SURE vs. COMT
SURE (AdvisorShares Insider Advantage ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SURE is a Large Cap Value Equities fund actively managed by AdvisorShares, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. SURE is actively managed, while COMT is passively managed. Over the past 10 years, SURE returned 11.24%/yr vs 8.33%/yr for COMT. At a 0.33 correlation, their price movements are largely independent. SURE charges 0.90%/yr vs 0.48%/yr for COMT.
Performance
SURE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SURE achieves a 17.28% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, SURE has outperformed COMT with an annualized return of 11.24%, while COMT has yielded a comparatively lower 8.33% annualized return.
SURE
- 1D
- 0.45%
- 1M
- 2.98%
- 6M
- 12.39%
- YTD
- 17.28%
- 1Y
- 28.62%
- 3Y*
- 16.51%
- 5Y*
- 11.12%
- 10Y*
- 11.24%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
SURE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SURE AdvisorShares Insider Advantage ETF | 17.28% | 10.58% | 12.17% | 23.30% | -11.24% | 23.87% | 8.76% | 28.89% | -17.03% | 13.16% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between SURE and COMT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.33 |
The correlation between SURE and COMT shifts across timeframes, from -0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SURE vs. COMT — Risk / Return Rank
SURE
COMT
SURE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SURE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 1.90 | +2.15 |
| Martin ratioReturn relative to average drawdown | 15.08 | 6.35 | +8.74 |
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Drawdowns
SURE vs. COMT - Drawdown Comparison
The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SURE and COMT.
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Drawdown Indicators
| SURE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -51.89% | +16.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -17.57% | +10.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.54% | -17.57% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -29.00% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -39.22% | +3.54% |
Current DrawdownCurrent decline from peak | 0.00% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -23.95% | +19.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 5.24% | -3.34% |
Volatility
SURE vs. COMT - Volatility Comparison
The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 3.20%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SURE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.91% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 19.67% | -10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 21.54% | -8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 21.20% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.85% | -1.36% |
SURE vs. COMT - Expense Ratio Comparison
SURE has a 0.90% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
SURE vs. COMT - Dividend Comparison
SURE's dividend yield for the trailing twelve months is around 0.86%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SURE AdvisorShares Insider Advantage ETF | 0.86% | 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 COMT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to SURE (3.20%). In terms of maximum drawdown, SURE dropped -35.68% vs COMT's -51.89%.
On 10-year performance, SURE leads with 11.24% vs 8.33% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, SURE has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SURE has performed better with a 11.24% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.90% for SURE.
COMT has the higher dividend yield at 5.95%, compared with 0.86% for SURE.
SURE is categorized as Large Cap Value Equities, while COMT is Commodities. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 0.90% for SURE and 0.48% for COMT.
SURE currently has the higher Sharpe Ratio (2.18 vs 1.55), 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.
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