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

Correlation

The correlation between AADR and VXUS is 0.68, 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.


-0.50.00.51.00.7

Performance

AADR vs. VXUS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
22.50%
1.88%
AADR
VXUS

Key characteristics

Sharpe Ratio

AADR:

1.68

VXUS:

0.81

Sortino Ratio

AADR:

2.25

VXUS:

1.20

Omega Ratio

AADR:

1.30

VXUS:

1.15

Calmar Ratio

AADR:

2.30

VXUS:

1.06

Martin Ratio

AADR:

9.63

VXUS:

2.63

Ulcer Index

AADR:

3.19%

VXUS:

3.90%

Daily Std Dev

AADR:

18.31%

VXUS:

12.69%

Max Drawdown

AADR:

-45.01%

VXUS:

-35.97%

Current Drawdown

AADR:

-4.05%

VXUS:

-2.18%

Returns By Period

In the year-to-date period, AADR achieves a 9.04% return, which is significantly higher than VXUS's 6.69% return. Over the past 10 years, AADR has outperformed VXUS with an annualized return of 8.11%, while VXUS has yielded a comparatively lower 5.17% annualized return.


AADR

YTD

9.04%

1M

1.01%

6M

21.03%

1Y

31.22%

5Y*

9.81%

10Y*

8.11%

VXUS

YTD

6.69%

1M

2.93%

6M

1.35%

1Y

10.47%

5Y*

7.77%

10Y*

5.17%

*Annualized

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. VXUS - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than VXUS's 0.07% expense ratio.


AADR
AdvisorShares Dorsey Wright ADR ETF
Expense ratio chart for AADR: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

AADR vs. VXUS — 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 7575
Overall Rank
The Sharpe Ratio Rank of AADR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of AADR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AADR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AADR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of AADR is 7878
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3535
Overall Rank
The Sharpe Ratio Rank of VXUS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3131
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for AADR, currently valued at 1.68, compared to the broader market0.002.004.001.680.81
The chart of Sortino ratio for AADR, currently valued at 2.25, compared to the broader market0.005.0010.002.251.20
The chart of Omega ratio for AADR, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.15
The chart of Calmar ratio for AADR, currently valued at 2.30, compared to the broader market0.005.0010.0015.002.301.06
The chart of Martin ratio for AADR, currently valued at 9.63, compared to the broader market0.0020.0040.0060.0080.00100.009.632.63
AADR
VXUS

The current AADR Sharpe Ratio is 1.68, which is higher than the VXUS Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of AADR and VXUS, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.68
0.81
AADR
VXUS

Dividends

AADR vs. VXUS - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 1.22%, less than VXUS's 3.16% 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%
VXUS
Vanguard Total International Stock ETF
3.16%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

AADR vs. VXUS - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AADR and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.05%
-2.18%
AADR
VXUS

Volatility

AADR vs. VXUS - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 5.74% compared to Vanguard Total International Stock ETF (VXUS) at 3.26%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.74%
3.26%
AADR
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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