PortfoliosLab logo
DWAW vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DWAW and BSJO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DWAW vs. BSJO - 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 Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


DWAW

YTD

1.07%

1M

6.99%

6M

-3.53%

1Y

9.44%

3Y*

8.10%

5Y*

9.37%

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DWAW vs. BSJO - Expense Ratio Comparison

DWAW has a 1.24% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DWAW vs. BSJO — Risk-Adjusted Performance Rank

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

DWAW
The Risk-Adjusted Performance Rank of DWAW is 3434
Overall Rank
The Sharpe Ratio Rank of DWAW is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DWAW is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DWAW is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DWAW is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DWAW is 3232
Martin Ratio Rank

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DWAW vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DWAW vs. BSJO - Dividend Comparison

Neither DWAW nor BSJO has paid dividends to shareholders.


TTM202420232022202120202019201820172016
DWAW
AdvisorShares Dorsey Wright FSM All Cap World ETF
0.00%0.00%1.70%0.53%1.45%0.16%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
2.85%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

DWAW vs. BSJO - Drawdown Comparison


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DWAW vs. BSJO - Volatility Comparison


Loading data...