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

Correlation

The correlation between DWAW and BSJO is 0.56, 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.


-0.50.00.51.00.6

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.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.96%
1.59%
DWAW
BSJO

Key characteristics

Returns By Period


DWAW

YTD

5.54%

1M

2.63%

6M

10.96%

1Y

20.62%

5Y*

10.53%

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DWAW vs. BSJO - Expense Ratio Comparison

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


DWAW
AdvisorShares Dorsey Wright FSM All Cap World ETF
Expense ratio chart for DWAW: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for BSJO: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

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 4444
Overall Rank
The Sharpe Ratio Rank of DWAW is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DWAW is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DWAW is 4444
Omega Ratio Rank
The Calmar Ratio Rank of DWAW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of DWAW is 4444
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.


Sharpe ratio
The chart of Sharpe ratio for DWAW, currently valued at 1.12, compared to the broader market0.002.004.001.125.74
The chart of Sortino ratio for DWAW, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.0012.001.5611.35
The chart of Omega ratio for DWAW, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.212.89
The chart of Calmar ratio for DWAW, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.3026.63
The chart of Martin ratio for DWAW, currently valued at 4.51, compared to the broader market0.0020.0040.0060.0080.00100.004.51115.38
DWAW
BSJO


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.12
5.74
DWAW
BSJO

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
4.37%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

DWAW vs. BSJO - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.34%
0
DWAW
BSJO

Volatility

DWAW vs. BSJO - Volatility Comparison

AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) has a higher volatility of 3.24% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.00%. This indicates that DWAW's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.24%
0
DWAW
BSJO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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