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VEGA vs. CAPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGA vs. CAPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and DoubleLine Shiller CAPE U.S. Equities ETF (CAPE). 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 5.98% return, which is significantly higher than CAPE's 2.29% return.


VEGA

1D
0.15%
1M
-0.55%
6M
3.67%
YTD
5.98%
1Y
14.11%
3Y*
12.10%
5Y*
6.69%
10Y*
7.55%
ALL TIME*
6.09%

CAPE

1D
0.00%
1M
-0.57%
6M
0.07%
YTD
2.29%
1Y
6.18%
3Y*
10.41%
5Y*
10Y*
ALL TIME*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$508.60K$475.70K$946.02K
$235.51K$205.05K$288.45K

VEGA vs. CAPE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEGA
AdvisorShares STAR Global Buy-Write ETF
5.98%15.83%11.20%15.12%-11.60%
CAPE
DoubleLine Shiller CAPE U.S. Equities ETF
2.29%9.10%14.40%27.65%-15.28%

Correlation

The correlation between VEGA and CAPE is 0.43, which is low. Their historical price movements had little consistent relationship.


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

0.43

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

0.63

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.72

Over the past year, the correlation between VEGA and CAPE has dropped to 0.43 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

VEGA vs. CAPE — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 5757
Overall Rank
VEGA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 5454
Sortino Ratio Rank
VEGA Omega Ratio Rank: 5555
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5454
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6666
Martin Ratio Rank

CAPE
CAPE Risk / Return Rank: 2323
Overall Rank
CAPE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CAPE Sortino Ratio Rank: 2222
Sortino Ratio Rank
CAPE Omega Ratio Rank: 2121
Omega Ratio Rank
CAPE Calmar Ratio Rank: 2121
Calmar Ratio Rank
CAPE Martin Ratio Rank: 2626
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.

VEGA vs. CAPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and DoubleLine Shiller CAPE U.S. Equities ETF (CAPE). 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.


VEGACAPEDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratioReturn relative to maximum drawdown

1.93

0.58

+1.35

Martin ratioReturn relative to average drawdown

8.06

2.06

+6.00

VEGA vs. CAPE - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.34, which is higher than the CAPE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VEGA and CAPE, 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. CAPE - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, which is greater than CAPE's maximum drawdown of -22.07%. Use the drawdown chart below to compare losses from any high point for VEGA and CAPE.


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Drawdown Indicators


VEGACAPEDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-22.07%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-9.68%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-14.32%

+2.70%

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

-1.56%

-1.27%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.76%

-4.81%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.74%

-1.10%

Volatility

VEGA vs. CAPE - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 2.85%, while DoubleLine Shiller CAPE U.S. Equities ETF (CAPE) has a volatility of 4.59%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than CAPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGACAPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

4.59%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

9.56%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.87%

11.58%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

16.85%

-4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.73%

16.85%

-4.12%

VEGA vs. CAPE - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than CAPE's 0.65% expense ratio.


Dividends

VEGA vs. CAPE - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.27%, less than CAPE's 1.37% yield.


PositionTTM2025202420232022202120202019201820172016
CAPE
DoubleLine Shiller CAPE U.S. Equities ETF
1.37%1.39%1.23%1.01%0.80%0.00%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 CAPE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAPE has higher volatility (4.59%) compared to VEGA (2.85%). In terms of maximum drawdown, VEGA dropped -28.37% vs CAPE's -22.07%.

On 3-year performance, VEGA leads with 12.10% vs 10.41% for CAPE. On fees, CAPE is cheaper at 0.65% per year. On volatility, VEGA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VEGA has performed better with a 12.10% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CAPE is cheaper with a 0.65% expense ratio, compared with 2.02% for VEGA.

CAPE has the higher dividend yield at 1.37%, compared with 1.27% for VEGA.

VEGA is categorized as Global Equities, while CAPE is Large Cap Value Equities. They also come from different issuers: AdvisorShares and DoubleLine. Their fees differ too: 2.02% for VEGA and 0.65% for CAPE.

VEGA currently has the higher Sharpe Ratio (1.34 vs 0.49), 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

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