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VEGA vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. DIVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.25%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.19%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Returns By Period

In the year-to-date period, VEGA achieves a -1.25% return, which is significantly lower than DIVO's 2.19% 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%

DIVO

1D
0.18%
1M
-3.44%
YTD
2.19%
6M
5.30%
1Y
17.84%
3Y*
14.21%
5Y*
11.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. DIVO - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than DIVO's 0.56% expense ratio.


Return for Risk

VEGA vs. DIVO — 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

DIVO
DIVO Risk / Return Rank: 7676
Overall Rank
DIVO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DIVO Omega Ratio Rank: 7777
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7272
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8080
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. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


VEGADIVODifference

Sharpe ratio

Return per unit of total volatility

1.16

1.36

-0.21

Sortino ratio

Return per unit of downside risk

1.69

1.99

-0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.71

1.92

-0.21

Martin ratio

Return relative to average drawdown

7.92

9.07

-1.15

VEGA vs. DIVO - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.16, which is comparable to the DIVO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VEGA and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGADIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.36

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.93

-0.43

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

0.83

-0.35

Correlation

The correlation between VEGA and DIVO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VEGA vs. DIVO - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.36%, less than DIVO's 6.48% 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%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.48%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%

Drawdowns

VEGA vs. DIVO - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for VEGA and DIVO.


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Drawdown Indicators


VEGADIVODifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-30.04%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-9.21%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-13.72%

-9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-4.52%

-3.96%

-0.56%

Average Drawdown

Average peak-to-trough decline

-3.83%

-2.62%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.95%

-0.15%

Volatility

VEGA vs. DIVO - Volatility Comparison

AdvisorShares STAR Global Buy-Write ETF (VEGA) has a higher volatility of 4.21% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.58%. This indicates that VEGA's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGADIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.58%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

7.01%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

13.13%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

11.93%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

14.93%

-2.26%