SURE vs. SPLV
Compare and contrast key facts about AdvisorShares Insider Advantage ETF (SURE) and Invesco S&P 500 Low Volatility ETF (SPLV).
SURE and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SURE is an actively managed fund by AdvisorShares. It was launched on Oct 4, 2011. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Performance
SURE vs. SPLV - Performance Comparison
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SURE vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SURE AdvisorShares Insider Advantage ETF | 0.11% | 10.58% | 12.17% | 23.30% | -11.24% | 23.87% | 8.76% | 28.89% | -17.03% | 13.16% |
SPLV Invesco S&P 500 Low Volatility ETF | 3.24% | 4.10% | 13.93% | 0.53% | -4.88% | 24.13% | -1.39% | 27.87% | -0.19% | 17.32% |
Returns By Period
In the year-to-date period, SURE achieves a 0.11% return, which is significantly lower than SPLV's 3.24% return. Over the past 10 years, SURE has outperformed SPLV with an annualized return of 9.70%, while SPLV has yielded a comparatively lower 8.34% annualized return.
SURE
- 1D
- 0.31%
- 1M
- -4.99%
- YTD
- 0.11%
- 6M
- 3.87%
- 1Y
- 14.89%
- 3Y*
- 13.45%
- 5Y*
- 8.35%
- 10Y*
- 9.70%
SPLV
- 1D
- 0.26%
- 1M
- -5.14%
- YTD
- 3.24%
- 6M
- 1.55%
- 1Y
- 0.27%
- 3Y*
- 7.81%
- 5Y*
- 6.88%
- 10Y*
- 8.34%
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SURE vs. SPLV - Expense Ratio Comparison
SURE has a 0.90% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Return for Risk
SURE vs. SPLV — Risk / Return Rank
SURE
SPLV
SURE vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) and Invesco S&P 500 Low Volatility ETF (SPLV). 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 | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.02 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.12 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.03 | +1.16 |
Martin ratioReturn relative to average drawdown | 5.56 | 0.09 | +5.48 |
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 | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.02 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.54 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.69 | +0.05 |
Correlation
The correlation between SURE and SPLV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SURE vs. SPLV - Dividend Comparison
SURE's dividend yield for the trailing twelve months is around 1.01%, less than SPLV's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SURE AdvisorShares Insider Advantage ETF | 1.01% | 1.01% | 0.68% | 1.11% | 1.72% | 1.08% | 1.28% | 1.09% | 1.26% | 0.65% | 1.14% | 0.77% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Drawdowns
SURE vs. SPLV - Drawdown Comparison
The maximum SURE drawdown since its inception was -35.68%, roughly equal to the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for SURE and SPLV.
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Drawdown Indicators
| SURE | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -36.26% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -8.88% | -4.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -17.26% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -36.26% | +0.58% |
Current DrawdownCurrent decline from peak | -4.99% | -5.14% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -3.54% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.89% | -0.10% |
Volatility
SURE vs. SPLV - Volatility Comparison
AdvisorShares Insider Advantage ETF (SURE) has a higher volatility of 4.38% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.08%. This indicates that SURE's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SURE | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.08% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 6.84% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 12.68% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 12.43% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 15.35% | +2.22% |