CWS vs. DGEIX
Compare and contrast key facts about AdvisorShares Focused Equity ETF (CWS) and DFA Global Equity Portfolio Institutional Class (DGEIX).
CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016. DGEIX is managed by Dimensional. It was launched on Dec 24, 2003.
Performance
CWS vs. DGEIX - Performance Comparison
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CWS vs. DGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | -5.77% | 6.43% | 9.82% | 25.06% | -10.42% | 22.20% | 17.12% | 30.97% | -6.46% | 20.92% |
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Returns By Period
In the year-to-date period, CWS achieves a -5.77% return, which is significantly lower than DGEIX's -2.92% return.
CWS
- 1D
- 2.17%
- 1M
- -7.22%
- YTD
- -5.77%
- 6M
- -5.35%
- 1Y
- -0.78%
- 3Y*
- 8.80%
- 5Y*
- 7.95%
- 10Y*
- —
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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CWS vs. DGEIX - Expense Ratio Comparison
CWS has a 0.77% expense ratio, which is higher than DGEIX's 0.25% expense ratio.
Return for Risk
CWS vs. DGEIX — Risk / Return Rank
CWS
DGEIX
CWS vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Focused Equity ETF (CWS) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.
| CWS | DGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 1.16 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.05 | 1.69 | -1.65 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.39 | -1.41 |
Martin ratioReturn relative to average drawdown | -0.06 | 6.66 | -6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWS | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.16 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.57 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.17 |
Correlation
The correlation between CWS and DGEIX is 0.75, 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
CWS vs. DGEIX - Dividend Comparison
CWS's dividend yield for the trailing twelve months is around 0.32%, less than DGEIX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.32% | 0.31% | 0.59% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.07% | 0.29% | 0.03% | 0.00% |
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Drawdowns
CWS vs. DGEIX - Drawdown Comparison
The maximum CWS drawdown since its inception was -33.82%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for CWS and DGEIX.
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Drawdown Indicators
| CWS | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -59.77% | +25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.05% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.20% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.00% | — |
Current DrawdownCurrent decline from peak | -10.01% | -8.85% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -8.05% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.51% | +1.53% |
Volatility
CWS vs. DGEIX - Volatility Comparison
AdvisorShares Focused Equity ETF (CWS) and DFA Global Equity Portfolio Institutional Class (DGEIX) have volatilities of 4.78% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWS | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.58% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 8.84% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 16.42% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 15.61% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 16.84% | +0.12% |