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DWAW vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


DWAW

1D
0.87%
1M
4.77%
YTD
17.54%
6M
17.21%
1Y
30.17%
3Y*
19.97%
5Y*
8.36%
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWAW vs. BSJO - Yearly Performance Comparison


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Return for Risk

DWAW vs. BSJO — Risk / Return Rank

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

DWAW
DWAW Risk / Return Rank: 5656
Overall Rank
DWAW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DWAW Sortino Ratio Rank: 5454
Sortino Ratio Rank
DWAW Omega Ratio Rank: 5656
Omega Ratio Rank
DWAW Calmar Ratio Rank: 5555
Calmar Ratio Rank
DWAW Martin Ratio Rank: 6060
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. BSJO - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DWAWBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.62

Martin ratioReturn relative to average drawdown

10.44

DWAW vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

DWAW vs. BSJO - Drawdown Comparison

The maximum DWAW drawdown since its inception was -31.55%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DWAW and BSJO.


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Drawdown Indicators


DWAWBSJODifference

Max Drawdown

Largest peak-to-trough decline

-31.55%

0.00%

-31.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.43%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.91%

0.00%

-10.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

DWAW vs. BSJO - Volatility Comparison


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Volatility by Period


DWAWBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

0.00%

+16.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

0.00%

+19.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.55%

0.00%

+24.55%

DWAW vs. BSJO - Expense Ratio Comparison

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


Dividends

DWAW vs. BSJO - Dividend Comparison

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


PositionTTM202520242023202220212020
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
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


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 1.24% for DWAW.

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

DWAW is categorized as Large Cap Growth Equities, while BSJO is High Yield Bonds. They also come from different issuers: AdvisorShares and Invesco. Their fees differ too: 1.24% for DWAW and 0.42% for BSJO.

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