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SURE vs. SPLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SURE vs. SPLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) and Invesco S&P 500 Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

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SURE vs. SPLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SURE
SURE Risk / Return Rank: 4343
Overall Rank
SURE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SURE Omega Ratio Rank: 4242
Omega Ratio Rank
SURE Calmar Ratio Rank: 3939
Calmar Ratio Rank
SURE Martin Ratio Rank: 5050
Martin Ratio Rank

SPLV
SPLV Risk / Return Rank: 1212
Overall Rank
SPLV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPLV Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPLV Omega Ratio Rank: 1111
Omega Ratio Rank
SPLV Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPLV Martin Ratio Rank: 1212
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. 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.


SURESPLVDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.02

+0.81

Sortino ratio

Return per unit of downside risk

1.30

0.12

+1.19

Omega ratio

Gain probability vs. loss probability

1.18

1.02

+0.16

Calmar ratio

Return relative to maximum drawdown

1.19

0.03

+1.16

Martin ratio

Return relative to average drawdown

5.56

0.09

+5.48

SURE vs. SPLV - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 0.84, which is higher than the SPLV Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SURE and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SURESPLVDifference

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.


TTM20252024202320222021202020192018201720162015
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


SURESPLVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.99%

-5.14%

+0.15%

Average Drawdown

Average peak-to-trough decline

-4.89%

-3.54%

-1.35%

Ulcer Index

Depth 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


SURESPLVDifference

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%