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VEGA vs. WBIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. WBIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.14%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
WBIG
WBI BullBear Yield 3000 ETF
1.69%-0.39%5.87%-2.68%-7.68%16.04%-3.30%6.85%-8.46%25.62%

Returns By Period

In the year-to-date period, VEGA achieves a -1.14% return, which is significantly lower than WBIG's 1.69% return. Over the past 10 years, VEGA has outperformed WBIG with an annualized return of 7.26%, while WBIG has yielded a comparatively lower 3.02% annualized return.


VEGA

1D
0.11%
1M
-2.55%
YTD
-1.14%
6M
0.57%
1Y
13.75%
3Y*
11.66%
5Y*
6.15%
10Y*
7.26%

WBIG

1D
0.73%
1M
-2.42%
YTD
1.69%
6M
1.14%
1Y
5.11%
3Y*
3.64%
5Y*
0.59%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. WBIG - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than WBIG's 1.14% expense ratio.


Return for Risk

VEGA vs. WBIG — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6161
Overall Rank
VEGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6262
Omega Ratio Rank
VEGA Calmar Ratio Rank: 5555
Calmar Ratio Rank
VEGA Martin Ratio Rank: 6464
Martin Ratio Rank

WBIG
WBIG Risk / Return Rank: 2020
Overall Rank
WBIG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WBIG Sortino Ratio Rank: 2020
Sortino Ratio Rank
WBIG Omega Ratio Rank: 2121
Omega Ratio Rank
WBIG Calmar Ratio Rank: 1919
Calmar Ratio Rank
WBIG Martin Ratio Rank: 1919
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. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and WBI BullBear Yield 3000 ETF (WBIG). 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.


VEGAWBIGDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.42

+0.73

Sortino ratio

Return per unit of downside risk

1.68

0.60

+1.08

Omega ratio

Gain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

1.67

0.50

+1.18

Martin ratio

Return relative to average drawdown

7.65

1.43

+6.22

VEGA vs. WBIG - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.15, which is higher than the WBIG Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VEGA and WBIG, 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


VEGAWBIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.42

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.05

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.26

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.10

+0.38

Correlation

The correlation between VEGA and WBIG is 0.56, 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. WBIG - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.36%, less than WBIG's 1.41% yield.


TTM20252024202320222021202020192018201720162015
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.36%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%0.00%
WBIG
WBI BullBear Yield 3000 ETF
1.41%1.74%2.05%1.74%1.29%2.94%0.90%1.87%1.20%1.27%0.96%1.41%

Drawdowns

VEGA vs. WBIG - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for VEGA and WBIG.


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Drawdown Indicators


VEGAWBIGDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-25.32%

-3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-8.31%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-25.32%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-25.32%

-3.05%

Current Drawdown

Current decline from peak

-4.41%

-10.94%

+6.53%

Average Drawdown

Average peak-to-trough decline

-3.83%

-10.95%

+7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

4.15%

-2.33%

Volatility

VEGA vs. WBIG - Volatility Comparison

AdvisorShares STAR Global Buy-Write ETF (VEGA) has a higher volatility of 4.15% compared to WBI BullBear Yield 3000 ETF (WBIG) at 2.54%. This indicates that VEGA's price experiences larger fluctuations and is considered to be riskier than WBIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAWBIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

2.54%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

7.43%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

12.22%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.30%

12.06%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

11.48%

+1.19%