DWUS vs. QPX

In the year-to-date period, DWUS achieves a 2.08% return, which is significantly higher than QPX's 1.91% return.

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DWUS has a 1.17% expense ratio, which is lower than QPX's 1.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and AdvisorShares Q Dynamic Growth ETF (QPX). 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 DWUS Sharpe Ratio is 0.56, which is comparable to the QPX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DWUS and QPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DWUS's dividend yield for the trailing twelve months is around 0.18%, while QPX has not paid dividends to shareholders.

The maximum DWUS drawdown since its inception was -30.47%, smaller than the maximum QPX drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for DWUS and QPX. For additional features, visit the drawdowns tool.

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 5.78% compared to AdvisorShares Q Dynamic Growth ETF (QPX) at 4.99%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.