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DWSH vs. EMTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWSH vs. EMTY - Performance Comparison

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

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Returns By Period

In the year-to-date period, DWSH achieves a 0.85% return, which is significantly lower than EMTY's 1.09% return.


DWSH

1D
2.36%
1M
0.62%
YTD
0.85%
6M
1.07%
1Y
-10.40%
3Y*
-4.14%
5Y*
-1.61%
10Y*

EMTY

1D
-0.32%
1M
1.81%
YTD
1.09%
6M
3.80%
1Y
1.60%
3Y*
-4.69%
5Y*
-2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWSH vs. EMTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWSH
AdvisorShares Dorsey Wright Short ETF
0.85%-2.57%5.98%-22.04%17.45%-25.74%-49.95%-25.27%22.28%
EMTY
ProShares Decline of the Retail Store ETF
1.09%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%16.13%

Correlation

The correlation between DWSH and EMTY is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2018

0.72

The correlation between DWSH and EMTY shifts across timeframes, from 0.59 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DWSH vs. EMTY — Risk / Return Rank

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

DWSH
DWSH Risk / Return Rank: 44
Overall Rank
DWSH Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DWSH Sortino Ratio Rank: 55
Sortino Ratio Rank
DWSH Omega Ratio Rank: 44
Omega Ratio Rank
DWSH Calmar Ratio Rank: 44
Calmar Ratio Rank
DWSH Martin Ratio Rank: 55
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 99
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
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. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright Short ETF (DWSH) and ProShares Decline of the Retail Store ETF (EMTY). 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.


DWSHEMTYDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

0.93

1.03

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.58

0.11

-0.69

Martin ratioReturn relative to average drawdown

-0.88

0.20

-1.08

DWSH vs. EMTY - Sharpe Ratio Comparison

The current DWSH Sharpe Ratio is -0.50, which is lower than the EMTY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DWSH and EMTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DWSHEMTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

0.09

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.13

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.43

0.00

Drawdowns

DWSH vs. EMTY - Drawdown Comparison

The maximum DWSH drawdown since its inception was -82.73%, which is greater than EMTY's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for DWSH and EMTY.


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Drawdown Indicators


DWSHEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-82.73%

-77.62%

-5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-14.00%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.23%

-30.83%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-30.83%

-2.04%

Current Drawdown

Current decline from peak

-81.25%

-74.77%

-6.48%

Average Drawdown

Average peak-to-trough decline

-63.61%

-54.01%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

8.11%

+3.71%

Volatility

DWSH vs. EMTY - Volatility Comparison

AdvisorShares Dorsey Wright Short ETF (DWSH) and ProShares Decline of the Retail Store ETF (EMTY) have volatilities of 6.08% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWSHEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.00%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

12.40%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

21.19%

17.71%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

22.36%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.22%

25.67%

+5.55%

DWSH vs. EMTY - Expense Ratio Comparison

DWSH has a 3.67% expense ratio, which is higher than EMTY's 0.66% expense ratio.


Dividends

DWSH vs. EMTY - Dividend Comparison

DWSH's dividend yield for the trailing twelve months is around 6.26%, more than EMTY's 3.45% yield.


PositionTTM202520242023202220212020201920182017
DWSH
AdvisorShares Dorsey Wright Short ETF
6.26%6.31%6.17%10.28%0.00%0.00%0.00%0.14%0.12%0.00%
EMTY
ProShares Decline of the Retail Store ETF
3.45%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%

Frequently Asked Questions


DWSH and EMTY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWSH has higher volatility (6.08%) compared to EMTY (6.00%). In terms of maximum drawdown, DWSH dropped -82.73% vs EMTY's -77.62%.

On 5-year performance, DWSH leads with -1.61% vs -2.87% for EMTY. On fees, EMTY is cheaper at 0.66% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DWSH has performed better with a -1.61% return vs -2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 3.67% for DWSH.

DWSH has the higher dividend yield at 6.26%, compared with 3.45% for EMTY.

They also come from different issuers: AdvisorShares and ProShares. Their fees differ too: 3.67% for DWSH and 0.66% for EMTY.

EMTY currently has the higher Sharpe Ratio (0.09 vs -0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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