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Arrow DWA Country Rotation ETF (DWCR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US0427656857

CUSIP

042765685

Issuer

Arrow Funds

Inception Date

Dec 29, 2017

Region

Global (Broad)

Leveraged

1x

Index Tracked

Dorsey Wright Country and Stock Momentum Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DWCR has a high expense ratio of 1.36%, indicating higher-than-average management fees.


Expense ratio chart for DWCR: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%

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.


Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.79%
9.24%
DWCR (Arrow DWA Country Rotation ETF)
Benchmark (^GSPC)

Returns By Period

Arrow DWA Country Rotation ETF had a return of 7.01% year-to-date (YTD) and 1.06% in the last 12 months.


DWCR

YTD

7.01%

1M

4.90%

6M

-3.28%

1Y

1.06%

5Y*

5.97%

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.27%7.01%
2024-0.14%3.02%2.61%-1.42%3.80%-2.53%1.19%1.31%0.18%-4.69%-2.94%-3.12%-3.12%
20233.85%-3.51%0.59%1.36%-4.59%4.15%4.71%-4.78%-4.69%-2.91%10.18%3.76%7.09%
2022-8.55%-5.52%4.98%-7.58%1.36%-12.57%0.35%3.48%-9.75%8.74%8.62%-2.60%-19.90%
2021-0.77%5.99%-2.05%4.80%0.56%1.83%3.58%-5.19%4.31%-0.98%3.49%16.04%
2020-0.41%-8.19%-23.27%6.76%13.95%4.89%6.98%4.43%-1.79%18.99%16.89%
20199.27%3.71%-3.97%0.89%-3.68%3.86%-1.15%-2.62%1.55%1.44%1.14%4.80%15.43%
20187.07%-2.62%-1.81%-2.39%-3.01%-3.06%3.25%-2.83%0.77%-8.57%1.72%-5.14%-16.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DWCR is 11, meaning it’s performing worse than 89% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DWCR is 1111
Overall Rank
The Sharpe Ratio Rank of DWCR is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of DWCR is 1010
Sortino Ratio Rank
The Omega Ratio Rank of DWCR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DWCR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DWCR is 1010
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 Arrow DWA Country Rotation ETF (DWCR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DWCR, currently valued at 0.26, compared to the broader market0.002.004.000.261.83
The chart of Sortino ratio for DWCR, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.0012.000.462.47
The chart of Omega ratio for DWCR, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.33
The chart of Calmar ratio for DWCR, currently valued at 0.20, compared to the broader market0.005.0010.0015.0020.000.202.76
The chart of Martin ratio for DWCR, currently valued at 0.62, compared to the broader market0.0020.0040.0060.0080.00100.000.6211.27
DWCR
^GSPC

The current Arrow DWA Country Rotation ETF Sharpe ratio is 0.26. 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 Arrow DWA Country Rotation 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.26
1.83
DWCR (Arrow DWA Country Rotation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Arrow DWA Country Rotation ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.502018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.40$0.40$0.73$1.65$0.73$0.21$0.55$0.53

Dividend yield

1.34%1.43%2.49%5.92%1.97%0.66%1.93%2.13%

Monthly Dividends

The table displays the monthly dividend distributions for Arrow DWA Country Rotation 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
2024$0.00$0.00$0.06$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.00$0.40
2023$0.00$0.00$0.40$0.00$0.00$0.24$0.00$0.00$0.08$0.00$0.00$0.00$0.73
2022$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.10$0.00$0.00$1.17$1.65
2021$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.10$0.00$0.00$0.45$0.73
2020$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.05$0.00$0.21
2019$0.00$0.00$0.01$0.00$0.00$0.22$0.00$0.00$0.06$0.00$0.00$0.26$0.55
2018$0.53$0.53

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.86%
-0.07%
DWCR (Arrow DWA Country Rotation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Arrow DWA Country Rotation 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 Arrow DWA Country Rotation ETF was 44.64%, occurring on Mar 18, 2020. Recovery took 23 trading sessions.

The current Arrow DWA Country Rotation ETF drawdown is 11.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.64%Jan 25, 2018228Mar 18, 202023Dec 18, 2020251
-30.98%Jan 5, 2022152Sep 30, 2022
-7.56%Sep 15, 202111Oct 11, 202111Nov 4, 202122
-5.8%Mar 1, 20213Mar 8, 20218Apr 9, 202111
-5.6%Nov 16, 20215Nov 26, 202112Jan 4, 202217

Volatility

Volatility Chart

The current Arrow DWA Country Rotation ETF volatility is 4.75%, 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%6.00%SeptemberOctoberNovemberDecember2025February
4.75%
3.21%
DWCR (Arrow DWA Country Rotation ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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