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SURE vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SURE vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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SURE vs. GCOW - 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%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.99%20.71%

Returns By Period

In the year-to-date period, SURE achieves a -0.21% return, which is significantly lower than GCOW's 13.21% return. Over the past 10 years, SURE has underperformed GCOW with an annualized return of 9.66%, while GCOW has yielded a comparatively higher 10.20% annualized return.


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%

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SURE vs. GCOW - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Return for Risk

SURE vs. GCOW — 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

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


SUREGCOWDifference

Sharpe ratio

Return per unit of total volatility

0.85

2.27

-1.41

Sortino ratio

Return per unit of downside risk

1.32

3.01

-1.69

Omega ratio

Gain probability vs. loss probability

1.18

1.44

-0.26

Calmar ratio

Return relative to maximum drawdown

1.23

2.77

-1.55

Martin ratio

Return relative to average drawdown

5.77

14.12

-8.35

SURE vs. GCOW - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 0.85, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SURE and GCOW, 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


SUREGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.27

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.02

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.63

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.60

+0.14

Correlation

The correlation between SURE and GCOW is 0.70, 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. GCOW - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 1.01%, less than GCOW's 4.39% 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%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%

Drawdowns

SURE vs. GCOW - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for SURE and GCOW.


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Drawdown Indicators


SUREGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-37.64%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-11.05%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-21.48%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-37.64%

+1.96%

Current Drawdown

Current decline from peak

-5.29%

-1.84%

-3.45%

Average Drawdown

Average peak-to-trough decline

-4.89%

-5.90%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.17%

+0.61%

Volatility

SURE vs. GCOW - Volatility Comparison

AdvisorShares Insider Advantage ETF (SURE) has a higher volatility of 4.37% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 4.03%. This indicates that SURE's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUREGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.03%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.90%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

13.89%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

13.48%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

16.25%

+1.33%