DWAW vs. ITOT
Compare and contrast key facts about AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
DWAW and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWAW is an actively managed fund by AdvisorShares. It was launched on Dec 26, 2019. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
DWAW vs. ITOT - Performance Comparison
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DWAW vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF | -1.65% | 10.85% | 18.48% | 11.18% | -17.80% | 3.49% | 48.87% | -0.38% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | -0.29% |
Returns By Period
In the year-to-date period, DWAW achieves a -1.65% return, which is significantly higher than ITOT's -3.31% return.
DWAW
- 1D
- 1.23%
- 1M
- -5.87%
- YTD
- -1.65%
- 6M
- -0.29%
- 1Y
- 17.17%
- 3Y*
- 12.68%
- 5Y*
- 4.04%
- 10Y*
- —
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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DWAW vs. ITOT - Expense Ratio Comparison
DWAW has a 1.24% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
DWAW vs. ITOT — Risk / Return Rank
DWAW
ITOT
DWAW vs. ITOT - 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 iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| DWAW | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.00 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.52 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.53 | -0.17 |
Martin ratioReturn relative to average drawdown | 5.57 | 7.25 | -1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWAW | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.00 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.61 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.54 | -0.09 |
Correlation
The correlation between DWAW and ITOT is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DWAW vs. ITOT - Dividend Comparison
DWAW's dividend yield for the trailing twelve months is around 0.78%, less than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF | 0.78% | 0.76% | 0.00% | 1.70% | 0.53% | 1.45% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
DWAW vs. ITOT - Drawdown Comparison
The maximum DWAW drawdown since its inception was -31.55%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DWAW and ITOT.
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Drawdown Indicators
| DWAW | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.55% | -55.20% | +23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -12.34% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -25.36% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -7.34% | -5.51% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -7.02% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.61% | +0.68% |
Volatility
DWAW vs. ITOT - Volatility Comparison
AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) has a higher volatility of 7.61% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that DWAW's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWAW | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 5.49% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 9.78% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 18.68% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 17.36% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.50% | 18.25% | +4.25% |