DWUS vs. GAA
Compare and contrast key facts about AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and Cambria Global Asset Allocation ETF (GAA).
DWUS and GAA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWUS is an actively managed fund by AdvisorShares. It was launched on Dec 26, 2019. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.
Performance
DWUS vs. GAA - Performance Comparison
Loading graphics...
DWUS vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DWUS AdvisorShares Dorsey Wright FSM US Core ETF | -5.24% | 12.75% | 20.26% | 20.62% | -17.89% | 20.21% | 35.99% | -0.10% |
GAA Cambria Global Asset Allocation ETF | 4.83% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 9.11% | -0.64% |
Returns By Period
In the year-to-date period, DWUS achieves a -5.24% return, which is significantly lower than GAA's 4.83% return.
DWUS
- 1D
- 0.89%
- 1M
- -5.46%
- YTD
- -5.24%
- 6M
- -5.54%
- 1Y
- 9.65%
- 3Y*
- 15.43%
- 5Y*
- 8.34%
- 10Y*
- —
GAA
- 1D
- 0.91%
- 1M
- -2.65%
- YTD
- 4.83%
- 6M
- 8.44%
- 1Y
- 20.85%
- 3Y*
- 12.32%
- 5Y*
- 6.47%
- 10Y*
- 7.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DWUS vs. GAA - Expense Ratio Comparison
DWUS has a 1.17% expense ratio, which is higher than GAA's 0.41% expense ratio.
Return for Risk
DWUS vs. GAA — Risk / Return Rank
DWUS
GAA
DWUS vs. GAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and Cambria Global Asset Allocation ETF (GAA). 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.
| DWUS | GAA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 2.03 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.70 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.87 | -1.99 |
Martin ratioReturn relative to average drawdown | 3.07 | 11.69 | -8.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DWUS | GAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 2.03 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.58 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.61 | -0.04 |
Correlation
The correlation between DWUS and GAA is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DWUS vs. GAA - Dividend Comparison
DWUS's dividend yield for the trailing twelve months is around 0.03%, less than GAA's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAA Cambria Global Asset Allocation ETF | 3.74% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Drawdowns
DWUS vs. GAA - Drawdown Comparison
The maximum DWUS drawdown since its inception was -30.47%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for DWUS and GAA.
Loading graphics...
Drawdown Indicators
| DWUS | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -26.57% | -3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -7.18% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | -18.47% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.57% | — |
Current DrawdownCurrent decline from peak | -8.43% | -3.40% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -3.90% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 1.76% | +1.66% |
Volatility
DWUS vs. GAA - Volatility Comparison
AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 5.90% compared to Cambria Global Asset Allocation ETF (GAA) at 3.81%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DWUS | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 3.81% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 7.24% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.30% | 10.34% | +9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 11.27% | +7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 11.05% | +10.96% |