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AdvisorShares Dorsey Wright FSM US Core ETF (DWUS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US00768Y4879
CUSIP
00768Y487
Inception Date
Dec 26, 2019
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
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares Dorsey Wright FSM US Core ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has returned -6.08% so far this year and 9.52% over the past 12 months.


AdvisorShares Dorsey Wright FSM US Core ETF

1D
3.11%
1M
-6.05%
YTD
-6.08%
6M
-6.24%
1Y
9.52%
3Y*
15.08%
5Y*
8.15%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 27, 2019, DWUS's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 59% of months were positive and 41% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.74%-1.74%-6.05%-6.08%
20254.30%-0.66%-6.68%1.76%5.79%1.48%0.09%1.34%5.42%1.81%-1.79%-0.16%12.75%
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%7.01%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%
20211.25%-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 1.82%, beta of 0.91, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 30, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.07%) than losses (94.52%) — typical of diversified or defensive assets.
  • With beta of 0.91 and R² of 0.74, 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
1.82%
Beta
0.91
0.74
Upside Capture
96.07%
Downside Capture
94.52%

Expense Ratio

DWUS has a high expense ratio of 1.17%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DWUS ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DWUS Risk / Return Rank: 2828
Overall Rank
DWUS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DWUS Sortino Ratio Rank: 2626
Sortino Ratio Rank
DWUS Omega Ratio Rank: 2626
Omega Ratio Rank
DWUS Calmar Ratio Rank: 3232
Calmar Ratio Rank
DWUS Martin Ratio Rank: 3232
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 FSM US Core ETF (DWUS) and compare them to a chosen benchmark (S&P 500 Index).


DWUSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.90

-0.42

Sortino ratio

Return per unit of downside risk

0.79

1.39

-0.59

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.83

1.40

-0.57

Martin ratio

Return relative to average drawdown

2.95

6.61

-3.66

Explore DWUS 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 US Core ETF provided a 0.03% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.30202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.02$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 9.24%.


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, 202584Aug 8, 2025118
-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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