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DWSH vs. AADR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWSH vs. AADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright Short ETF (DWSH) and AdvisorShares Dorsey Wright ADR ETF (AADR). The values are adjusted to include any dividend payments, if applicable.

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DWSH vs. AADR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWSH
AdvisorShares Dorsey Wright Short ETF
1.79%-2.57%5.98%-22.04%17.45%-25.74%-49.95%-25.27%22.28%
AADR
AdvisorShares Dorsey Wright ADR ETF
-5.30%25.63%24.58%18.67%-22.93%6.48%13.13%35.35%-24.85%

Returns By Period

In the year-to-date period, DWSH achieves a 1.79% return, which is significantly higher than AADR's -5.30% return.


DWSH

1D
-1.75%
1M
6.00%
YTD
1.79%
6M
1.48%
1Y
-7.29%
3Y*
-3.43%
5Y*
-2.35%
10Y*

AADR

1D
4.25%
1M
-13.57%
YTD
-5.30%
6M
-5.74%
1Y
10.34%
3Y*
20.70%
5Y*
6.71%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWSH vs. AADR - Expense Ratio Comparison

DWSH has a 3.67% expense ratio, which is higher than AADR's 1.10% expense ratio.


Return for Risk

DWSH vs. AADR — Risk / Return Rank

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

DWSH
DWSH Risk / Return Rank: 88
Overall Rank
DWSH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DWSH Sortino Ratio Rank: 77
Sortino Ratio Rank
DWSH Omega Ratio Rank: 77
Omega Ratio Rank
DWSH Calmar Ratio Rank: 88
Calmar Ratio Rank
DWSH Martin Ratio Rank: 99
Martin Ratio Rank

AADR
AADR Risk / Return Rank: 2626
Overall Rank
AADR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2727
Sortino Ratio Rank
AADR Omega Ratio Rank: 2626
Omega Ratio Rank
AADR Calmar Ratio Rank: 2424
Calmar Ratio Rank
AADR Martin Ratio Rank: 2626
Martin Ratio Rank
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.

DWSH vs. AADR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright Short ETF (DWSH) and AdvisorShares Dorsey Wright ADR ETF (AADR). 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.


DWSHAADRDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.41

-0.67

Sortino ratio

Return per unit of downside risk

-0.18

0.73

-0.91

Omega ratio

Gain probability vs. loss probability

0.98

1.10

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.22

0.50

-0.72

Martin ratio

Return relative to average drawdown

-0.30

1.86

-2.16

DWSH vs. AADR - Sharpe Ratio Comparison

The current DWSH Sharpe Ratio is -0.26, which is lower than the AADR Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DWSH and AADR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DWSHAADRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.41

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.31

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.43

-0.86

Correlation

The correlation between DWSH and AADR is -0.48. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DWSH vs. AADR - Dividend Comparison

DWSH's dividend yield for the trailing twelve months is around 6.20%, more than AADR's 0.56% yield.


TTM20252024202320222021202020192018201720162015
DWSH
AdvisorShares Dorsey Wright Short ETF
6.20%6.31%6.17%10.28%0.00%0.00%0.00%0.14%0.12%0.00%0.00%0.00%
AADR
AdvisorShares Dorsey Wright ADR ETF
0.56%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%

Drawdowns

DWSH vs. AADR - Drawdown Comparison

The maximum DWSH drawdown since its inception was -82.73%, which is greater than AADR's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for DWSH and AADR.


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Drawdown Indicators


DWSHAADRDifference

Max Drawdown

Largest peak-to-trough decline

-82.73%

-45.01%

-37.72%

Max Drawdown (1Y)

Largest decline over 1 year

-29.23%

-19.30%

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-34.80%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

Current Drawdown

Current decline from peak

-81.08%

-15.87%

-65.21%

Average Drawdown

Average peak-to-trough decline

-63.20%

-9.37%

-53.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.78%

5.15%

+16.63%

Volatility

DWSH vs. AADR - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright Short ETF (DWSH) is 5.21%, while AdvisorShares Dorsey Wright ADR ETF (AADR) has a volatility of 11.01%. This indicates that DWSH experiences smaller price fluctuations and is considered to be less risky than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWSHAADRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

11.01%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

17.34%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

25.42%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

21.68%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.43%

22.13%

+9.30%