Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AdvisorShares Dorsey Wright FSM All Cap World ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) has returned -2.84% so far this year and 16.88% over the past 12 months.
AdvisorShares Dorsey Wright FSM All Cap World ETF
- 1D
- 3.53%
- 1M
- -7.73%
- YTD
- -2.84%
- 6M
- -1.46%
- 1Y
- 16.88%
- 3Y*
- 12.22%
- 5Y*
- 3.78%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 27, 2019, DWAW's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +14.0%, while the worst month was Jan 2022 at -11.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DWAW closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.68% | 2.55% | -7.73% | -2.84% | |||||||||
| 2025 | 3.99% | -3.88% | -7.80% | 1.43% | 8.13% | 2.44% | -0.57% | 1.27% | 4.85% | 0.84% | -0.84% | 1.43% | 10.85% |
| 2024 | 1.25% | 6.00% | 1.81% | -4.81% | 5.19% | 5.29% | -1.84% | 0.16% | 2.08% | -0.68% | 8.09% | -4.55% | 18.48% |
| 2023 | 9.51% | -4.65% | -3.85% | 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% |
| 2021 | 1.95% | 1.12% | -4.16% | 4.33% | -2.51% | -1.83% | -0.75% | 2.53% | -4.63% | 7.41% | 0.33% | 0.30% | 3.49% |
Benchmark Metrics
AdvisorShares Dorsey Wright FSM All Cap World ETF has an annualized alpha of -1.11%, beta of 0.97, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 30, 2019.
- This ETF participated in 93.45% of S&P 500 Index downside but only 85.93% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.97 and R² of 0.80, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.11%
- Beta
- 0.97
- R²
- 0.80
- Upside Capture
- 85.93%
- Downside Capture
- 93.45%
Expense Ratio
DWAW has a high expense ratio of 1.24%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DWAW ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and compare them to a chosen benchmark (S&P 500 Index).
| DWAW | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.39 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.40 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.24 | 6.61 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DWAW risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AdvisorShares Dorsey Wright FSM All Cap World ETF provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.34 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.34 | $0.34 | $0.00 | $0.58 | $0.16 | $0.55 | $0.06 |
Dividend yield | 0.78% | 0.76% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 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 | $0.16 | $0.16 |
| 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 |
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.
Loading graphics...
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 31.55%, occurring on Sep 30, 2022. Recovery took 441 trading sessions.
The current AdvisorShares Dorsey Wright FSM All Cap World ETF drawdown is 8.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.55% | Feb 16, 2021 | 411 | Sep 30, 2022 | 441 | Jul 5, 2024 | 852 |
| -29.02% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -22.91% | Dec 9, 2024 | 82 | Apr 8, 2025 | 86 | Aug 12, 2025 | 168 |
| -13.08% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
| -11.58% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...