DWAS vs. OBMCX

In the year-to-date period, DWAS achieves a -16.51% return, which is significantly lower than OBMCX's -12.56% return. Over the past 10 years, DWAS has underperformed OBMCX with an annualized return of 7.31%, while OBMCX has yielded a comparatively higher 15.13% annualized return.

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DWAS has a 0.60% expense ratio, which is lower than OBMCX's 1.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA SmallCap Momentum ETF (DWAS) and Oberweis Micro Cap Fund (OBMCX). 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 DWAS Sharpe Ratio is -0.32, which is lower than the OBMCX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DWAS and OBMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DWAS's dividend yield for the trailing twelve months is around 0.95%, less than OBMCX's 2.90% yield.

The maximum DWAS drawdown since its inception was -46.17%, smaller than the maximum OBMCX drawdown of -67.42%. Use the drawdown chart below to compare losses from any high point for DWAS and OBMCX. For additional features, visit the drawdowns tool.

The current volatility for Invesco DWA SmallCap Momentum ETF (DWAS) is 13.48%, while Oberweis Micro Cap Fund (OBMCX) has a volatility of 15.27%. This indicates that DWAS experiences smaller price fluctuations and is considered to be less risky than OBMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.