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ISIN
US00768Y5298
CUSIP
00768Y529
Inception Date
Jul 10, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$11M

Share Price Chart


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Performance

DWSH Performance Chart

AdvisorShares Dorsey Wright Short ETF (DWSH) is up 1.7% since the beginning of the year. DWSH is currently trading at $7 per share. Investors who bought $1,000 worth of DWSH shares 5 years ago would now be looking at an investment worth $934.


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S&P 500 Index

Returns By Period

AdvisorShares Dorsey Wright Short ETF (DWSH) has returned 1.71% so far this year and -7.24% over the past 12 months.


AdvisorShares Dorsey Wright Short ETF

1D
3.16%
1M
-0.91%
YTD
1.71%
6M
3.07%
1Y
-7.24%
3Y*
-2.69%
5Y*
-1.36%
10Y*

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWSH Monthly Returns History

Based on dividend-adjusted daily data since Jul 11, 2018, DWSH's average daily return is -0.04%, while the average monthly return is -0.75%.

Historically, 46% of months were positive and 54% were negative. The best month was Mar 2020 with a return of +29.4%, while the worst month was Nov 2020 at -30.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, DWSH closed higher 50% of trading days. The best single day was Mar 9, 2020 with a return of +12.8%, while the worst single day was Nov 9, 2020 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.42%-0.58%6.00%-2.29%-0.94%3.23%1.71%
2025-1.56%4.91%3.58%9.31%-4.26%-5.59%-3.92%-6.49%2.92%2.27%-1.38%-1.14%-2.57%
20244.69%-1.49%-3.72%7.15%-2.40%2.74%-6.79%4.14%-1.99%4.41%-5.76%6.13%5.98%
2023-17.47%4.73%5.24%1.10%5.14%-9.16%-9.80%7.10%8.64%8.71%-10.12%-13.44%-22.04%
20221.53%1.16%-4.00%11.58%1.29%10.79%-10.32%2.66%15.15%-10.54%-7.35%8.26%17.45%
2021-6.65%-6.47%-7.02%-2.91%-2.50%-2.68%2.46%-1.49%1.86%-1.03%7.36%-9.11%-25.74%

Benchmark Metrics

AdvisorShares Dorsey Wright Short ETF has an annualized alpha of 7.37%, beta of -1.15, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since July 11, 2018.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -295.09%), but participation in market rallies was also limited (-79.64%) - a profile typical of counter-cyclical assets.
  • This ETF generated an annualized alpha of 7.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of -1.15 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
7.37%
Beta
-1.15
0.52
Upside Capture
-79.64%
Downside Capture
-295.09%

Expense Ratio

DWSH has a high expense ratio of 3.67%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DWSH ranks 6 for risk / return — in the bottom 6% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DWSH Risk / Return Rank: 66
Overall Rank
DWSH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DWSH Sortino Ratio Rank: 66
Sortino Ratio Rank
DWSH Omega Ratio Rank: 66
Omega Ratio Rank
DWSH Calmar Ratio Rank: 55
Calmar Ratio Rank
DWSH Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AdvisorShares Dorsey Wright Short ETF (DWSH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DWSHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

0.96

1.35

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.45

2.65

-3.11

Martin ratioReturn relative to average drawdown

-0.73

11.88

-12.61

Dividends

Dividend History

AdvisorShares Dorsey Wright Short ETF provided a 6.21% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.41$0.41$0.43$0.72$0.00$0.00$0.00$0.03$0.04

Dividend yield

6.21%6.31%6.17%10.28%0.00%0.00%0.00%0.14%0.12%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.41$0.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72$0.72
2022$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
2021$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

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 Short 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 Short ETF was 82.73%, occurring on Jan 22, 2026. The portfolio has not yet recovered.

The current AdvisorShares Dorsey Wright Short ETF drawdown is 81.10%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-82.73%Jan 2026
5y 10mo
6y 3moMar 2020 - now
2020 bear market2020
-30.79%Jan 2020
1y 21d1mo 23d
1y 2moDec 2018 - Mar 2020
Rate-hike selloffLate 2018
-8.99%Nov 2018
8d1mo 3d
1mo 11dOct 2018 - Dec 2018
COVID crash2020
-6.04%Mar 2020
0s3d
3dMar 2020 - Mar 2020
COVID crash2020
-4.42%Mar 2020
0s1d
1dMar 2020 - Mar 2020

Drawdown Indicators


DWSHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.73%

-56.78%

-25.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-9.10%

-6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-29.23%

-18.90%

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-25.43%

-7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-81.10%

-2.49%

-78.61%

Average Drawdown

Average peak-to-trough decline

-63.67%

-10.72%

-52.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.95%

2.03%

+7.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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