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

Performance

VEGA vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VEGA achieves a 7.10% return, which is significantly lower than GSG's 42.58% return. Both investments have delivered pretty close results over the past 10 years, with VEGA having a 7.95% annualized return and GSG not far behind at 7.69%.


VEGA

1D
-0.52%
1M
3.04%
YTD
7.10%
6M
6.87%
1Y
18.86%
3Y*
13.94%
5Y*
7.25%
10Y*
7.95%

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGA vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
7.10%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between VEGA and GSG is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

0.06

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2012

0.20

The correlation between VEGA and GSG shifts across timeframes, from -0.21 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

VEGA vs. GSG — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6363
Overall Rank
VEGA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6464
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6464
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6868
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


VEGAGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.02

Calmar ratioReturn relative to maximum drawdown

2.76

5.47

-2.71

Martin ratioReturn relative to average drawdown

12.41

14.39

-1.99

VEGA vs. GSG - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 2.09, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VEGA and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VEGAGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.26

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.35

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.09

+0.61

Drawdowns

VEGA vs. GSG - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for VEGA and GSG.


Loading charts...

Drawdown Indicators


VEGAGSGDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-89.62%

+61.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-9.46%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-14.94%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-29.12%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-57.64%

+29.27%

Current Drawdown

Current decline from peak

-0.52%

-56.95%

+56.43%

Average Drawdown

Average peak-to-trough decline

-3.79%

-63.71%

+59.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

3.59%

-2.07%

Volatility

VEGA vs. GSG - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 2.71%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VEGAGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

7.65%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

20.42%

-12.97%

Volatility (1Y)

Calculated over the trailing 1-year period

9.06%

22.95%

-13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

22.61%

-10.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.70%

22.03%

-9.33%

VEGA vs. GSG - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

VEGA vs. GSG - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.25%, while GSG has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.25%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 GSG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to VEGA (2.71%). In terms of maximum drawdown, VEGA dropped -28.37% vs GSG's -89.62%.

On 10-year performance, VEGA leads with 7.95% vs 7.69% for GSG. On fees, GSG is cheaper at 0.75% per year. On volatility, VEGA has been the lower-risk option at 2.71%. 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 7.95% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 2.02% for VEGA.

VEGA has the higher dividend yield at 1.25%, compared with 0.00% for GSG.

VEGA is categorized as Global Equities, while GSG is Commodities. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 2.02% for VEGA and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 2.09), 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 GSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer