GK vs. YOLO

Last updated Jun 4, 2026

GK (AdvisorShares Gerber Kawasaki ETF) and YOLO (AdvisorShares Pure Cannabis ETF) are both exchange-traded funds - GK is a Large Cap Growth Equities fund actively managed by AdvisorShares, while YOLO is a Cannabis fund actively managed by AdvisorShares. Both are actively managed. Over the past 3 years, GK returned 20.83%/yr vs 5.27%/yr for YOLO. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

GK vs. YOLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Gerber Kawasaki ETF (GK) and AdvisorShares Pure Cannabis ETF (YOLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GK achieves a 17.29% return, which is significantly higher than YOLO's -11.82% return.

GK

• 1D: -0.42%
• 1M: 9.38%
• YTD: 17.29%
• 6M: 16.22%
• 1Y: 34.45%
• 3Y*: 20.83%
• 5Y*: —
• 10Y*: —

YOLO

• 1D: -5.83%
• 1M: -4.95%
• YTD: -11.82%
• 6M: 0.34%
• 1Y: 48.47%
• 3Y*: 5.27%
• 5Y*: -31.60%
• 10Y*: —

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

GK vs. YOLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GK AdvisorShares Gerber Kawasaki ETF	17.29%	17.78%	20.10%	21.19%	-42.76%	4.95%
YOLO AdvisorShares Pure Cannabis ETF	-11.82%	36.36%	-17.81%	-15.10%	-72.21%	-36.20%

Correlation

The correlation between GK and YOLO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jul 6, 2021	0.46

The correlation between GK and YOLO shifts across timeframes, from 0.32 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

GK vs. YOLO - Sectors Allocation Comparison

Sectors	GK	YOLO
Technology	38.9%	-
Communication Services	16.6%	-
Industrials	16.3%	-
Healthcare	7.6%	24.3%
Financial Services	6.1%	61.5%
Utilities	4.5%	-
Consumer Cyclical	3.0%	0.9%
Consumer Defensive	2.4%	13.4%
Basic Materials	-	-
Energy	-	-
Real Estate	-	0.7%

Return for Risk

GK vs. YOLO — Risk / Return Rank

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

GK

GK Risk / Return Rank: 54
GK Sharpe Ratio Rank: 59
GK Sortino Ratio Rank: 57
GK Omega Ratio Rank: 57
GK Calmar Ratio Rank: 46
GK Martin Ratio Rank: 52

YOLO

YOLO Risk / Return Rank: 24
YOLO Sharpe Ratio Rank: 19
YOLO Sortino Ratio Rank: 29
YOLO Omega Ratio Rank: 28
YOLO Calmar Ratio Rank: 25
YOLO Martin Ratio Rank: 20

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.

GK vs. YOLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) and AdvisorShares Pure Cannabis ETF (YOLO). 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.

	GK	YOLO	Difference
Sharpe ratio: Return per unit of total volatility	2.00	0.65	+1.35
Sortino ratio: Return per unit of downside risk	2.75	1.60	+1.14
Omega ratio: Gain probability vs. loss probability	1.35	1.19	+0.16
Calmar ratio: Return relative to maximum drawdown	2.29	1.19	+1.10
Martin ratio: Return relative to average drawdown	8.76	2.23	+6.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GK vs. YOLO - Sharpe Ratio Comparison

The current GK Sharpe Ratio is 2.00, which is higher than the YOLO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GK and YOLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GK	YOLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.65	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.48	+0.64

Drawdowns

GK vs. YOLO - Drawdown Comparison

The maximum GK drawdown since its inception was -47.72%, smaller than the maximum YOLO drawdown of -94.68%. Use the drawdown chart below to compare losses from any high point for GK and YOLO.

Drawdown Indicators

	GK	YOLO	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-94.68%	+46.96%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-41.09%	+25.96%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	-66.45%	+42.83%
Max Drawdown (5Y) Largest decline over 5 years	—	-92.47%	—
Current Drawdown Current decline from peak	-0.42%	-89.68%	+89.26%
Average Drawdown Average peak-to-trough decline	-24.00%	-68.94%	+44.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	21.83%	-17.89%

Volatility

GK vs. YOLO - Volatility Comparison

The current volatility for AdvisorShares Gerber Kawasaki ETF (GK) is 5.76%, while AdvisorShares Pure Cannabis ETF (YOLO) has a volatility of 12.79%. This indicates that GK experiences smaller price fluctuations and is considered to be less risky than YOLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GK	YOLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	12.79%	-7.03%
Volatility (6M) Calculated over the trailing 6-month period	13.64%	52.52%	-38.88%
Volatility (1Y) Calculated over the trailing 1-year period	17.30%	74.56%	-57.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.93%	53.64%	-29.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.93%	51.36%	-27.43%

GK vs. YOLO - Expense Ratio Comparison

Both GK and YOLO have an expense ratio of 0.75%.

Dividends

GK vs. YOLO - Dividend Comparison

GK's dividend yield for the trailing twelve months is around 0.07%, while YOLO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GK AdvisorShares Gerber Kawasaki ETF	0.07%	0.08%	0.00%	0.13%	1.30%	0.04%	0.00%	0.00%
YOLO AdvisorShares Pure Cannabis ETF	0.00%	0.00%	3.57%	1.17%	0.55%	3.93%	2.03%	4.52%

Frequently Asked Questions

Can I hold both GK and YOLO in my portfolio?

GK and YOLO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GK or YOLO?

YOLO has higher volatility (12.79%) compared to GK (5.76%). In terms of maximum drawdown, GK dropped -47.72% vs YOLO's -94.68%.

Which ETF is better, GK or YOLO?

On 3-year performance, GK leads with 20.83% vs 5.27% for YOLO. Both ETFs have the same 0.75% expense ratio. On volatility, GK has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GK or YOLO?

Over the 3-year period, GK has performed better with a 20.83% return vs 5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GK or YOLO?

GK and YOLO have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, GK or YOLO?

GK has the higher dividend yield at 0.07%, compared with 0.00% for YOLO.

What is the main difference between GK and YOLO?

GK is categorized as Large Cap Growth Equities, while YOLO is Cannabis.

Which has better risk-adjusted returns?

GK currently has the higher Sharpe Ratio (2.00 vs 0.65), 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.