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AdvisorShares Dorsey Wright FSM All Cap World ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US00768Y4796

CUSIP

00768Y479

Inception Date

Dec 26, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DWAW has a high expense ratio of 1.24%, indicating above-average management fees.


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.


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Performance

Performance Chart


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S&P 500

Returns By Period

AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) returned 0.25% year-to-date (YTD) and 6.75% over the past 12 months.


DWAW

YTD

0.25%

1M

6.91%

6M

-3.85%

1Y

6.75%

3Y*

7.55%

5Y*

9.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.99%-3.88%-7.80%1.43%7.25%0.25%
20241.25%6.00%1.81%-4.81%5.19%5.29%-1.84%0.16%2.08%-0.68%8.09%-4.55%18.48%
20239.51%-4.65%-3.86%0.26%-3.66%5.19%3.64%-2.96%-4.81%-3.47%10.85%6.41%11.18%
2022-11.31%-2.11%3.59%-5.63%2.08%-7.86%4.30%-2.66%-8.85%10.93%5.68%-5.08%-17.80%
20211.95%1.12%-4.16%4.33%-2.51%-1.83%-0.75%2.53%-4.63%7.41%0.33%0.31%3.49%
20201.44%-5.86%-7.18%14.04%6.58%3.57%7.69%7.58%-3.69%-1.85%13.53%7.31%48.88%
2019-0.38%-0.38%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DWAW is 31, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DWAW is 3131
Overall Rank
The Sharpe Ratio Rank of DWAW is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DWAW is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DWAW is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DWAW is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DWAW is 3030
Martin 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 FSM All Cap World ETF (DWAW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AdvisorShares Dorsey Wright FSM All Cap World ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.29
  • 5-Year: 0.45
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of AdvisorShares Dorsey Wright FSM All Cap World ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

AdvisorShares Dorsey Wright FSM All Cap World ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.00$0.00$0.58$0.17$0.55$0.06

Dividend yield

0.00%0.00%1.70%0.53%1.45%0.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2020$0.06$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AdvisorShares Dorsey Wright FSM All Cap World 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 FSM All Cap World ETF was 31.56%, occurring on Sep 30, 2022. Recovery took 441 trading sessions.

The current AdvisorShares Dorsey Wright FSM All Cap World ETF drawdown is 5.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.56%Feb 16, 2021411Sep 30, 2022441Jul 5, 2024852
-29.02%Feb 21, 202022Mar 23, 202052Jun 5, 202074
-22.91%Dec 9, 202482Apr 8, 2025
-13.08%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-10.55%Sep 3, 202014Sep 23, 202014Oct 13, 202028
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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