VEGA vs. VICE
VEGA (AdvisorShares STAR Global Buy-Write ETF) and VICE (AdvisorShares Vice ETF) are both exchange-traded funds - VEGA is a Global Equities fund actively managed by AdvisorShares, while VICE is a Consumer Discretionary Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 5 years, VEGA returned 6.93%/yr vs 1.32%/yr for VICE. A 0.61 correlation means they provide meaningful diversification when combined. VEGA charges 2.02%/yr vs 0.99%/yr for VICE.
Performance
VEGA vs. VICE - Performance Comparison
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Returns By Period
In the year-to-date period, VEGA achieves a 6.73% return, which is significantly higher than VICE's 5.25% 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%
VICE
- 1D
- -0.89%
- 1M
- -1.71%
- 6M
- 3.79%
- YTD
- 5.25%
- 1Y
- -3.03%
- 3Y*
- 5.61%
- 5Y*
- 1.32%
- 10Y*
- —
VEGA vs. VICE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.12% |
VICE AdvisorShares Vice ETF | 5.25% | 1.56% | 18.27% | 3.01% | -18.28% | 8.50% | 22.45% | 20.05% | -16.93% | 4.19% |
Correlation
The correlation between VEGA and VICE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.61 |
Over the past year, the correlation between VEGA and VICE has dropped to 0.40 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
VEGA vs. VICE — Risk / Return Rank
VEGA
VICE
VEGA vs. VICE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Vice ETF (VICE). 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 | VICE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.97 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.22 | +2.41 |
| Martin ratioReturn relative to average drawdown | 9.42 | -0.38 | +9.79 |
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Drawdowns
VEGA vs. VICE - Drawdown Comparison
The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum VICE drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for VEGA and VICE.
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Drawdown Indicators
| VEGA | VICE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.37% | -38.27% | +9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -13.59% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -19.55% | +7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -29.92% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -28.37% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -6.70% | +5.84% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -12.30% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 8.05% | -6.46% |
Volatility
VEGA vs. VICE - Volatility Comparison
The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 2.84%, while AdvisorShares Vice ETF (VICE) has a volatility of 3.89%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than VICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEGA | VICE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.89% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 9.62% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.62% | 13.50% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.35% | 17.63% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 19.13% | -6.41% |
VEGA vs. VICE - Expense Ratio Comparison
VEGA has a 2.02% expense ratio, which is higher than VICE's 0.99% expense ratio.
Dividends
VEGA vs. VICE - Dividend Comparison
VEGA's dividend yield for the trailing twelve months is around 1.26%, more than VICE's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VICE AdvisorShares Vice ETF | 0.75% | 0.79% | 1.46% | 1.69% | 0.96% | 0.99% | 0.00% | 2.47% | 1.72% | 0.17% | 0.00% |
Frequently Asked Questions
VEGA and VICE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VICE has higher volatility (3.89%) compared to VEGA (2.84%). In terms of maximum drawdown, VEGA dropped -28.37% vs VICE's -38.27%.
On 5-year performance, VEGA leads with 6.93% vs 1.32% for VICE. On fees, VICE is cheaper at 0.99% 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 5-year period, VEGA has performed better with a 6.93% return vs 1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VICE is cheaper with a 0.99% expense ratio, compared with 2.02% for VEGA.
VEGA has the higher dividend yield at 1.26%, compared with 0.75% for VICE.
VEGA is categorized as Global Equities, while VICE is Consumer Discretionary Equities. Their fees differ too: 2.02% for VEGA and 0.99% for VICE.
VEGA currently has the higher Sharpe Ratio (1.56 vs -0.23), 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.
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