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VEGA vs. HDGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGA vs. HDGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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 6.73% return, which is significantly higher than HDGE's -0.44% return. Over the past 10 years, VEGA has outperformed HDGE with an annualized return of 7.66%, while HDGE has yielded a comparatively lower -15.05% annualized return.


VEGA

1D
0.50%
1M
0.65%
6M
4.46%
YTD
6.73%
1Y
14.93%
3Y*
12.53%
5Y*
6.93%
10Y*
7.66%

HDGE

1D
0.50%
1M
-2.92%
6M
0.13%
YTD
-0.44%
1Y
-0.17%
3Y*
-2.80%
5Y*
-4.36%
10Y*
-15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGA vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
6.73%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
HDGE
AdvisorShares Ranger Equity Bear ETF
-0.44%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Correlation

The correlation between VEGA and HDGE is -0.51, 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

-0.51

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

-0.60

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

-0.69

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2012

-0.59

The correlation between VEGA and HDGE shifts across timeframes, from -0.69 (5 years) to -0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VEGA vs. HDGE — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 5959
Overall Rank
VEGA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
VEGA Omega Ratio Rank: 5858
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5555
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6666
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 99
Overall Rank
HDGE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 99
Sortino Ratio Rank
HDGE Omega Ratio Rank: 99
Omega Ratio Rank
HDGE Calmar Ratio Rank: 99
Calmar Ratio Rank
HDGE Martin Ratio Rank: 99
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. HDGE - Risk-Adjusted Trends Comparison

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


VEGAHDGEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.29

1.01

+0.27

Calmar ratioReturn relative to maximum drawdown

2.19

-0.01

+2.20

Martin ratioReturn relative to average drawdown

9.42

-0.03

+9.44

VEGA vs. HDGE - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.56, which is higher than the HDGE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VEGA and HDGE, 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. HDGE - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for VEGA and HDGE.


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Drawdown Indicators


VEGAHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-93.88%

+65.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-15.40%

+8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.62%

-29.46%

+17.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-42.97%

+20.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-81.95%

+53.58%

Current Drawdown

Current decline from peak

-0.86%

-93.46%

+92.60%

Average Drawdown

Average peak-to-trough decline

-3.77%

-70.26%

+66.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

6.55%

-4.96%

Volatility

VEGA vs. HDGE - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 2.84%, while AdvisorShares Ranger Equity Bear ETF (HDGE) has a volatility of 6.12%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

6.12%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

13.78%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

18.46%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

24.25%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.72%

23.45%

-10.73%

VEGA vs. HDGE - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Dividends

VEGA vs. HDGE - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.26%, less than HDGE's 3.51% yield.


PositionTTM2025202420232022202120202019201820172016
HDGE
AdvisorShares Ranger Equity Bear ETF
3.51%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%0.00%0.00%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.26%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 HDGE have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (6.12%) compared to VEGA (2.84%). In terms of maximum drawdown, VEGA dropped -28.37% vs HDGE's -93.88%.

On 10-year performance, VEGA leads with 7.66% vs -15.05% for HDGE. On fees, VEGA is cheaper at 2.02% per year. On volatility, VEGA has been the lower-risk option at 2.84%. 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 7.66% return vs -15.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEGA is cheaper with a 2.02% expense ratio, compared with 3.36% for HDGE.

HDGE has the higher dividend yield at 3.51%, compared with 1.26% for VEGA.

VEGA is categorized as Global Equities, while HDGE is Inverse Equities. Their fees differ too: 2.02% for VEGA and 3.36% for HDGE.

VEGA currently has the higher Sharpe Ratio (1.56 vs -0.01), 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 HDGE

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