DWAW vs. MSOS
Compare and contrast key facts about AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) and AdvisorShares Pure US Cannabis ETF (MSOS).
DWAW and MSOS 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. MSOS is an actively managed fund by AdvisorShares. It was launched on Sep 1, 2020.
Performance
DWAW vs. MSOS - Performance Comparison
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DWAW vs. MSOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF | -2.84% | 10.85% | 18.48% | 11.18% | -17.80% | 3.49% | 12.14% |
MSOS AdvisorShares Pure US Cannabis ETF | -24.79% | 23.88% | -45.65% | 0.29% | -72.68% | -29.69% | 47.95% |
Returns By Period
In the year-to-date period, DWAW achieves a -2.84% return, which is significantly higher than MSOS's -24.79% return.
DWAW
- 1D
- 3.53%
- 1M
- -7.73%
- YTD
- -2.84%
- 6M
- -1.46%
- 1Y
- 16.88%
- 3Y*
- 12.22%
- 5Y*
- 3.78%
- 10Y*
- —
MSOS
- 1D
- 12.70%
- 1M
- -8.51%
- YTD
- -24.79%
- 6M
- -25.89%
- 1Y
- 36.02%
- 3Y*
- -14.55%
- 5Y*
- -39.20%
- 10Y*
- —
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DWAW vs. MSOS - Expense Ratio Comparison
DWAW has a 1.24% expense ratio, which is higher than MSOS's 0.74% expense ratio.
Return for Risk
DWAW vs. MSOS — Risk / Return Rank
DWAW
MSOS
DWAW vs. MSOS - 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 AdvisorShares Pure US Cannabis ETF (MSOS). 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 | MSOS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.33 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.42 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.66 | +0.61 |
Martin ratioReturn relative to average drawdown | 5.24 | 1.32 | +3.92 |
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 | MSOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.33 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.52 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.40 | +0.84 |
Correlation
The correlation between DWAW and MSOS is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DWAW vs. MSOS - Dividend Comparison
DWAW's dividend yield for the trailing twelve months is around 0.78%, while MSOS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DWAW AdvisorShares Dorsey Wright FSM All Cap World ETF | 0.78% | 0.76% | 0.00% | 1.70% | 0.53% | 1.45% | 0.16% |
MSOS AdvisorShares Pure US Cannabis ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.27% | 0.00% |
Drawdowns
DWAW vs. MSOS - Drawdown Comparison
The maximum DWAW drawdown since its inception was -31.55%, smaller than the maximum MSOS drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for DWAW and MSOS.
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Drawdown Indicators
| DWAW | MSOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.55% | -96.25% | +64.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -52.91% | +39.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -95.26% | +66.83% |
Current DrawdownCurrent decline from peak | -8.47% | -93.53% | +85.06% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -71.08% | +59.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 26.44% | -23.18% |
Volatility
DWAW vs. MSOS - Volatility Comparison
The current volatility for AdvisorShares Dorsey Wright FSM All Cap World ETF (DWAW) is 7.99%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 22.69%. This indicates that DWAW experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWAW | MSOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 22.69% | -14.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 79.95% | -67.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 109.99% | -88.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 75.80% | -56.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.50% | 73.16% | -50.66% |