DWUS vs. NTSE
Compare and contrast key facts about AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and WisdomTree Emerging Markets Efficient Core Fund (NTSE).
DWUS and NTSE 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. NTSE is an actively managed fund by WisdomTree. It was launched on May 20, 2021.
Performance
DWUS vs. NTSE - Performance Comparison
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DWUS vs. NTSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DWUS AdvisorShares Dorsey Wright FSM US Core ETF | -5.24% | 12.75% | 20.26% | 20.62% | -17.89% | 15.74% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 5.87% | 36.29% | 4.42% | 9.47% | -26.31% | -5.66% |
Returns By Period
In the year-to-date period, DWUS achieves a -5.24% return, which is significantly lower than NTSE's 5.87% return.
DWUS
- 1D
- 0.89%
- 1M
- -5.46%
- YTD
- -5.24%
- 6M
- -5.54%
- 1Y
- 9.65%
- 3Y*
- 15.43%
- 5Y*
- 8.34%
- 10Y*
- —
NTSE
- 1D
- 0.27%
- 1M
- -8.42%
- YTD
- 5.87%
- 6M
- 10.53%
- 1Y
- 37.29%
- 3Y*
- 15.87%
- 5Y*
- —
- 10Y*
- —
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DWUS vs. NTSE - Expense Ratio Comparison
DWUS has a 1.17% expense ratio, which is higher than NTSE's 0.38% expense ratio.
Return for Risk
DWUS vs. NTSE — Risk / Return Rank
DWUS
NTSE
DWUS vs. NTSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and WisdomTree Emerging Markets Efficient Core Fund (NTSE). 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 | NTSE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.84 | -1.36 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.48 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.64 | -1.76 |
Martin ratioReturn relative to average drawdown | 3.07 | 10.21 | -7.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWUS | NTSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.84 | -1.36 |
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 | 0.15 | +0.41 |
Correlation
The correlation between DWUS and NTSE is 0.57, 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. NTSE - Dividend Comparison
DWUS's dividend yield for the trailing twelve months is around 0.03%, less than NTSE's 3.13% 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% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 3.13% | 3.35% | 3.23% | 2.44% | 3.22% | 2.10% | 0.00% |
Drawdowns
DWUS vs. NTSE - Drawdown Comparison
The maximum DWUS drawdown since its inception was -30.47%, smaller than the maximum NTSE drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for DWUS and NTSE.
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Drawdown Indicators
| DWUS | NTSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -42.84% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -14.20% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | — | — |
Current DrawdownCurrent decline from peak | -8.43% | -10.58% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -20.34% | +13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.66% | -0.24% |
Volatility
DWUS vs. NTSE - Volatility Comparison
The current volatility for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) is 5.90%, while WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a volatility of 9.82%. This indicates that DWUS experiences smaller price fluctuations and is considered to be less risky than NTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWUS | NTSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 9.82% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 15.30% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.30% | 20.34% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 18.75% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 18.75% | +3.26% |