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VEGA vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. IDV - Performance Comparison

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

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VEGA vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.70%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
IDV
iShares International Select Dividend ETF
8.40%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Returns By Period

In the year-to-date period, VEGA achieves a -1.70% return, which is significantly lower than IDV's 8.40% return. Over the past 10 years, VEGA has underperformed IDV with an annualized return of 7.20%, while IDV has yielded a comparatively higher 10.18% annualized return.


VEGA

1D
2.04%
1M
-4.55%
YTD
-1.70%
6M
0.52%
1Y
13.73%
3Y*
11.68%
5Y*
6.03%
10Y*
7.20%

IDV

1D
2.73%
1M
-4.29%
YTD
8.40%
6M
18.79%
1Y
44.72%
3Y*
22.87%
5Y*
12.71%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. IDV - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than IDV's 0.49% expense ratio.


Return for Risk

VEGA vs. IDV — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6969
Overall Rank
VEGA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6767
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7676
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and iShares International Select Dividend ETF (IDV). 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.


VEGAIDVDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.88

-1.73

Sortino ratio

Return per unit of downside risk

1.68

3.58

-1.90

Omega ratio

Gain probability vs. loss probability

1.24

1.59

-0.34

Calmar ratio

Return relative to maximum drawdown

1.74

4.08

-2.33

Martin ratio

Return relative to average drawdown

8.16

18.18

-10.01

VEGA vs. IDV - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.15, which is lower than the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of VEGA and IDV, 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


VEGAIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.88

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.83

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.21

+0.27

Correlation

The correlation between VEGA and IDV is 0.58, 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. IDV - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.37%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.37%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%0.00%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

VEGA vs. IDV - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for VEGA and IDV.


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Drawdown Indicators


VEGAIDVDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-70.14%

+41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-10.76%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-29.19%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-42.50%

+14.13%

Current Drawdown

Current decline from peak

-4.95%

-4.55%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.83%

-15.53%

+11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.41%

-0.63%

Volatility

VEGA vs. IDV - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.30%, while iShares International Select Dividend ETF (IDV) has a volatility of 6.94%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

6.94%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

9.93%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

15.62%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

15.48%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

17.97%

-5.30%