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SURE vs. KWIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SURE vs. KWIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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 16.22% return, which is significantly higher than KWIN's 1.59% return.


SURE

1D
-0.31%
1M
2.31%
6M
11.56%
YTD
16.22%
1Y
25.39%
3Y*
16.46%
5Y*
10.54%
10Y*
11.15%

KWIN

1D
0.06%
1M
0.13%
6M
1.08%
YTD
1.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SURE vs. KWIN - Yearly Performance Comparison


Correlation

The correlation between SURE and KWIN is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.06

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Return for Risk

SURE vs. KWIN — Risk / Return Rank

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

SURE
SURE Risk / Return Rank: 7979
Overall Rank
SURE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SURE Omega Ratio Rank: 7171
Omega Ratio Rank
SURE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SURE Martin Ratio Rank: 8484
Martin Ratio Rank

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.


SUREKWINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.59

Martin ratioReturn relative to average drawdown

13.32

SURE vs. KWIN - Sharpe Ratio Comparison


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Drawdowns

SURE vs. KWIN - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for SURE and KWIN.


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Drawdown Indicators


SUREKWINDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-1.50%

-34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

Current Drawdown

Current decline from peak

-0.76%

-1.44%

+0.68%

Average Drawdown

Average peak-to-trough decline

-4.81%

-0.25%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

Volatility

SURE vs. KWIN - Volatility Comparison


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Volatility by Period


SUREKWINDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

4.16%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

4.16%

+12.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

4.16%

+13.34%

SURE vs. KWIN - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than KWIN's 0.51% expense ratio.


Dividends

SURE vs. KWIN - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.87%, while KWIN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KWIN
KraneShares Wahed Alternative Income Index ETF
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
0.87%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 KWIN have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KWIN is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KWIN is cheaper with a 0.51% expense ratio, compared with 0.90% for SURE.

SURE has the higher dividend yield at 0.87%, compared with 0.00% for KWIN.

They also come from different issuers: AdvisorShares and KraneShares. Their fees differ too: 0.90% for SURE and 0.51% for KWIN.

Portfolio Optimizer

Find the right allocation for SURE and KWIN

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

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