.61%
6M
10.27%
YTD
11.75%
1Y
21.84%
3Y*
15.14%
5Y*
10.54%
10Y*
ALL TIME*
13.34%

VEGN

1D
0.28%
1M
-3.86%
6M
22.47%
YTD
23.72%
1Y
37.13%
3Y*
23.68%
5Y*
13.97%
10Y*
ALL TIME*
18.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$779.31K$737.96K$1.47M
$398.12K$577.59K$470.77K

SSUS vs. VEGN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SSUS
Day Hagan Smart Sector ETF
11.75%16.47%18.86%18.19%-17.64%28.02%17.55%
VEGN
US Vegan Climate ETF
23.72%13.71%25.42%38.10%-26.87%26.01%23.20%

Correlation

The correlation between SSUS and VEGN is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2020

0.93

The correlation between SSUS and VEGN has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

SSUS vs. VEGN - Sectors Allocation Comparison


Sectors
SSUS
VEGN

Technology

48.0%
63.6%

Consumer Cyclical

12.8%
1.8%

Communication Services

10.2%
7.8%

Financial Services

7.6%
13.1%

Healthcare

4.7%
3.9%

Industrials

4.5%
4.8%

Real Estate

3.6%
3.9%

Utilities

3.5%
0.1%

Energy

2.4%
0.0%

Consumer Defensive

2.3%
0.0%

Basic Materials

0.4%
0.5%

Technology

SSUS
48.0%
VEGN
63.6%

Consumer Cyclical

SSUS
12.8%
VEGN
1.8%

Communication Services

SSUS
10.2%
VEGN
7.8%

Financial Services

SSUS
7.6%
VEGN
13.1%

Healthcare

SSUS
4.7%
VEGN
3.9%

Industrials

SSUS
4.5%
VEGN
4.8%

Real Estate

SSUS
3.6%
VEGN
3.9%

Utilities

SSUS
3.5%
VEGN
0.1%

Energy

SSUS
2.4%
VEGN
0.0%

Consumer Defensive

SSUS
2.3%
VEGN
0.0%

Basic Materials

SSUS
0.4%
VEGN
0.5%

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Return for Risk

SSUS vs. VEGN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSUS
SSUS Risk / Return Rank: 6363
Overall Rank
SSUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SSUS Sortino Ratio Rank: 6161
Sortino Ratio Rank
SSUS Omega Ratio Rank: 5959
Omega Ratio Rank
SSUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
SSUS Martin Ratio Rank: 7171
Martin Ratio Rank

VEGN
VEGN Risk / Return Rank: 7575
Overall Rank
VEGN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 7272
Sortino Ratio Rank
VEGN Omega Ratio Rank: 7070
Omega Ratio Rank
VEGN Calmar Ratio Rank: 7979
Calmar Ratio Rank
VEGN Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSUS vs. VEGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan Smart Sector ETF (SSUS) and US Vegan Climate ETF (VEGN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SSUSVEGNDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

2.21

2.84

-0.63

Martin ratioReturn relative to average drawdown

8.71

9.45

-0.74

SSUS vs. VEGN - Sharpe Ratio Comparison

The current SSUS Sharpe Ratio is 1.47, which is comparable to the VEGN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SSUS and VEGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSUS vs. VEGN - Drawdown Comparison

The maximum SSUS drawdown since its inception was -23.75%, smaller than the maximum VEGN drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for SSUS and VEGN.


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Drawdown Indicators


SSUSVEGNDifference

Max Drawdown

Largest peak-to-trough decline

-23.75%

-34.14%

+10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-12.25%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-20.91%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

-33.40%

+9.95%

Current Drawdown

Current decline from peak

-3.26%

-8.77%

+5.51%

Average Drawdown

Average peak-to-trough decline

-5.18%

-7.52%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.68%

-1.38%

Volatility

SSUS vs. VEGN - Volatility Comparison

The current volatility for Day Hagan Smart Sector ETF (SSUS) is 3.62%, while US Vegan Climate ETF (VEGN) has a volatility of 7.86%. This indicates that SSUS experiences smaller price fluctuations and is considered to be less risky than VEGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSUSVEGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

7.86%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

17.87%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.65%

20.38%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

20.97%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

23.03%

-6.15%

SSUS vs. VEGN - Expense Ratio Comparison

SSUS has a 0.81% expense ratio, which is higher than VEGN's 0.60% expense ratio.


Dividends

SSUS vs. VEGN - Dividend Comparison

SSUS's dividend yield for the trailing twelve months is around 0.46%, less than VEGN's 0.52% yield.


PositionTTM2025202420232022202120202019
SSUS
Day Hagan Smart Sector ETF
0.46%0.52%0.68%1.07%0.63%0.55%0.50%0.00%
VEGN
US Vegan Climate ETF
0.52%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Frequently Asked Questions


SSUS and VEGN have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEGN has higher volatility (7.86%) compared to SSUS (3.62%). In terms of maximum drawdown, SSUS dropped -23.75% vs VEGN's -34.14%.

On 5-year performance, VEGN leads with 13.97% vs 10.54% for SSUS. On fees, VEGN is cheaper at 0.60% per year. On volatility, SSUS has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VEGN has performed better with a 13.97% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEGN is cheaper with a 0.60% expense ratio, compared with 0.81% for SSUS.

VEGN has the higher dividend yield at 0.52%, compared with 0.46% for SSUS.

They also come from different issuers: Day Hagan and Beyond Investing. Their fees differ too: 0.81% for SSUS and 0.60% for VEGN.

VEGN currently has the higher Sharpe Ratio (1.71 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SSUS and VEGN

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