DWUS vs. HIDE

Last updated Apr 2, 2026

Compare and contrast key facts about AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and Alpha Architect High Inflation And Deflation ETF (HIDE).

DWUS and HIDE 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. HIDE is an actively managed fund by Alpha Architect. It was launched on Nov 16, 2022.

Performance

DWUS vs. HIDE - Performance Comparison

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

DWUS vs. HIDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DWUS AdvisorShares Dorsey Wright FSM US Core ETF	-5.24%	12.75%	20.26%	20.62%	0.99%
HIDE Alpha Architect High Inflation And Deflation ETF	5.61%	5.32%	-0.85%	2.46%	-0.03%

Returns By Period

In the year-to-date period, DWUS achieves a -5.24% return, which is significantly lower than HIDE's 5.61% return.

DWUS

• 1D: 0.89%
• 1M: -5.46%
• YTD: -5.24%
• 6M: -5.54%
• 1Y: 9.65%
• 3Y*: 15.43%
• 5Y*: 8.34%
• 10Y*: —

HIDE

• 1D: -0.02%
• 1M: -0.03%
• YTD: 5.61%
• 6M: 6.74%
• 1Y: 8.63%
• 3Y*: 4.05%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DWUS vs. HIDE - Expense Ratio Comparison

DWUS has a 1.17% expense ratio, which is higher than HIDE's 0.29% expense ratio.

DWUS

AdvisorShares Dorsey Wright FSM US Core ETF

HIDE

Alpha Architect High Inflation And Deflation ETF

Return for Risk

DWUS vs. HIDE — Risk / Return Rank

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

DWUS

DWUS Risk / Return Rank: 28
DWUS Sharpe Ratio Rank: 25
DWUS Sortino Ratio Rank: 25
DWUS Omega Ratio Rank: 26
DWUS Calmar Ratio Rank: 33
DWUS Martin Ratio Rank: 33

HIDE

HIDE Risk / Return Rank: 81
HIDE Sharpe Ratio Rank: 82
HIDE Sortino Ratio Rank: 83
HIDE Omega Ratio Rank: 82
HIDE Calmar Ratio Rank: 76
HIDE Martin Ratio Rank: 82

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.

DWUS vs. HIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and Alpha Architect High Inflation And Deflation ETF (HIDE). 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	HIDE	Difference
Sharpe ratio Return per unit of total volatility	0.48	1.65	-1.17
Sortino ratio Return per unit of downside risk	0.80	2.27	-1.47
Omega ratio Gain probability vs. loss probability	1.11	1.33	-0.22
Calmar ratio Return relative to maximum drawdown	0.88	2.19	-1.31
Martin ratio Return relative to average drawdown	3.07	9.86	-6.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DWUS vs. HIDE - Sharpe Ratio Comparison

The current DWUS Sharpe Ratio is 0.48, which is lower than the HIDE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DWUS and HIDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DWUS	HIDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	1.65	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.88	-0.31

Correlation

The correlation between DWUS and HIDE is 0.23, 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.

Dividends

DWUS vs. HIDE - Dividend Comparison

DWUS's dividend yield for the trailing twelve months is around 0.03%, less than HIDE's 3.00% yield.

	TTM	2025	2024	2023	2022	2021	2020
DWUS AdvisorShares Dorsey Wright FSM US Core ETF	0.03%	0.03%	0.18%	0.29%	0.89%	0.35%	0.08%
HIDE Alpha Architect High Inflation And Deflation ETF	3.00%	3.16%	2.86%	3.90%	6.25%	0.00%	0.00%

Drawdowns

DWUS vs. HIDE - Drawdown Comparison

The maximum DWUS drawdown since its inception was -30.47%, which is greater than HIDE's maximum drawdown of -5.15%. Use the drawdown chart below to compare losses from any high point for DWUS and HIDE.

Drawdown Indicators

	DWUS	HIDE	Difference
Max Drawdown Largest peak-to-trough decline	-30.47%	-5.15%	-25.32%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-3.94%	-8.04%
Max Drawdown (5Y) Largest decline over 5 years	-26.45%	—	—
Current Drawdown Current decline from peak	-8.43%	-0.95%	-7.48%
Average Drawdown Average peak-to-trough decline	-7.00%	-0.96%	-6.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	0.87%	+2.55%

Volatility

DWUS vs. HIDE - Volatility Comparison

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 5.90% compared to Alpha Architect High Inflation And Deflation ETF (HIDE) at 1.90%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than HIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DWUS	HIDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	1.90%	+4.00%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	3.71%	+9.04%
Volatility (1Y) Calculated over the trailing 1-year period	20.30%	5.26%	+15.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	4.23%	+14.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	4.23%	+17.78%