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AADR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AADR and VOO 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.


Performance

AADR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
222.98%
569.79%
AADR
VOO

Key characteristics

Sharpe Ratio

AADR:

0.88

VOO:

0.59

Sortino Ratio

AADR:

1.34

VOO:

0.94

Omega Ratio

AADR:

1.18

VOO:

1.14

Calmar Ratio

AADR:

1.07

VOO:

0.60

Martin Ratio

AADR:

4.77

VOO:

2.34

Ulcer Index

AADR:

4.62%

VOO:

4.80%

Daily Std Dev

AADR:

24.96%

VOO:

19.10%

Max Drawdown

AADR:

-45.01%

VOO:

-33.99%

Current Drawdown

AADR:

-4.06%

VOO:

-8.16%

Returns By Period

In the year-to-date period, AADR achieves a 9.42% return, which is significantly higher than VOO's -3.92% return. Over the past 10 years, AADR has underperformed VOO with an annualized return of 7.80%, while VOO has yielded a comparatively higher 12.27% annualized return.


AADR

YTD

9.42%

1M

18.98%

6M

14.53%

1Y

20.00%

5Y*

11.41%

10Y*

7.80%

VOO

YTD

-3.92%

1M

11.29%

6M

-4.41%

1Y

9.97%

5Y*

15.75%

10Y*

12.27%

*Annualized

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AADR vs. VOO - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

AADR vs. VOO — Risk-Adjusted Performance Rank

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

AADR
The Risk-Adjusted Performance Rank of AADR is 7979
Overall Rank
The Sharpe Ratio Rank of AADR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AADR is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AADR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AADR is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AADR is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AADR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard S&P 500 ETF (VOO). 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.


The current AADR Sharpe Ratio is 0.88, which is higher than the VOO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AADR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.81
0.53
AADR
VOO

Dividends

AADR vs. VOO - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 1.22%, less than VOO's 1.35% yield.


TTM20242023202220212020201920182017201620152014
AADR
AdvisorShares Dorsey Wright ADR ETF
1.22%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%0.49%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AADR vs. VOO - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AADR and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.06%
-8.16%
AADR
VOO

Volatility

AADR vs. VOO - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 12.01% compared to Vanguard S&P 500 ETF (VOO) at 11.23%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.01%
11.23%
AADR
VOO