I can't see the ad you are referring to using the link you provided, I just go to a generic downloads page, but no, I don't think that's true at all. Avast's webshield has almost certainly saved my computer a few times.
If I thought AVG provided better protection than Avast, I'd be using it.
Since you are asking this on the Avast forum, the answers you get are likely to be from users that have found Avast better (in some way) than the others, so I don't quite know what sort of answer you expect.