AADR vs. IMFL
Compare and contrast key facts about AdvisorShares Dorsey Wright ADR ETF (AADR) and Invesco International Developed Dynamic Multifactor ETF (IMFL).
AADR and IMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AADR is an actively managed fund by AdvisorShares. It was launched on Jul 20, 2010. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021.
Performance
AADR vs. IMFL - Performance Comparison
Loading graphics...
AADR vs. IMFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | -5.30% | 25.63% | 24.58% | 18.67% | -22.93% | -0.26% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 7.24% | 30.89% | -3.57% | 25.51% | -17.32% | 6.94% |
Returns By Period
In the year-to-date period, AADR achieves a -5.30% return, which is significantly lower than IMFL's 7.24% return.
AADR
- 1D
- 4.25%
- 1M
- -13.57%
- YTD
- -5.30%
- 6M
- -5.74%
- 1Y
- 10.34%
- 3Y*
- 20.70%
- 5Y*
- 6.71%
- 10Y*
- 8.92%
IMFL
- 1D
- 3.30%
- 1M
- -8.04%
- YTD
- 7.24%
- 6M
- 16.45%
- 1Y
- 33.09%
- 3Y*
- 14.53%
- 5Y*
- 7.85%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AADR vs. IMFL - Expense Ratio Comparison
AADR has a 1.10% expense ratio, which is higher than IMFL's 0.34% expense ratio.
Return for Risk
AADR vs. IMFL — Risk / Return Rank
AADR
IMFL
AADR vs. IMFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Invesco International Developed Dynamic Multifactor ETF (IMFL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AADR | IMFL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 2.00 | -1.60 |
Sortino ratioReturn per unit of downside risk | 0.73 | 2.61 | -1.88 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.38 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.69 | -2.19 |
Martin ratioReturn relative to average drawdown | 1.86 | 10.54 | -8.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AADR | IMFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 2.00 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.50 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.53 | -0.10 |
Correlation
The correlation between AADR and IMFL is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AADR vs. IMFL - Dividend Comparison
AADR's dividend yield for the trailing twelve months is around 0.56%, less than IMFL's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | 0.56% | 0.49% | 1.33% | 0.74% | 3.65% | 0.92% | 0.11% | 0.58% | 0.75% | 0.74% | 0.58% | 0.81% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 3.15% | 2.88% | 3.56% | 3.85% | 3.35% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AADR vs. IMFL - Drawdown Comparison
The maximum AADR drawdown since its inception was -45.01%, which is greater than IMFL's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for AADR and IMFL.
Loading graphics...
Drawdown Indicators
| AADR | IMFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.01% | -33.26% | -11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -11.77% | -7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -33.26% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -45.01% | — | — |
Current DrawdownCurrent decline from peak | -15.87% | -8.70% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -7.37% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 3.00% | +2.15% |
Volatility
AADR vs. IMFL - Volatility Comparison
AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 11.01% compared to Invesco International Developed Dynamic Multifactor ETF (IMFL) at 7.94%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than IMFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AADR | IMFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 7.94% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 17.34% | 11.84% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 16.63% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 15.89% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 15.86% | +6.27% |