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DWSH vs. TRBUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DWSH and TRBUX is 0.03, 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.


Performance

DWSH vs. TRBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright Short ETF (DWSH) and T. Rowe Price Ultra Short-Term Bond Fund (TRBUX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%December2025FebruaryMarchAprilMay
-62.07%
22.54%
DWSH
TRBUX

Key characteristics

Sharpe Ratio

DWSH:

0.71

TRBUX:

3.26

Sortino Ratio

DWSH:

1.15

TRBUX:

8.12

Omega Ratio

DWSH:

1.16

TRBUX:

3.57

Calmar Ratio

DWSH:

0.22

TRBUX:

13.11

Martin Ratio

DWSH:

3.90

TRBUX:

45.83

Ulcer Index

DWSH:

4.53%

TRBUX:

0.11%

Daily Std Dev

DWSH:

24.91%

TRBUX:

1.60%

Max Drawdown

DWSH:

-82.33%

TRBUX:

-4.15%

Current Drawdown

DWSH:

-78.05%

TRBUX:

-0.20%

Returns By Period

In the year-to-date period, DWSH achieves a 15.08% return, which is significantly higher than TRBUX's 1.00% return.


DWSH

YTD

15.08%

1M

-10.05%

6M

20.59%

1Y

17.62%

5Y*

-17.60%

10Y*

N/A

TRBUX

YTD

1.00%

1M

0.00%

6M

1.85%

1Y

5.17%

5Y*

3.25%

10Y*

2.58%

*Annualized

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DWSH vs. TRBUX - Expense Ratio Comparison

DWSH has a 3.67% expense ratio, which is higher than TRBUX's 0.31% expense ratio.


Risk-Adjusted Performance

DWSH vs. TRBUX — Risk-Adjusted Performance Rank

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

DWSH
The Risk-Adjusted Performance Rank of DWSH is 6767
Overall Rank
The Sharpe Ratio Rank of DWSH is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DWSH is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DWSH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DWSH is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DWSH is 8181
Martin Ratio Rank

TRBUX
The Risk-Adjusted Performance Rank of TRBUX is 9999
Overall Rank
The Sharpe Ratio Rank of TRBUX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBUX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of TRBUX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of TRBUX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of TRBUX 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.

DWSH vs. TRBUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright Short ETF (DWSH) and T. Rowe Price Ultra Short-Term Bond Fund (TRBUX). 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.


The current DWSH Sharpe Ratio is 0.71, which is lower than the TRBUX Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of DWSH and TRBUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.71
3.26
DWSH
TRBUX

Dividends

DWSH vs. TRBUX - Dividend Comparison

DWSH's dividend yield for the trailing twelve months is around 5.36%, more than TRBUX's 4.64% yield.


TTM20242023202220212020201920182017201620152014
DWSH
AdvisorShares Dorsey Wright Short ETF
5.36%6.17%10.28%0.00%0.00%0.00%0.14%0.12%0.00%0.00%0.00%0.00%
TRBUX
T. Rowe Price Ultra Short-Term Bond Fund
4.64%5.06%4.02%1.97%1.11%1.83%2.72%2.58%1.88%1.20%0.80%0.42%

Drawdowns

DWSH vs. TRBUX - Drawdown Comparison

The maximum DWSH drawdown since its inception was -82.33%, which is greater than TRBUX's maximum drawdown of -4.15%. Use the drawdown chart below to compare losses from any high point for DWSH and TRBUX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-78.05%
-0.20%
DWSH
TRBUX

Volatility

DWSH vs. TRBUX - Volatility Comparison

AdvisorShares Dorsey Wright Short ETF (DWSH) has a higher volatility of 14.45% compared to T. Rowe Price Ultra Short-Term Bond Fund (TRBUX) at 0.41%. This indicates that DWSH's price experiences larger fluctuations and is considered to be riskier than TRBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.45%
0.41%
DWSH
TRBUX