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VEGA vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGA vs. ACWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEGA achieves a 6.73% return, which is significantly higher than ACWV's 3.42% return. Over the past 10 years, VEGA has outperformed ACWV with an annualized return of 7.66%, while ACWV has yielded a comparatively lower 6.98% annualized return.


VEGA

1D
0.50%
1M
0.65%
6M
4.46%
YTD
6.73%
1Y
14.93%
3Y*
12.53%
5Y*
6.93%
10Y*
7.66%

ACWV

1D
-0.39%
1M
0.53%
6M
2.85%
YTD
3.42%
1Y
5.53%
3Y*
9.73%
5Y*
5.39%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGA vs. ACWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
6.73%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
ACWV
iShares MSCI Global Min Vol Factor ETF
3.42%11.04%11.38%8.23%-10.36%13.97%3.04%21.04%-1.42%18.57%

Correlation

The correlation between VEGA and ACWV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2012

0.60

The correlation between VEGA and ACWV shifts across timeframes, from 0.50 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VEGA vs. ACWV — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 5959
Overall Rank
VEGA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
VEGA Omega Ratio Rank: 5858
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5555
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6666
Martin Ratio Rank

ACWV
ACWV Risk / Return Rank: 2323
Overall Rank
ACWV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 2222
Sortino Ratio Rank
ACWV Omega Ratio Rank: 2121
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2323
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2424
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.

VEGA vs. ACWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.


VEGAACWVDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratioReturn relative to maximum drawdown

2.19

0.87

+1.31

Martin ratioReturn relative to average drawdown

9.42

2.49

+6.92

VEGA vs. ACWV - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.56, which is higher than the ACWV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VEGA and ACWV, 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

VEGA vs. ACWV - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, roughly equal to the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for VEGA and ACWV.


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Drawdown Indicators


VEGAACWVDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-28.82%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-6.37%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-7.56%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-18.14%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-28.82%

+0.45%

Current Drawdown

Current decline from peak

-0.86%

-1.91%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.77%

-3.11%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

2.22%

-0.63%

Volatility

VEGA vs. ACWV - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 2.84%, while iShares MSCI Global Min Vol Factor ETF (ACWV) has a volatility of 3.15%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

3.15%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

6.25%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

8.06%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

10.27%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.72%

12.29%

+0.43%

VEGA vs. ACWV - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than ACWV's 0.20% expense ratio.


Dividends

VEGA vs. ACWV - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.26%, less than ACWV's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
1.94%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.26%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%0.00%

Frequently Asked Questions


VEGA and ACWV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWV has higher volatility (3.15%) compared to VEGA (2.84%). In terms of maximum drawdown, VEGA dropped -28.37% vs ACWV's -28.82%.

On 10-year performance, VEGA leads with 7.66% vs 6.98% for ACWV. On fees, ACWV is cheaper at 0.20% per year. On volatility, VEGA has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VEGA has performed better with a 7.66% return vs 6.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWV is cheaper with a 0.20% expense ratio, compared with 2.02% for VEGA.

ACWV has the higher dividend yield at 1.94%, compared with 1.26% for VEGA.

They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 2.02% for VEGA and 0.20% for ACWV.

VEGA currently has the higher Sharpe Ratio (1.56 vs 0.69), 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 VEGA and ACWV

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