PortfoliosLab logoPortfoliosLab logo
SURE vs. AADR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SURE vs. AADR - Performance Comparison

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

Loading graphics...

SURE vs. AADR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SURE
AdvisorShares Insider Advantage ETF
0.11%10.58%12.17%23.30%-11.24%23.87%8.76%28.89%-17.03%13.16%
AADR
AdvisorShares Dorsey Wright ADR ETF
-3.15%25.63%24.58%18.67%-22.93%6.48%13.13%35.35%-31.55%47.76%

Returns By Period

In the year-to-date period, SURE achieves a 0.11% return, which is significantly higher than AADR's -3.15% return. Over the past 10 years, SURE has outperformed AADR with an annualized return of 9.70%, while AADR has yielded a comparatively lower 9.17% annualized return.


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%

AADR

1D
2.27%
1M
-10.59%
YTD
-3.15%
6M
-3.82%
1Y
13.57%
3Y*
21.61%
5Y*
7.19%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SURE vs. AADR - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is lower than AADR's 1.10% expense ratio.


Return for Risk

SURE vs. AADR — Risk / Return Rank

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

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

AADR
AADR Risk / Return Rank: 2828
Overall Rank
AADR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2929
Sortino Ratio Rank
AADR Omega Ratio Rank: 2929
Omega Ratio Rank
AADR Calmar Ratio Rank: 2727
Calmar Ratio Rank
AADR Martin Ratio Rank: 2929
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.

SURE vs. AADR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and AdvisorShares Dorsey Wright ADR ETF (AADR). 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.


SUREAADRDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.53

+0.30

Sortino ratio

Return per unit of downside risk

1.30

0.90

+0.40

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.19

0.67

+0.52

Martin ratio

Return relative to average drawdown

5.56

2.46

+3.10

SURE vs. AADR - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 0.84, which is higher than the AADR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SURE and AADR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SUREAADRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.53

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.33

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.43

+0.31

Correlation

The correlation between SURE and AADR is 0.55, 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

SURE vs. AADR - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 1.01%, more than AADR's 0.55% yield.


TTM20252024202320222021202020192018201720162015
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%
AADR
AdvisorShares Dorsey Wright ADR ETF
0.55%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%

Drawdowns

SURE vs. AADR - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum AADR drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for SURE and AADR.


Loading graphics...

Drawdown Indicators


SUREAADRDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-45.01%

+9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-19.30%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-34.80%

+11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-45.01%

+9.33%

Current Drawdown

Current decline from peak

-4.99%

-13.96%

+8.97%

Average Drawdown

Average peak-to-trough decline

-4.89%

-9.37%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

5.22%

-2.43%

Volatility

SURE vs. AADR - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 4.38%, while AdvisorShares Dorsey Wright ADR ETF (AADR) has a volatility of 10.04%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SUREAADRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

10.04%

-5.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

17.49%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

25.50%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

21.68%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

22.13%

-4.56%