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

Performance

SURE vs. CBSE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SURE achieves a 12.47% return, which is significantly lower than CBSE's 33.42% return.


SURE

1D
0.43%
1M
4.47%
YTD
12.47%
6M
15.19%
1Y
27.10%
3Y*
17.99%
5Y*
9.29%
10Y*
11.02%

CBSE

1D
3.85%
1M
13.01%
YTD
33.42%
6M
33.51%
1Y
53.81%
3Y*
32.06%
5Y*
12.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SURE vs. CBSE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SURE
AdvisorShares Insider Advantage ETF
12.47%10.58%12.17%23.30%-11.24%23.87%5.52%
CBSE
Clough Select Equity ETF
33.42%19.53%32.20%17.29%-19.92%14.57%16.87%

Correlation

The correlation between SURE and CBSE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2020

0.75

The correlation between SURE and CBSE shifts across timeframes, from 0.60 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SURE vs. CBSE — Risk / Return Rank

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

SURE
SURE Risk / Return Rank: 6767
Overall Rank
SURE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SURE Omega Ratio Rank: 5959
Omega Ratio Rank
SURE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SURE Martin Ratio Rank: 7373
Martin Ratio Rank

CBSE
CBSE Risk / Return Rank: 6969
Overall Rank
CBSE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CBSE Sortino Ratio Rank: 6666
Sortino Ratio Rank
CBSE Omega Ratio Rank: 6464
Omega Ratio Rank
CBSE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CBSE Martin Ratio Rank: 6666
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. CBSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and Clough Select Equity ETF (CBSE). 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.


SURECBSEDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.40

-0.28

Sortino ratio

Return per unit of downside risk

3.11

3.12

-0.01

Omega ratio

Gain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratio

Return relative to maximum drawdown

3.82

4.05

-0.24

Martin ratio

Return relative to average drawdown

14.19

12.31

+1.88

SURE vs. CBSE - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 2.12, which is comparable to the CBSE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SURE and CBSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SURECBSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.40

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.54

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.81

-0.02

Drawdowns

SURE vs. CBSE - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, roughly equal to the maximum CBSE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for SURE and CBSE.


Loading charts...

Drawdown Indicators


SURECBSEDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-36.30%

+0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-13.57%

+6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-29.40%

+7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-36.30%

+12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.85%

-12.32%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

4.47%

-2.56%

Volatility

SURE vs. CBSE - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 3.84%, while Clough Select Equity ETF (CBSE) has a volatility of 7.67%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than CBSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SURECBSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

7.67%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

17.58%

-8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

22.53%

-9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

24.06%

-6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

23.80%

-6.22%

SURE vs. CBSE - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than CBSE's 0.85% expense ratio.


Dividends

SURE vs. CBSE - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.90%, more than CBSE's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CBSE
Clough Select Equity ETF
0.26%0.35%0.37%1.50%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SURE
AdvisorShares Insider Advantage ETF
0.90%1.01%0.68%1.11%1.72%1.08%1.28%1.09%1.26%0.65%1.14%0.77%

Frequently Asked Questions


SURE and CBSE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBSE has higher volatility (7.67%) compared to SURE (3.84%). In terms of maximum drawdown, SURE dropped -35.68% vs CBSE's -36.30%.

On 5-year performance, CBSE leads with 12.95% vs 9.29% for SURE. On fees, CBSE is cheaper at 0.85% per year. On volatility, SURE has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CBSE has performed better with a 12.95% return vs 9.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CBSE is cheaper with a 0.85% expense ratio, compared with 0.90% for SURE.

SURE has the higher dividend yield at 0.90%, compared with 0.26% for CBSE.

They also come from different issuers: AdvisorShares and Clough. Their fees differ too: 0.90% for SURE and 0.85% for CBSE.

CBSE currently has the higher Sharpe Ratio (2.40 vs 2.12), 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.

Portfolio Optimizer

Find the right allocation for SURE and CBSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer