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VEGA vs. BEDZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGA vs. BEDZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Hotel ETF (BEDZ). 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 5.66% return, which is significantly lower than BEDZ's 10.82% return.


VEGA

1D
-1.18%
1M
-0.24%
YTD
5.66%
6M
4.89%
1Y
16.81%
3Y*
13.24%
5Y*
6.73%
10Y*
7.93%

BEDZ

1D
0.15%
1M
9.56%
YTD
10.82%
6M
8.96%
1Y
24.44%
3Y*
16.30%
5Y*
8.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGA vs. BEDZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VEGA
AdvisorShares STAR Global Buy-Write ETF
5.66%15.83%11.20%15.12%-15.02%7.02%
BEDZ
AdvisorShares Hotel ETF
10.82%3.46%18.31%23.88%-13.40%7.95%

Correlation

The correlation between VEGA and BEDZ is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2021

0.61

The correlation between VEGA and BEDZ has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

VEGA vs. BEDZ — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 5757
Overall Rank
VEGA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 5656
Sortino Ratio Rank
VEGA Omega Ratio Rank: 5757
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5454
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6464
Martin Ratio Rank

BEDZ
BEDZ Risk / Return Rank: 3737
Overall Rank
BEDZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BEDZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
BEDZ Omega Ratio Rank: 3333
Omega Ratio Rank
BEDZ Calmar Ratio Rank: 4343
Calmar Ratio Rank
BEDZ Martin Ratio Rank: 3434
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. BEDZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Hotel ETF (BEDZ). 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.


VEGABEDZDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.46

2.04

+0.43

Martin ratioReturn relative to average drawdown

10.76

4.78

+5.99

VEGA vs. BEDZ - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.76, which is higher than the BEDZ Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VEGA and BEDZ, 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. BEDZ - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, roughly equal to the maximum BEDZ drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for VEGA and BEDZ.


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Drawdown Indicators


VEGABEDZDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-29.70%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-12.06%

+5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-28.31%

+16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-29.70%

+6.92%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-1.85%

-0.92%

-0.93%

Average Drawdown

Average peak-to-trough decline

-3.78%

-8.00%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

5.13%

-3.56%

Volatility

VEGA vs. BEDZ - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 3.86%, while AdvisorShares Hotel ETF (BEDZ) has a volatility of 4.98%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than BEDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGABEDZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.98%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

15.25%

-7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.61%

20.39%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

24.89%

-12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

24.78%

-12.04%

VEGA vs. BEDZ - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than BEDZ's 0.99% expense ratio.


Dividends

VEGA vs. BEDZ - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.27%, less than BEDZ's 2.08% yield.


PositionTTM2025202420232022202120202019201820172016
BEDZ
AdvisorShares Hotel ETF
2.08%2.31%0.00%1.67%0.21%0.36%0.00%0.00%0.00%0.00%0.00%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.27%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%

Frequently Asked Questions


VEGA and BEDZ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEDZ has higher volatility (4.98%) compared to VEGA (3.86%). In terms of maximum drawdown, VEGA dropped -28.37% vs BEDZ's -29.70%.

On 5-year performance, BEDZ leads with 8.91% vs 6.73% for VEGA. On fees, BEDZ is cheaper at 0.99% per year. On volatility, VEGA has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BEDZ has performed better with a 8.91% return vs 6.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BEDZ is cheaper with a 0.99% expense ratio, compared with 2.02% for VEGA.

BEDZ has the higher dividend yield at 2.08%, compared with 1.27% for VEGA.

VEGA is categorized as Global Equities, while BEDZ is Consumer Discretionary Equities. Their fees differ too: 2.02% for VEGA and 0.99% for BEDZ.

VEGA currently has the higher Sharpe Ratio (1.76 vs 1.20), 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 BEDZ

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