PortfoliosLab logoPortfoliosLab logo
VEGA vs. CGGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. CGGE - Performance Comparison

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

Loading graphics...

VEGA vs. CGGE - Yearly Performance Comparison


2026 (YTD)20252024
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.25%15.83%3.54%
CGGE
Capital Group Global Equity ETF
-2.28%24.50%2.30%

Returns By Period

In the year-to-date period, VEGA achieves a -1.25% return, which is significantly higher than CGGE's -2.28% return.


VEGA

1D
0.46%
1M
-3.82%
YTD
-1.25%
6M
0.61%
1Y
13.80%
3Y*
11.85%
5Y*
6.13%
10Y*
7.25%

CGGE

1D
1.34%
1M
-5.21%
YTD
-2.28%
6M
0.11%
1Y
19.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEGA vs. CGGE - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than CGGE's 0.47% expense ratio.


Return for Risk

VEGA vs. CGGE — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6464
Overall Rank
VEGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6363
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6464
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6161
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7070
Martin Ratio Rank

CGGE
CGGE Risk / Return Rank: 6464
Overall Rank
CGGE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CGGE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CGGE Omega Ratio Rank: 6161
Omega Ratio Rank
CGGE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGGE Martin Ratio Rank: 6868
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. CGGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Capital Group Global Equity ETF (CGGE). 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.


VEGACGGEDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.15

+0.01

Sortino ratio

Return per unit of downside risk

1.69

1.69

0.00

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.81

-0.10

Martin ratio

Return relative to average drawdown

7.92

7.59

+0.33

VEGA vs. CGGE - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.16, which is comparable to the CGGE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VEGA and CGGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VEGACGGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.15

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.87

-0.39

Correlation

The correlation between VEGA and CGGE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VEGA vs. CGGE - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.36%, more than CGGE's 0.41% yield.


TTM2025202420232022202120202019201820172016
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.36%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%
CGGE
Capital Group Global Equity ETF
0.41%0.40%0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEGA vs. CGGE - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, which is greater than CGGE's maximum drawdown of -14.44%. Use the drawdown chart below to compare losses from any high point for VEGA and CGGE.


Loading graphics...

Drawdown Indicators


VEGACGGEDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-14.44%

-13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-11.03%

+2.71%

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

-4.52%

-6.67%

+2.15%

Average Drawdown

Average peak-to-trough decline

-3.83%

-1.81%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.64%

-0.84%

Volatility

VEGA vs. CGGE - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.21%, while Capital Group Global Equity ETF (CGGE) has a volatility of 6.72%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than CGGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VEGACGGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

6.72%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

10.69%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

17.05%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

15.28%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

15.28%

-2.61%