DWAS vs. OBMCX

In the year-to-date period, DWAS achieves a -22.58% return, which is significantly lower than OBMCX's -20.87% return. Over the past 10 years, DWAS has underperformed OBMCX with an annualized return of 5.91%, while OBMCX has yielded a comparatively higher 7.33% 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 -0.72, which is lower than the OBMCX Sharpe Ratio of -0.30. 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 1.02%, while OBMCX has not paid dividends to shareholders.

The maximum DWAS drawdown since its inception was -46.17%, smaller than the maximum OBMCX drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for DWAS and OBMCX. For additional features, visit the drawdowns tool.

Invesco DWA SmallCap Momentum ETF (DWAS) and Oberweis Micro Cap Fund (OBMCX) have volatilities of 11.90% and 11.93%, 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.