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QPX vs. SURE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QPX vs. SURE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and AdvisorShares Insider Advantage ETF (SURE). The values are adjusted to include any dividend payments, if applicable.

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QPX vs. SURE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QPX
AdvisorShares Q Dynamic Growth ETF
-3.86%24.12%17.28%44.63%-30.90%22.29%0.38%
SURE
AdvisorShares Insider Advantage ETF
0.11%10.58%12.17%23.30%-11.24%23.87%0.91%

Returns By Period

In the year-to-date period, QPX achieves a -3.86% return, which is significantly lower than SURE's 0.11% return.


QPX

1D
1.08%
1M
-6.13%
YTD
-3.86%
6M
-0.84%
1Y
23.97%
3Y*
19.36%
5Y*
10.41%
10Y*

SURE

1D
0.31%
1M
-4.99%
YTD
0.11%
6M
3.87%
1Y
14.89%
3Y*
13.45%
5Y*
8.35%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QPX vs. SURE - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than SURE's 0.90% expense ratio.


Return for Risk

QPX vs. SURE — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 7171
Overall Rank
QPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
QPX Omega Ratio Rank: 7171
Omega Ratio Rank
QPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
QPX Martin Ratio Rank: 7272
Martin Ratio Rank

SURE
SURE Risk / Return Rank: 4343
Overall Rank
SURE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SURE Omega Ratio Rank: 4242
Omega Ratio Rank
SURE Calmar Ratio Rank: 3939
Calmar Ratio Rank
SURE Martin Ratio Rank: 5050
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.

QPX vs. SURE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and AdvisorShares Insider Advantage ETF (SURE). 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.


QPXSUREDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.84

+0.42

Sortino ratio

Return per unit of downside risk

1.88

1.30

+0.58

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

2.05

1.19

+0.86

Martin ratio

Return relative to average drawdown

8.04

5.56

+2.47

QPX vs. SURE - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.25, which is higher than the SURE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of QPX and SURE, 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


QPXSUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.84

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.74

-0.20

Correlation

The correlation between QPX and SURE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QPX vs. SURE - Dividend Comparison

QPX has not paid dividends to shareholders, while SURE's dividend yield for the trailing twelve months is around 1.01%.


TTM20252024202320222021202020192018201720162015
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SURE
AdvisorShares Insider Advantage ETF
1.01%1.01%0.68%1.11%1.72%1.08%1.28%1.09%1.26%0.65%1.14%0.77%

Drawdowns

QPX vs. SURE - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, roughly equal to the maximum SURE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for QPX and SURE.


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Drawdown Indicators


QPXSUREDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-35.68%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-13.07%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-23.75%

-10.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

Current Drawdown

Current decline from peak

-8.21%

-4.99%

-3.22%

Average Drawdown

Average peak-to-trough decline

-8.27%

-4.89%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.79%

+0.27%

Volatility

QPX vs. SURE - Volatility Comparison

AdvisorShares Q Dynamic Growth ETF (QPX) has a higher volatility of 5.19% compared to AdvisorShares Insider Advantage ETF (SURE) at 4.38%. This indicates that QPX's price experiences larger fluctuations and is considered to be riskier than SURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QPXSUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.38%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

9.78%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

17.91%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.99%

17.15%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

17.57%

+2.58%