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DWAW vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWAW vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DWAW achieves a 16.75% return, which is significantly lower than BNO's 86.76% return.


DWAW

1D
0.91%
1M
8.79%
YTD
16.75%
6M
18.34%
1Y
27.08%
3Y*
19.78%
5Y*
7.39%
10Y*

BNO

1D
0.76%
1M
-7.65%
YTD
86.76%
6M
83.45%
1Y
89.50%
3Y*
27.10%
5Y*
23.77%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWAW vs. BNO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DWAW
AdvisorShares Dorsey Wright FSM All Cap World ETF
16.75%10.85%18.48%11.18%-17.80%3.49%48.87%-0.38%
BNO
United States Brent Oil Fund LP
86.76%-5.44%9.67%-3.43%35.25%62.34%-38.23%-1.56%

Correlation

The correlation between DWAW and BNO is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.32

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.13

The correlation between DWAW and BNO shifts across timeframes, from -0.32 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DWAW vs. BNO — Risk / Return Rank

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

DWAW
DWAW Risk / Return Rank: 5151
Overall Rank
DWAW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DWAW Sortino Ratio Rank: 4949
Sortino Ratio Rank
DWAW Omega Ratio Rank: 5151
Omega Ratio Rank
DWAW Calmar Ratio Rank: 4848
Calmar Ratio Rank
DWAW Martin Ratio Rank: 5656
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8989
Calmar Ratio Rank
BNO Martin Ratio Rank: 5757
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.

DWAW vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and United States Brent Oil Fund LP (BNO). 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.


DWAWBNODifference

Sharpe ratio

Return per unit of total volatility

1.75

2.17

-0.42

Sortino ratio

Return per unit of downside risk

2.45

2.68

-0.23

Omega ratio

Gain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.42

5.39

-2.97

Martin ratio

Return relative to average drawdown

9.83

10.23

-0.39

DWAW vs. BNO - Sharpe Ratio Comparison

The current DWAW Sharpe Ratio is 1.75, which is comparable to the BNO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DWAW and BNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DWAWBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.17

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.68

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.14

+0.43

Drawdowns

DWAW vs. BNO - Drawdown Comparison

The maximum DWAW drawdown since its inception was -31.55%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for DWAW and BNO.


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Drawdown Indicators


DWAWBNODifference

Max Drawdown

Largest peak-to-trough decline

-31.55%

-87.06%

+55.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-17.87%

+6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-23.75%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.43%

-33.70%

+5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

0.00%

-12.04%

+12.04%

Average Drawdown

Average peak-to-trough decline

-10.99%

-40.18%

+29.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

9.43%

-6.58%

Volatility

DWAW vs. BNO - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) is 5.45%, while United States Brent Oil Fund LP (BNO) has a volatility of 15.03%. This indicates that DWAW experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWAWBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

15.03%

-9.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

36.08%

-23.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

41.56%

-25.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

35.37%

-16.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

36.68%

-14.26%

DWAW vs. BNO - Expense Ratio Comparison

DWAW has a 1.24% expense ratio, which is higher than BNO's 0.90% expense ratio.


Dividends

DWAW vs. BNO - Dividend Comparison

DWAW's dividend yield for the trailing twelve months is around 0.65%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DWAW
AdvisorShares Dorsey Wright FSM All Cap World ETF
0.65%0.76%0.00%1.70%0.53%1.45%0.16%

Frequently Asked Questions


DWAW and BNO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (15.03%) compared to DWAW (5.45%). In terms of maximum drawdown, DWAW dropped -31.55% vs BNO's -87.06%.

On 5-year performance, BNO leads with 23.77% vs 7.39% for DWAW. On fees, BNO is cheaper at 0.90% per year. On volatility, DWAW has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 23.77% return vs 7.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNO is cheaper with a 0.90% expense ratio, compared with 1.24% for DWAW.

DWAW has the higher dividend yield at 0.65%, compared with 0.00% for BNO.

DWAW is categorized as Large Cap Growth Equities, while BNO is Oil & Gas. They also come from different issuers: AdvisorShares and Concierge Technologies. Their fees differ too: 1.24% for DWAW and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.17 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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