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AdvisorShares Dorsey Wright FSM US Core ETF (DWUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US00768Y4879

CUSIP

00768Y487

Inception Date

Dec 26, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

DWUS has a high expense ratio of 1.17%, 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.


Performance

Performance Chart


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Returns By Period

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) returned -0.04% year-to-date (YTD) and 10.21% over the past 12 months.


DWUS

YTD

-0.04%

1M

5.47%

6M

-2.62%

1Y

10.21%

5Y*

14.20%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.30%-0.66%-6.68%1.76%1.58%-0.04%
20241.37%6.62%2.38%-5.06%5.51%5.53%-1.97%0.33%2.37%-0.75%6.66%-3.55%20.26%
20233.47%-3.74%1.19%0.77%1.66%7.00%3.37%-1.51%-4.82%-2.22%9.25%5.47%20.62%
2022-7.09%-3.63%5.76%-11.22%0.38%-7.36%6.26%-2.28%-9.10%8.54%5.76%-3.06%-17.89%
20211.25%-0.27%-0.11%6.27%-1.79%3.17%1.92%3.16%-4.65%6.09%-0.03%4.10%20.21%
20203.03%-7.55%-9.06%13.36%6.13%4.93%6.69%10.88%-4.53%-4.30%10.99%3.71%36.04%
2019-0.10%-0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DWUS is 57, 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 DWUS is 5757
Overall Rank
The Sharpe Ratio Rank of DWUS is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DWUS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of DWUS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of DWUS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DWUS is 5555
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 US Core ETF (DWUS) 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 US Core ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.46
  • 5-Year: 0.69
  • All Time: 0.58

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 US Core ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

AdvisorShares Dorsey Wright FSM US Core ETF provided a 0.18% dividend yield over the last twelve months, with an annual payout of $0.09 per share.


0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.09$0.09$0.12$0.30$0.14$0.04

Dividend yield

0.18%0.18%0.29%0.89%0.35%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Dorsey Wright FSM US Core 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$0.09$0.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2020$0.04$0.04

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 US Core 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 US Core ETF was 30.47%, occurring on Mar 23, 2020. Recovery took 64 trading sessions.

The current AdvisorShares Dorsey Wright FSM US Core ETF drawdown is 7.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.47%Feb 20, 202023Mar 23, 202064Jun 23, 202087
-26.45%Jan 4, 2022195Oct 12, 2022318Jan 19, 2024513
-19.63%Feb 20, 202534Apr 8, 2025
-13.56%Jul 11, 202418Aug 5, 202467Nov 7, 202485
-12.89%Feb 16, 202115Mar 8, 202171Jun 17, 202186

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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