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SURE vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SURE vs. GSG

Last updated Jun 3, 2026

SURE (AdvisorShares Insider Advantage ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - SURE is a Large Cap Value Equities fund actively managed by AdvisorShares, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. SURE is actively managed, while GSG is passively managed. Over the past 10 years, SURE returned 11.02%/yr vs 7.69%/yr for GSG. At a 0.29 correlation, their price movements are largely independent. SURE charges 0.90%/yr vs 0.75%/yr for GSG.

Performance

SURE vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SURE achieves a 12.47% return, which is significantly lower than GSG's 42.58% return. Over the past 10 years, SURE has outperformed GSG with an annualized return of 11.02%, while GSG has yielded a comparatively lower 7.69% annualized 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%

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SURE vs. GSG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SURE
AdvisorShares Insider Advantage ETF		12.47%10.58%12.17%23.30%-11.24%23.87%8.76%28.89%-17.03%13.16%
GSG
iShares S&P GSCI Commodity-Indexed Trust		42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between SURE and GSG is -0.13, 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

-0.13

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

0.10

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

0.29

The correlation between SURE and GSG shifts across timeframes, from -0.13 (1 year) to 0.29 (all time), 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.

AdvisorShares Insider Advantage ETF

iShares S&P GSCI Commodity-Indexed Trust

Often compared with SURE:
SURE vs. VGTSURE vs. SPLVSURE vs. BEDZSURE vs. AADRSURE vs. IGFSURE vs. QPXSURE vs. GK
Often compared with GSG:
GSG vs. DBCGSG vs. PDBCGSG vs. COMTGSG vs. VCMDXGSG vs. GLDGSG vs. HGERGSG vs. CGL.TO

Return for Risk

SURE vs. GSG — 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
GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.

SUREGSGDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.26

-0.13

Sortino ratio

Return per unit of downside risk

3.11

2.88

+0.23

Omega ratio

Gain probability vs. loss probability

1.37

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

3.82

5.47

-1.66

Martin ratio

Return relative to average drawdown

14.19

14.39

-0.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SURE vs. GSG - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 2.12, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SURE and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SUREGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.26

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.70

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.35

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

-0.09

+0.87

Drawdowns

SURE vs. GSG - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SURE and GSG.

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Drawdown Indicators

SUREGSGDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-89.62%

+53.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-9.46%

+2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-14.94%

-6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-29.12%

+5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-57.64%

+21.96%

Current Drawdown

Current decline from peak

0.00%

-56.95%

+56.95%

Average Drawdown

Average peak-to-trough decline

-4.85%

-63.71%

+58.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.59%

-1.68%

Volatility

SURE vs. GSG - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 3.84%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUREGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

7.65%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

20.42%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

22.95%

-10.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

22.61%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

22.03%

-4.45%

SURE vs. GSG - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than GSG's 0.75% expense ratio.

Dividends

SURE vs. GSG - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.90%, while GSG has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
GSG
iShares S&P GSCI Commodity-Indexed Trust		0.00%0.00%0.00%0.00%0.00%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 GSG have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to SURE (3.84%). In terms of maximum drawdown, SURE dropped -35.68% vs GSG's -89.62%.

On 10-year performance, SURE leads with 11.02% vs 7.69% for GSG. On fees, GSG is cheaper at 0.75% 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 10-year period, SURE has performed better with a 11.02% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.90% for SURE.

SURE has the higher dividend yield at 0.90%, compared with 0.00% for GSG.

SURE is categorized as Large Cap Value Equities, while GSG is Commodities. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 0.90% for SURE and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 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

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