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SURE vs. CDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SURE vs. CDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). The values are adjusted to include any dividend payments, if applicable.

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SURE vs. CDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SURE
AdvisorShares Insider Advantage ETF
-0.21%10.58%12.17%23.30%-11.24%23.87%8.76%28.89%-17.03%13.16%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
9.03%8.96%14.48%-4.99%-7.86%33.05%12.88%19.64%-5.97%15.77%

Returns By Period

In the year-to-date period, SURE achieves a -0.21% return, which is significantly lower than CDC's 9.03% return. Both investments have delivered pretty close results over the past 10 years, with SURE having a 9.66% annualized return and CDC not far ahead at 10.00%.


SURE

1D
1.95%
1M
-5.19%
YTD
-0.21%
6M
3.80%
1Y
15.18%
3Y*
13.34%
5Y*
8.28%
10Y*
9.66%

CDC

1D
0.77%
1M
-2.88%
YTD
9.03%
6M
8.89%
1Y
12.52%
3Y*
9.63%
5Y*
6.27%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SURE vs. CDC - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than CDC's 0.37% expense ratio.


Return for Risk

SURE vs. CDC — Risk / Return Rank

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

SURE
SURE Risk / Return Rank: 4848
Overall Rank
SURE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SURE Omega Ratio Rank: 4646
Omega Ratio Rank
SURE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SURE Martin Ratio Rank: 5757
Martin Ratio Rank

CDC
CDC Risk / Return Rank: 5151
Overall Rank
CDC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 4949
Calmar Ratio Rank
CDC Martin Ratio Rank: 5252
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. CDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.


SURECDCDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.93

-0.08

Sortino ratio

Return per unit of downside risk

1.32

1.33

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.23

1.23

0.00

Martin ratio

Return relative to average drawdown

5.77

4.90

+0.87

SURE vs. CDC - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 0.85, which is comparable to the CDC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SURE and CDC, 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


SURECDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.93

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.76

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.74

0.00

Correlation

The correlation between SURE and CDC is 0.78, 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

SURE vs. CDC - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 1.01%, less than CDC's 3.19% 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%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.19%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%

Drawdowns

SURE vs. CDC - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, which is greater than CDC's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for SURE and CDC.


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Drawdown Indicators


SURECDCDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-21.37%

-14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-11.27%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-21.37%

-2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-21.37%

-14.31%

Current Drawdown

Current decline from peak

-5.29%

-3.07%

-2.22%

Average Drawdown

Average peak-to-trough decline

-4.89%

-5.14%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.84%

-0.06%

Volatility

SURE vs. CDC - Volatility Comparison

AdvisorShares Insider Advantage ETF (SURE) has a higher volatility of 4.37% compared to VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) at 2.97%. This indicates that SURE's price experiences larger fluctuations and is considered to be riskier than CDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SURECDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

2.97%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.03%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

13.63%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

12.56%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

13.22%

+4.36%