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VEGA vs. PSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. PSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and Invesco Global Listed Private Equity ETF (PSP). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. PSP - 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%
PSP
Invesco Global Listed Private Equity ETF
-15.50%6.49%17.42%37.72%-37.37%27.30%12.47%35.73%-15.12%24.13%

Returns By Period

In the year-to-date period, VEGA achieves a -1.70% return, which is significantly higher than PSP's -15.50% return. Both investments have delivered pretty close results over the past 10 years, with VEGA having a 7.20% annualized return and PSP not far ahead at 7.53%.


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%

PSP

1D
2.50%
1M
-6.13%
YTD
-15.50%
6M
-16.07%
1Y
-6.54%
3Y*
10.76%
5Y*
0.92%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. PSP - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than PSP's 1.44% expense ratio.


Return for Risk

VEGA vs. PSP — 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

PSP
PSP Risk / Return Rank: 66
Overall Rank
PSP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSP Sortino Ratio Rank: 77
Sortino Ratio Rank
PSP Omega Ratio Rank: 77
Omega Ratio Rank
PSP Calmar Ratio Rank: 77
Calmar Ratio Rank
PSP Martin Ratio Rank: 55
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. PSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Invesco Global Listed Private Equity ETF (PSP). 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.


VEGAPSPDifference

Sharpe ratio

Return per unit of total volatility

1.15

-0.27

+1.42

Sortino ratio

Return per unit of downside risk

1.68

-0.22

+1.90

Omega ratio

Gain probability vs. loss probability

1.24

0.97

+0.27

Calmar ratio

Return relative to maximum drawdown

1.74

-0.34

+2.09

Martin ratio

Return relative to average drawdown

8.16

-0.96

+9.13

VEGA vs. PSP - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.15, which is higher than the PSP Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of VEGA and PSP, 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


VEGAPSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

-0.27

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.04

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.34

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.08

+0.40

Correlation

The correlation between VEGA and PSP 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. PSP - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.37%, less than PSP's 6.84% 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%
PSP
Invesco Global Listed Private Equity ETF
6.84%5.87%8.62%3.96%2.88%10.34%4.66%5.87%6.81%10.18%4.12%6.23%

Drawdowns

VEGA vs. PSP - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum PSP drawdown of -85.40%. Use the drawdown chart below to compare losses from any high point for VEGA and PSP.


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Drawdown Indicators


VEGAPSPDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-85.40%

+57.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-22.37%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-47.16%

+24.38%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-47.16%

+18.79%

Current Drawdown

Current decline from peak

-4.95%

-19.63%

+14.68%

Average Drawdown

Average peak-to-trough decline

-3.83%

-30.84%

+27.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

7.91%

-6.13%

Volatility

VEGA vs. PSP - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.30%, while Invesco Global Listed Private Equity ETF (PSP) has a volatility of 7.24%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than PSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAPSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

7.24%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

14.52%

-7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

24.36%

-12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

23.57%

-11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

22.30%

-9.63%