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AADR vs. WRND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADR vs. WRND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and IQ Global Equity R&D Leaders ETF (WRND). The values are adjusted to include any dividend payments, if applicable.

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AADR vs. WRND - Yearly Performance Comparison


2026 (YTD)2025202420232022
AADR
AdvisorShares Dorsey Wright ADR ETF
-3.15%25.63%24.58%18.67%-21.86%
WRND
IQ Global Equity R&D Leaders ETF
-3.11%27.72%13.46%34.85%-19.17%

Returns By Period

The year-to-date returns for both investments are quite close, with AADR having a -3.15% return and WRND slightly higher at -3.11%.


AADR

1D
2.27%
1M
-10.59%
YTD
-3.15%
6M
-3.82%
1Y
13.57%
3Y*
21.61%
5Y*
7.19%
10Y*
9.17%

WRND

1D
4.07%
1M
-6.90%
YTD
-3.11%
6M
-0.04%
1Y
22.97%
3Y*
17.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AADR vs. WRND - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than WRND's 0.18% expense ratio.


Return for Risk

AADR vs. WRND — Risk / Return Rank

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

AADR
AADR Risk / Return Rank: 2828
Overall Rank
AADR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2929
Sortino Ratio Rank
AADR Omega Ratio Rank: 2929
Omega Ratio Rank
AADR Calmar Ratio Rank: 2727
Calmar Ratio Rank
AADR Martin Ratio Rank: 2929
Martin Ratio Rank

WRND
WRND Risk / Return Rank: 6565
Overall Rank
WRND Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WRND Sortino Ratio Rank: 6565
Sortino Ratio Rank
WRND Omega Ratio Rank: 6262
Omega Ratio Rank
WRND Calmar Ratio Rank: 6868
Calmar Ratio Rank
WRND Martin Ratio Rank: 6767
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. WRND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and IQ Global Equity R&D Leaders ETF (WRND). 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.


AADRWRNDDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.12

-0.59

Sortino ratio

Return per unit of downside risk

0.90

1.67

-0.77

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.67

1.75

-1.09

Martin ratio

Return relative to average drawdown

2.46

6.86

-4.40

AADR vs. WRND - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.53, which is lower than the WRND Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AADR and WRND, 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


AADRWRNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.12

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

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

0.58

-0.15

Correlation

The correlation between AADR and WRND is 0.72, 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. WRND - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.55%, less than WRND's 1.18% yield.


TTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF
0.55%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
WRND
IQ Global Equity R&D Leaders ETF
1.18%1.29%1.15%2.06%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AADR vs. WRND - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than WRND's maximum drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for AADR and WRND.


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Drawdown Indicators


AADRWRNDDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-27.16%

-17.85%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-12.75%

-6.55%

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

-13.96%

-8.87%

-5.09%

Average Drawdown

Average peak-to-trough decline

-9.37%

-6.16%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

3.26%

+1.96%

Volatility

AADR vs. WRND - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 10.04% compared to IQ Global Equity R&D Leaders ETF (WRND) at 8.10%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than WRND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADRWRNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

8.10%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

13.20%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

25.50%

20.59%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

18.78%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

18.78%

+3.35%