VEGA vs. IFLR

Last updated Jun 24, 2026

VEGA (AdvisorShares STAR Global Buy-Write ETF) and IFLR (Innovator International Developed Managed Floor ETF) are both Global Equities funds. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. VEGA charges 2.02%/yr vs 0.89%/yr for IFLR.

Performance

VEGA vs. IFLR - Performance Comparison

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

Returns By Period

In the year-to-date period, VEGA achieves a 5.66% return, which is significantly higher than IFLR's 5.00% return.

VEGA

• 1D: -1.18%
• 1M: -0.24%
• YTD: 5.66%
• 6M: 4.89%
• 1Y: 16.81%
• 3Y*: 13.24%
• 5Y*: 6.73%
• 10Y*: 7.93%

IFLR

• 1D: -1.55%
• 1M: 1.07%
• YTD: 5.00%
• 6M: 4.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGA vs. IFLR - Yearly Performance Comparison

	2026 (YTD)	2025
VEGA AdvisorShares STAR Global Buy-Write ETF	5.66%	2.65%
IFLR Innovator International Developed Managed Floor ETF	5.00%	3.03%

Correlation

The correlation between VEGA and IFLR is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	0.79

Return for Risk

VEGA vs. IFLR — Risk / Return Rank

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

VEGA

VEGA Risk / Return Rank: 57
VEGA Sharpe Ratio Rank: 57
VEGA Sortino Ratio Rank: 56
VEGA Omega Ratio Rank: 57
VEGA Calmar Ratio Rank: 54
VEGA Martin Ratio Rank: 64

IFLR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Innovator International Developed Managed Floor ETF (IFLR). 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.

	VEGA	IFLR	Difference
Sharpe ratio: Return per unit of total volatility	1.76	—	—
Sortino ratio: Return per unit of downside risk	2.47	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.46	—	—
Martin ratio: Return relative to average drawdown	10.76	—	—

Drawdowns

VEGA vs. IFLR - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, which is greater than IFLR's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for VEGA and IFLR.

Drawdown Indicators

	VEGA	IFLR	Difference
Max Drawdown Largest peak-to-trough decline	-28.37%	-9.58%	-18.79%
Max Drawdown (1Y) Largest decline over 1 year	-6.86%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.62%	—	—
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	-1.85%	-2.58%	+0.73%
Average Drawdown Average peak-to-trough decline	-3.78%	-2.73%	-1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	—	—

Volatility

Volatility by Period

	VEGA	IFLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.61%	13.56%	-3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.36%	13.56%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.74%	13.56%	-0.82%

VEGA vs. IFLR - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than IFLR's 0.89% expense ratio.

Dividends

VEGA vs. IFLR - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.27%, more than IFLR's 0.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IFLR Innovator International Developed Managed Floor ETF	0.28%	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	1.27%	1.34%	1.05%	1.12%	1.89%	0.55%	0.28%	0.44%	0.45%	0.00%	0.81%

Frequently Asked Questions

Can I hold both VEGA and IFLR in my portfolio?

VEGA and IFLR have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VEGA or IFLR?

On fees, IFLR is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VEGA or IFLR?

IFLR is cheaper with a 0.89% expense ratio, compared with 2.02% for VEGA.

Which ETF pays a higher dividend yield, VEGA or IFLR?

VEGA has the higher dividend yield at 1.27%, compared with 0.28% for IFLR.

What is the main difference between VEGA and IFLR?

They also come from different issuers: AdvisorShares and Innovator. Their fees differ too: 2.02% for VEGA and 0.89% for IFLR.