AADR vs. MSOX

Last updated Jun 4, 2026

AADR (AdvisorShares Dorsey Wright ADR ETF) and MSOX (Advisorshares Msos 2x Daily ETF) are both exchange-traded funds - AADR is a Global Equities fund actively managed by AdvisorShares, while MSOX is a Leveraged Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 3 years, AADR returned 22.10%/yr vs -63.28%/yr for MSOX. At a 0.23 correlation, their price movements are largely independent. AADR charges 1.10%/yr vs 0.95%/yr for MSOX.

Performance

AADR vs. MSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and Advisorshares Msos 2x Daily ETF (MSOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AADR achieves a -1.56% return, which is significantly higher than MSOX's -31.70% return.

AADR

• 1D: -0.79%
• 1M: 1.01%
• YTD: -1.56%
• 6M: 0.12%
• 1Y: 9.54%
• 3Y*: 22.10%
• 5Y*: 6.23%
• 10Y*: 9.28%

MSOX

• 1D: -11.82%
• 1M: -8.66%
• YTD: -31.70%
• 6M: -19.05%
• 1Y: 6.99%
• 3Y*: -63.28%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AADR vs. MSOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AADR AdvisorShares Dorsey Wright ADR ETF	-1.56%	25.63%	24.58%	18.67%	-5.02%
MSOX Advisorshares Msos 2x Daily ETF	-31.70%	-51.20%	-87.32%	-39.26%	-79.25%

Correlation

The correlation between AADR and MSOX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 25, 2022	0.23

AADR vs. MSOX - Sectors Allocation Comparison

Sectors	AADR	MSOX
Healthcare	17.9%	-
Basic Materials	16.9%	-
Financial Services	14.6%	179.4%
Industrials	14.6%	-
Technology	9.5%	-
Energy	7.6%	-
Communication Services	7.4%	-
Utilities	5.4%	-
Consumer Cyclical	3.9%	-
Consumer Defensive	2.2%	-
Real Estate	-	-

Return for Risk

AADR vs. MSOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AADR

AADR Risk / Return Rank: 15
AADR Sharpe Ratio Rank: 15
AADR Sortino Ratio Rank: 15
AADR Omega Ratio Rank: 16
AADR Calmar Ratio Rank: 14
AADR Martin Ratio Rank: 15

MSOX

MSOX Risk / Return Rank: 19
MSOX Sharpe Ratio Rank: 9
MSOX Sortino Ratio Rank: 34
MSOX Omega Ratio Rank: 32
MSOX Calmar Ratio Rank: 10
MSOX Martin Ratio Rank: 9

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.

AADR vs. MSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Advisorshares Msos 2x Daily ETF (MSOX). 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	MSOX	Difference
Sharpe ratio: Return per unit of total volatility	0.45	0.03	+0.42
Sortino ratio: Return per unit of downside risk	0.76	1.83	-1.07
Omega ratio: Gain probability vs. loss probability	1.10	1.21	-0.12
Calmar ratio: Return relative to maximum drawdown	0.50	0.08	+0.41
Martin ratio: Return relative to average drawdown	1.40	0.13	+1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AADR vs. MSOX - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.45, which is higher than the MSOX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AADR and MSOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AADR	MSOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	0.03	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	-0.45	+0.88

Drawdowns

AADR vs. MSOX - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum MSOX drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for AADR and MSOX.

Drawdown Indicators

	AADR	MSOX	Difference
Max Drawdown Largest peak-to-trough decline	-45.01%	-99.75%	+54.74%
Max Drawdown (1Y) Largest decline over 1 year	-19.30%	-84.89%	+65.59%
Max Drawdown (3Y) Largest decline over 3 years	-20.61%	-98.83%	+78.22%
Max Drawdown (5Y) Largest decline over 5 years	-34.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.01%	—	—
Current Drawdown Current decline from peak	-12.54%	-99.55%	+87.01%
Average Drawdown Average peak-to-trough decline	-9.40%	-88.85%	+79.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.82%	55.03%	-48.21%

Volatility

AADR vs. MSOX - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright ADR ETF (AADR) is 6.34%, while Advisorshares Msos 2x Daily ETF (MSOX) has a volatility of 41.61%. This indicates that AADR experiences smaller price fluctuations and is considered to be less risky than MSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AADR	MSOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	41.61%	-35.27%
Volatility (6M) Calculated over the trailing 6-month period	17.55%	155.35%	-137.80%
Volatility (1Y) Calculated over the trailing 1-year period	21.33%	219.03%	-197.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	168.34%	-146.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	168.34%	-146.14%

AADR vs. MSOX - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than MSOX's 0.95% expense ratio.

Dividends

AADR vs. MSOX - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.54%, while MSOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AADR AdvisorShares Dorsey Wright ADR ETF	0.54%	0.49%	1.33%	0.74%	3.65%	0.92%	0.11%	0.58%	0.75%	0.74%	0.58%	0.81%
MSOX Advisorshares Msos 2x Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AADR and MSOX in my portfolio?

AADR and MSOX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AADR or MSOX?

MSOX has higher volatility (41.61%) compared to AADR (6.34%). In terms of maximum drawdown, AADR dropped -45.01% vs MSOX's -99.75%.

Which ETF is better, AADR or MSOX?

On 3-year performance, AADR leads with 22.10% vs -63.28% for MSOX. On fees, MSOX is cheaper at 0.95% per year. On volatility, AADR has been the lower-risk option at 6.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AADR or MSOX?

Over the 3-year period, AADR has performed better with a 22.10% return vs -63.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AADR or MSOX?

MSOX is cheaper with a 0.95% expense ratio, compared with 1.10% for AADR.

Which ETF pays a higher dividend yield, AADR or MSOX?

AADR has the higher dividend yield at 0.54%, compared with 0.00% for MSOX.

What is the main difference between AADR and MSOX?

AADR is categorized as Global Equities, while MSOX is Leveraged Equities. Their fees differ too: 1.10% for AADR and 0.95% for MSOX.

Which has better risk-adjusted returns?

AADR currently has the higher Sharpe Ratio (0.45 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.