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SURE vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SURE vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SURE having a 12.47% return and PWV slightly lower at 12.10%. Over the past 10 years, SURE has underperformed PWV with an annualized return of 11.02%, while PWV has yielded a comparatively higher 11.81% 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%

PWV

1D
-0.14%
1M
2.43%
YTD
12.10%
6M
12.38%
1Y
25.33%
3Y*
20.79%
5Y*
12.50%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SURE vs. PWV - 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%
PWV
Invesco Dynamic Large Cap Value ETF
12.10%19.65%14.48%10.36%-1.16%29.06%-3.77%29.84%-14.12%16.98%

Correlation

The correlation between SURE and PWV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

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

0.79

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

0.84

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

0.84

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

0.82

The correlation between SURE and PWV shifts across timeframes, from 0.69 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SURE vs. PWV — 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

PWV
PWV Risk / Return Rank: 8686
Overall Rank
PWV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 8686
Sortino Ratio Rank
PWV Omega Ratio Rank: 8080
Omega Ratio Rank
PWV Calmar Ratio Rank: 9292
Calmar Ratio Rank
PWV Martin Ratio Rank: 9090
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. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and Invesco Dynamic Large Cap Value ETF (PWV). 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.


SUREPWVDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.74

-0.62

Sortino ratio

Return per unit of downside risk

3.11

3.93

-0.82

Omega ratio

Gain probability vs. loss probability

1.37

1.48

-0.11

Calmar ratio

Return relative to maximum drawdown

3.82

6.28

-2.46

Martin ratio

Return relative to average drawdown

14.19

21.16

-6.98

SURE vs. PWV - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 2.12, which is comparable to the PWV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of SURE and PWV, 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


SUREPWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.74

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.88

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.69

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.41

+0.37

Drawdowns

SURE vs. PWV - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for SURE and PWV.


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Drawdown Indicators


SUREPWVDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-49.04%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-4.05%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-14.31%

-7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-16.36%

-7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-37.67%

+1.99%

Current Drawdown

Current decline from peak

0.00%

-0.51%

+0.51%

Average Drawdown

Average peak-to-trough decline

-4.85%

-9.50%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.20%

+0.71%

Volatility

SURE vs. PWV - Volatility Comparison

AdvisorShares Insider Advantage ETF (SURE) has a higher volatility of 3.84% compared to Invesco Dynamic Large Cap Value ETF (PWV) at 2.35%. This indicates that SURE's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUREPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

2.35%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

6.62%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

9.31%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

14.35%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

17.16%

+0.42%

SURE vs. PWV - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than PWV's 0.58% expense ratio.


Dividends

SURE vs. PWV - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.90%, less than PWV's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PWV
Invesco Dynamic Large Cap Value ETF
1.81%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%
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 PWV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SURE has higher volatility (3.84%) compared to PWV (2.35%). In terms of maximum drawdown, SURE dropped -35.68% vs PWV's -49.04%.

On 10-year performance, PWV leads with 11.81% vs 11.02% for SURE. On fees, PWV is cheaper at 0.58% per year. On volatility, PWV has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PWV has performed better with a 11.81% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PWV is cheaper with a 0.58% expense ratio, compared with 0.90% for SURE.

PWV has the higher dividend yield at 1.81%, compared with 0.90% for SURE.

They also come from different issuers: AdvisorShares and Invesco. Their fees differ too: 0.90% for SURE and 0.58% for PWV.

PWV currently has the higher Sharpe Ratio (2.74 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

Find the right allocation for SURE and PWV

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