PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DWUS vs. AADR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DWUS vs. AADR

Last updated Aug 4, 2026
Documentation

DWUS (AdvisorShares Dorsey Wright FSM US Core ETF) and AADR (AdvisorShares Dorsey Wright ADR ETF) are both exchange-traded funds - DWUS is a Diversified Portfolio fund actively managed by AdvisorShares, while AADR is a Global Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 5 years, DWUS returned 9.23%/yr vs 5.65%/yr for AADR. Their 0.65 correlation means they have sometimes moved together and sometimes differently. DWUS charges 1.17%/yr vs 1.10%/yr for AADR.

Performance

DWUS vs. AADR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DWUS achieves a 7.28% return, which is significantly higher than AADR's -3.37% return.

DWUS

1D
1.09%
1M
-3.30%
6M
4.56%
YTD
7.28%
1Y
15.12%
3Y*
16.38%
5Y*
9.23%
10Y*
—
ALL TIME*
15.42%

AADR

1D
-0.11%
1M
0.45%
6M
-10.75%
YTD
-3.37%
1Y
8.00%
3Y*
18.42%
5Y*
5.65%
10Y*
8.53%
ALL TIME*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

AADR

AdvisorShares Dorsey Wright ADR ETF
$379.26K$235.87K$195.16K

DWUS

AdvisorShares Dorsey Wright FSM US Core ETF
$27.42K$18.12K$89.52K

DWUS vs. AADR - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF		7.28%12.75%20.26%20.62%-17.89%20.21%35.99%9.39%
AADR
AdvisorShares Dorsey Wright ADR ETF		-3.37%25.63%24.58%18.67%-22.93%6.48%13.13%-0.76%

Correlation

The correlation between DWUS and AADR is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2019

0.65

The correlation between DWUS and AADR has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

DWUS vs. AADR - Sectors Allocation Comparison

Sectors
DWUS
AADR

Technology

57.0%
14.8%

Industrials

9.2%
7.7%

Communication Services

8.6%
9.2%

Consumer Cyclical

6.5%
4.5%

Energy

4.9%
8.3%

Consumer Defensive

4.8%
4.5%

Healthcare

3.6%
20.3%

Financial Services

2.5%
16.6%

Basic Materials

1.5%
11.4%

Utilities

0.9%
2.7%

Real Estate

0.6%

-

Technology

DWUS
57.0%
AADR
14.8%

Industrials

DWUS
9.2%
AADR
7.7%

Communication Services

DWUS
8.6%
AADR
9.2%

Consumer Cyclical

DWUS
6.5%
AADR
4.5%

Energy

DWUS
4.9%
AADR
8.3%

Consumer Defensive

DWUS
4.8%
AADR
4.5%

Healthcare

DWUS
3.6%
AADR
20.3%

Financial Services

DWUS
2.5%
AADR
16.6%

Basic Materials

DWUS
1.5%
AADR
11.4%

Utilities

DWUS
0.9%
AADR
2.7%

Real Estate

DWUS
0.6%
AADR

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AdvisorShares Dorsey Wright FSM US Core ETF

AdvisorShares Dorsey Wright ADR ETF

Often compared with DWUS:
DWUS vs. QPXDWUS vs. GKDWUS vs. SPYDWUS vs. IBITDWUS vs. MSOSDWUS vs. VICEDWUS vs. DWSH
Often compared with AADR:
AADR vs. VXUSAADR vs. CGIEAADR vs. BRK-BAADR vs. VOOAADR vs. SPYAADR vs. SPMOAADR vs. VT

Return for Risk

DWUS vs. AADR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DWUS
DWUS Risk / Return Rank: 3131
Overall Rank
DWUS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DWUS Sortino Ratio Rank: 2929
Sortino Ratio Rank
DWUS Omega Ratio Rank: 2929
Omega Ratio Rank
DWUS Calmar Ratio Rank: 3131
Calmar Ratio Rank
DWUS Martin Ratio Rank: 3636
Martin Ratio Rank
AADR
AADR Risk / Return Rank: 1919
Overall Rank
AADR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 1919
Sortino Ratio Rank
AADR Omega Ratio Rank: 1919
Omega Ratio Rank
AADR Calmar Ratio Rank: 1818
Calmar Ratio Rank
AADR Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DWUS vs. AADR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DWUSAADRDifference
Sharpe ratioReturn per unit of total volatility
0.74
0.36

+0.37

Sortino ratioReturn per unit of downside risk
1.11
0.66

+0.46

Omega ratioGain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratioReturn relative to maximum drawdown

1.06

0.42

+0.64

Martin ratioReturn relative to average drawdown

3.70

0.89

+2.81

DWUS vs. AADR - Sharpe Ratio Comparison

The current DWUS Sharpe Ratio is 0.74, which is higher than the AADR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of DWUS and AADR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DWUS vs. AADR - Drawdown Comparison

The maximum DWUS drawdown since its inception was -30.47%, smaller than the maximum AADR drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for DWUS and AADR.

Loading charts...

Drawdown Indicators

DWUSAADRDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-45.01%

+14.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-19.30%

+4.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.63%

-20.61%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.45%

-34.80%

+8.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.01%

—

Current Drawdown

Current decline from peak

-9.04%

-14.16%

+5.12%

Average Drawdown

Average peak-to-trough decline

-6.82%

-9.45%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

8.98%

-4.88%

Volatility

DWUS vs. AADR - Volatility Comparison

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 8.68% compared to AdvisorShares Dorsey Wright ADR ETF (AADR) at 5.72%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DWUSAADRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

5.72%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.92%

18.11%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

22.08%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

21.68%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

22.16%

+0.43%

DWUS vs. AADR - Expense Ratio Comparison

DWUS has a 1.17% expense ratio, which is higher than AADR's 1.10% expense ratio.

Dividends

DWUS vs. AADR - Dividend Comparison

DWUS's dividend yield for the trailing twelve months is around 0.03%, less than AADR's 0.84% yield.

PositionTTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF		0.84%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF		0.03%0.03%0.18%0.29%0.89%0.35%0.08%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DWUS and AADR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWUS has higher volatility (8.68%) compared to AADR (5.72%). In terms of maximum drawdown, DWUS dropped -30.47% vs AADR's -45.01%.

On 5-year performance, DWUS leads with 9.23% vs 5.65% for AADR. On fees, AADR is cheaper at 1.10% per year. On volatility, AADR has been the lower-risk option at 5.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DWUS has performed better with a 9.23% return vs 5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AADR is cheaper with a 1.10% expense ratio, compared with 1.17% for DWUS.

AADR has the higher dividend yield at 0.84%, compared with 0.03% for DWUS.

DWUS is categorized as Diversified Portfolio, while AADR is Global Equities. Their fees differ too: 1.17% for DWUS and 1.10% for AADR.

DWUS currently has the higher Sharpe Ratio (0.74 vs 0.36), 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.

Portfolio Optimizer

Find the right allocation for DWUS and AADR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer