- ISIN
- US00768Y4879
- CUSIP
- 00768Y487
- Issuer
- AdvisorShares
- Inception Date
- Dec 26, 2019
- Region
- North America (U.S.)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $129M
Share Price Chart
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Performance
DWUS Performance Chart
AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) is up 14.0% since the beginning of the year. DWUS is currently trading at $62 per share. Investors who bought $1,000 worth of DWUS shares 5 years ago would now be looking at an investment worth $1,673.
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Returns By Period
AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has returned 13.97% so far this year and 24.51% over the past 12 months.
AdvisorShares Dorsey Wright FSM US Core ETF
- 1D
- -1.95%
- 1M
- 4.85%
- YTD
- 13.97%
- 6M
- 14.75%
- 1Y
- 24.51%
- 3Y*
- 19.39%
- 5Y*
- 10.84%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
DWUS Monthly Returns History
Based on dividend-adjusted daily data since Dec 27, 2019, DWUS's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.4%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DWUS closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.74% | -1.74% | -6.05% | 11.80% | 7.74% | 0.74% | 13.97% | ||||||
| 2025 | 4.30% | -0.66% | -6.68% | 1.76% | 5.79% | 1.48% | 0.09% | 1.34% | 5.42% | 1.81% | -1.79% | -0.16% | 12.75% |
| 2024 | 1.37% | 6.62% | 2.38% | -5.06% | 5.51% | 5.53% | -1.97% | 0.33% | 2.37% | -0.75% | 6.66% | -3.55% | 20.26% |
| 2023 | 3.47% | -3.74% | 1.19% | 0.77% | 1.66% | 7.01% | 3.37% | -1.51% | -4.82% | -2.22% | 9.25% | 5.47% | 20.62% |
| 2022 | -7.08% | -3.63% | 5.76% | -11.22% | 0.38% | -7.36% | 6.26% | -2.28% | -9.10% | 8.53% | 5.76% | -3.06% | -17.89% |
| 2021 | 1.25% | -0.27% | -0.11% | 6.27% | -1.79% | 3.17% | 1.92% | 3.16% | -4.65% | 6.09% | -0.03% | 4.09% | 20.21% |
Benchmark Metrics
AdvisorShares Dorsey Wright FSM US Core ETF has an annualized alpha of 4.25%, beta of 0.92, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 27, 2019.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.62%) than losses (87.00%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 4.25% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R2 of 0.71, 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
- 4.25%
- Beta
- 0.92
- R²
- 0.71
- Upside Capture
- 98.62%
- Downside Capture
- 87.00%
Expense Ratio
DWUS has a high expense ratio of 1.17%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DWUS ranks 42 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 US Core ETF (DWUS) 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.
| DWUS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.71 | -0.65 |
| Martin ratioReturn relative to average drawdown | 7.57 | 12.15 | -4.58 |
Dividends
Dividend History
AdvisorShares Dorsey Wright FSM US Core ETF provided a 0.03% dividend yield over the last twelve months, with an annual payout of $0.02 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.02 | $0.02 | $0.09 | $0.12 | $0.30 | $0.14 | $0.03 |
Dividend yield | 0.03% | 0.03% | 0.18% | 0.29% | 0.89% | 0.35% | 0.08% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.02 | $0.02 |
| 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 |
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 1.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.47%Mar 2020 | 1mo 2d | 3mo 2d | 4mo 4dFeb 2020 - Jun 2020 |
Bear market2022 | -26.45%Oct 2022 | 9mo 11d | 1y 3mo | 2y 15dJan 2022 - Jan 2024 |
2025 selloff2025 | -19.63%Apr 2025 | 1mo 17d | 4mo 2d | 5mo 19dFeb 2025 - Aug 2025 |
2024 correction2024 | -13.56%Aug 2024 | 25d | 3mo 4d | 3mo 29dJul 2024 - Nov 2024 |
2021 correction2021 | -12.89%Mar 2021 | 20d | 3mo 11d | 4mo 1dFeb 2021 - Jun 2021 |
Drawdown Indicators
| DWUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -56.78% | +26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -9.10% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -18.90% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | -25.43% | -1.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.95% | -1.29% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -10.72% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.02% | +1.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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