SURE vs. PWV
SURE (AdvisorShares Insider Advantage ETF) and PWV (Invesco Dynamic Large Cap Value ETF) are both Large Cap Value Equities funds. SURE is actively managed, while PWV is passively managed. Over the past 10 years, SURE returned 11.02%/yr vs 11.81%/yr for PWV. Their correlation of 0.82 suggests significant overlap in exposure. SURE charges 0.90%/yr vs 0.58%/yr for PWV.
Performance
SURE vs. PWV - Performance Comparison
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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%
SURE vs. PWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SURE
PWV
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.
| SURE | PWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.74 | -0.62 |
Sortino ratioReturn per unit of downside risk | 3.11 | 3.93 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.48 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.82 | 6.28 | -2.46 |
Martin ratioReturn relative to average drawdown | 14.19 | 21.16 | -6.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SURE | PWV | Difference | |
|---|---|---|---|
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
| SURE | PWV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.51% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -9.50% | +4.65% |
Ulcer IndexDepth 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
| SURE | PWV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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