SURE vs. ROE

Last updated Jun 24, 2026

SURE (AdvisorShares Insider Advantage ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, SURE returned 25.13% vs 35.20% for ROE. Their correlation of 0.86 suggests significant overlap in exposure. SURE charges 0.90%/yr vs 0.49%/yr for ROE.

Performance

SURE vs. ROE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and Astoria US Equal Weight Quality Kings ETF (ROE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SURE achieves a 12.58% return, which is significantly lower than ROE's 19.29% return.

SURE

• 1D: -0.61%
• 1M: 3.19%
• YTD: 12.58%
• 6M: 11.25%
• 1Y: 25.13%
• 3Y*: 17.32%
• 5Y*: 9.76%
• 10Y*: 11.41%

ROE

• 1D: -2.17%
• 1M: 2.62%
• YTD: 19.29%
• 6M: 17.72%
• 1Y: 35.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SURE vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SURE AdvisorShares Insider Advantage ETF	12.58%	10.58%	12.17%	5.62%
ROE Astoria US Equal Weight Quality Kings ETF	19.29%	17.20%	18.34%	4.31%

Correlation

The correlation between SURE and ROE is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.86

The correlation between SURE and ROE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

SURE vs. ROE - Sectors Allocation Comparison

Sectors	SURE	ROE
Technology	26.2%	40.3%
Consumer Cyclical	19.3%	8.9%
Industrials	13.7%	8.7%
Financial Services	13.2%	10.6%
Energy	9.2%	3.3%
Communication Services	8.1%	10.4%
Healthcare	5.3%	8.1%
Utilities	1.8%	2.0%
Basic Materials	1.0%	1.7%
Consumer Defensive	0.9%	4.3%
Real Estate	0.8%	1.8%

Return for Risk

SURE vs. ROE — Risk / Return Rank

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

SURE

SURE Risk / Return Rank: 67
SURE Sharpe Ratio Rank: 63
SURE Sortino Ratio Rank: 66
SURE Omega Ratio Rank: 58
SURE Calmar Ratio Rank: 75
SURE Martin Ratio Rank: 75

ROE

ROE Risk / Return Rank: 81
ROE Sharpe Ratio Rank: 80
ROE Sortino Ratio Rank: 77
ROE Omega Ratio Rank: 77
ROE Calmar Ratio Rank: 82
ROE Martin Ratio Rank: 88

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. ROE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and Astoria US Equal Weight Quality Kings ETF (ROE). 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.

	SURE	ROE	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.39	-0.48
Sortino ratio: Return per unit of downside risk	2.80	3.17	-0.38
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	3.56	4.09	-0.53
Martin ratio: Return relative to average drawdown	13.07	17.99	-4.91

SURE vs. ROE - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 1.91, which is comparable to the ROE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SURE and ROE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SURE vs. ROE - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, which is greater than ROE's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for SURE and ROE.

Drawdown Indicators

	SURE	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-35.68%	-19.10%	-16.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-8.66%	+1.56%
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	-1.68%	-2.17%	+0.49%
Average Drawdown Average peak-to-trough decline	-4.83%	-2.57%	-2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.96%	-0.03%

Volatility

SURE vs. ROE - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 4.16%, while Astoria US Equal Weight Quality Kings ETF (ROE) has a volatility of 6.40%. This indicates that SURE experiences smaller price fluctuations and is considered to be less risky than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SURE	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	6.40%	-2.24%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	11.76%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.23%	14.84%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	15.99%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.56%	15.99%	+1.57%

SURE vs. ROE - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than ROE's 0.49% expense ratio.

Dividends

SURE vs. ROE - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.90%, less than ROE's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROE Astoria US Equal Weight Quality Kings ETF	0.95%	0.97%	1.18%	0.68%	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

Can I hold both SURE and ROE in my portfolio?

SURE and ROE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SURE or ROE?

ROE has higher volatility (6.40%) compared to SURE (4.16%). In terms of maximum drawdown, SURE dropped -35.68% vs ROE's -19.10%.

Which ETF is better, SURE or ROE?

On 1-year performance, ROE leads with 35.20% vs 25.13% for SURE. On fees, ROE is cheaper at 0.49% per year. On volatility, SURE has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SURE or ROE?

Over the 1-year period, ROE has performed better with a 35.20% return vs 25.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SURE or ROE?

ROE is cheaper with a 0.49% expense ratio, compared with 0.90% for SURE.

Which ETF pays a higher dividend yield, SURE or ROE?

ROE has the higher dividend yield at 0.95%, compared with 0.90% for SURE.

What is the main difference between SURE and ROE?

They also come from different issuers: AdvisorShares and Astoria. Their fees differ too: 0.90% for SURE and 0.49% for ROE.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.39 vs 1.91), 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.