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AdvisorShares Dorsey Wright ADR ETF (AADR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00768Y2063
CUSIP00768Y206
IssuerAdvisorShares
Inception DateJul 20, 2010
RegionGlobal (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageadvisorshares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

AADR has a high expense ratio of 1.10%, indicating higher-than-average management fees.


Expense ratio chart for AADR: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AdvisorShares Dorsey Wright ADR ETF

Popular comparisons: AADR vs. VUG, AADR vs. QQQ, AADR vs. IDMO, AADR vs. SPMO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares Dorsey Wright ADR ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
180.84%
407.40%
AADR (AdvisorShares Dorsey Wright ADR ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

AdvisorShares Dorsey Wright ADR ETF had a return of 10.40% year-to-date (YTD) and 19.42% in the last 12 months. Over the past 10 years, AdvisorShares Dorsey Wright ADR ETF had an annualized return of 6.04%, while the S&P 500 had an annualized return of 10.64%, indicating that AdvisorShares Dorsey Wright ADR ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.40%13.78%
1 month-0.55%-0.38%
6 months12.51%11.47%
1 year19.42%18.82%
5 years (annualized)4.99%12.44%
10 years (annualized)6.04%10.64%

Monthly Returns

The table below presents the monthly returns of AADR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.44%3.66%7.25%-1.91%6.18%-3.62%10.40%
20235.39%-3.51%-1.65%0.64%-4.38%8.20%7.05%-1.74%-5.82%-3.77%14.14%4.73%18.67%
2022-3.54%-5.34%2.26%-8.89%3.75%-13.02%5.00%-2.74%-10.37%6.81%6.60%-3.66%-22.93%
2021-1.20%4.24%-0.61%4.53%1.75%0.49%0.70%1.79%-6.45%2.43%-5.67%5.04%6.48%
2020-0.12%-8.27%-18.30%13.99%6.75%7.94%7.15%-0.19%-2.35%-3.47%8.19%5.49%13.13%
201910.61%4.58%-1.83%1.41%-0.17%8.68%1.79%-2.25%-3.68%5.79%0.51%6.32%35.35%
20186.07%-3.14%-2.81%-0.54%-1.32%-7.19%-0.73%-0.93%2.69%-13.69%-4.74%-9.36%-31.55%
201710.06%1.56%4.01%1.35%0.25%-0.95%5.82%6.25%5.88%3.42%-2.87%5.61%47.76%
2016-6.36%-0.22%6.76%-0.33%0.88%1.09%4.13%-1.06%1.34%2.71%-2.40%-1.16%4.90%
2015-2.58%7.58%-1.56%6.03%-1.35%-3.91%3.65%-6.84%-4.20%8.61%1.03%-1.47%3.72%
2014-3.28%6.12%-1.88%0.08%1.40%2.03%-2.35%1.86%-3.43%0.03%2.71%-2.41%0.42%
20137.30%-0.74%-0.45%3.13%0.77%-2.79%3.26%-2.27%6.74%4.05%1.17%0.75%22.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AADR is 59, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AADR is 5959
AADR (AdvisorShares Dorsey Wright ADR ETF)
The Sharpe Ratio Rank of AADR is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of AADR is 6060Sortino Ratio Rank
The Omega Ratio Rank of AADR is 6060Omega Ratio Rank
The Calmar Ratio Rank of AADR is 5151Calmar Ratio Rank
The Martin Ratio Rank of AADR is 6565Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AADR
Sharpe ratio
The chart of Sharpe ratio for AADR, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Sortino ratio
The chart of Sortino ratio for AADR, currently valued at 1.78, compared to the broader market0.005.0010.001.78
Omega ratio
The chart of Omega ratio for AADR, currently valued at 1.21, compared to the broader market1.002.003.001.21
Calmar ratio
The chart of Calmar ratio for AADR, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.74
Martin ratio
The chart of Martin ratio for AADR, currently valued at 5.27, compared to the broader market0.0050.00100.00150.005.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market0.005.0010.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.005.0010.0015.0020.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0050.00100.00150.006.32

Sharpe Ratio

The current AdvisorShares Dorsey Wright ADR ETF Sharpe ratio is 1.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AdvisorShares Dorsey Wright ADR ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.23
1.66
AADR (AdvisorShares Dorsey Wright ADR ETF)
Benchmark (^GSPC)

Dividends

Dividend History

AdvisorShares Dorsey Wright ADR ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.83 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.83$0.42$1.74$0.59$0.07$0.32$0.30$0.43$0.23$0.31$0.18$0.13

Dividend yield

1.35%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%0.49%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Dorsey Wright ADR ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.53$0.00$0.54
2023$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.16$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.45$0.00$0.00$0.54$1.74
2021$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.21$0.00$0.00$0.24$0.59
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.01$0.00$0.00$0.00$0.32
2018$0.00$0.00$0.01$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2017$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.13$0.43
2016$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.03$0.23
2015$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.01$0.31
2014$0.00$0.00$0.04$0.00$0.00$0.12$0.00$0.00$0.02$0.00$0.00$0.01$0.18
2013$0.00$0.00$0.00$0.10$0.00$0.00$0.01$0.00$0.00$0.01$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.82%
-4.24%
AADR (AdvisorShares Dorsey Wright ADR ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AdvisorShares Dorsey Wright ADR ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AdvisorShares Dorsey Wright ADR ETF was 45.01%, occurring on Mar 18, 2020. Recovery took 205 trading sessions.

The current AdvisorShares Dorsey Wright ADR ETF drawdown is 5.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.01%Jan 29, 2018538Mar 18, 2020205Jan 8, 2021743
-34.8%Aug 12, 2021282Sep 26, 2022
-23.22%May 3, 201182Oct 4, 2011207Jan 10, 2013289
-15.48%May 1, 2015162Feb 11, 201696Jul 18, 2016258
-13.56%Jul 7, 201466Oct 15, 201480Mar 20, 2015146

Volatility

Volatility Chart

The current AdvisorShares Dorsey Wright ADR ETF volatility is 5.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
5.14%
3.80%
AADR (AdvisorShares Dorsey Wright ADR ETF)
Benchmark (^GSPC)