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AADR vs. PID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADR vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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AADR vs. PID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AADR
AdvisorShares Dorsey Wright ADR ETF
-5.30%25.63%24.58%18.67%-22.93%6.48%13.13%35.35%-31.55%47.76%
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%19.05%

Returns By Period

In the year-to-date period, AADR achieves a -5.30% return, which is significantly lower than PID's 2.04% return. Both investments have delivered pretty close results over the past 10 years, with AADR having a 8.92% annualized return and PID not far ahead at 8.98%.


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%

PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AADR vs. PID - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than PID's 0.56% expense ratio.


Return for Risk

AADR vs. PID — Risk / Return Rank

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

AADR
AADR Risk / Return Rank: 2626
Overall Rank
AADR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2727
Sortino Ratio Rank
AADR Omega Ratio Rank: 2626
Omega Ratio Rank
AADR Calmar Ratio Rank: 2424
Calmar Ratio Rank
AADR Martin Ratio Rank: 2626
Martin Ratio Rank

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
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.

AADR vs. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Invesco International Dividend Achievers™ ETF (PID). 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.


AADRPIDDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.64

-1.23

Sortino ratio

Return per unit of downside risk

0.73

2.39

-1.66

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.50

2.36

-1.87

Martin ratio

Return relative to average drawdown

1.86

10.33

-8.47

AADR vs. PID - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.41, which is lower than the PID Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AADR and PID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AADRPIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.64

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.69

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.50

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.26

+0.16

Correlation

The correlation between AADR and PID is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AADR vs. PID - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.56%, less than PID's 3.38% yield.


TTM20252024202320222021202020192018201720162015
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%
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Drawdowns

AADR vs. PID - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for AADR and PID.


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Drawdown Indicators


AADRPIDDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-66.34%

+21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-8.83%

-10.47%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-22.97%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

-46.07%

+1.06%

Current Drawdown

Current decline from peak

-15.87%

-5.36%

-10.51%

Average Drawdown

Average peak-to-trough decline

-9.37%

-13.12%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

2.02%

+3.13%

Volatility

AADR vs. PID - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 11.01% compared to Invesco International Dividend Achievers™ ETF (PID) at 3.80%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADRPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

3.80%

+7.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

7.11%

+10.23%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

12.81%

+12.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

13.96%

+7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

17.99%

+4.14%