DWUS vs. SPY
Compare and contrast key facts about AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and SPDR S&P 500 ETF (SPY).
DWUS and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWUS or SPY.
Key characteristics
| DWUS | SPY | |
|---|---|---|
| YTD Return | 22.64% | 26.83% |
| 1Y Return | 30.19% | 34.88% |
| 3Y Return (Ann) | 7.21% | 10.16% |
| Sharpe Ratio | 1.95 | 3.08 |
| Sortino Ratio | 2.63 | 4.10 |
| Omega Ratio | 1.35 | 1.58 |
| Calmar Ratio | 2.44 | 4.46 |
| Martin Ratio | 8.48 | 20.22 |
| Ulcer Index | 3.91% | 1.85% |
| Daily Std Dev | 17.00% | 12.18% |
| Max Drawdown | -30.47% | -55.19% |
| Current Drawdown | -0.64% | -0.26% |
Correlation
The correlation between DWUS and SPY is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DWUS vs. SPY - Performance Comparison
In the year-to-date period, DWUS achieves a 22.64% return, which is significantly lower than SPY's 26.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DWUS vs. SPY - Expense Ratio Comparison
DWUS has a 1.17% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
DWUS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DWUS vs. SPY - Dividend Comparison
DWUS's dividend yield for the trailing twelve months is around 0.24%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUS AdvisorShares Dorsey Wright FSM US Core ETF | 0.24% | 0.29% | 0.89% | 0.35% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DWUS vs. SPY - Drawdown Comparison
The maximum DWUS drawdown since its inception was -30.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DWUS and SPY. For additional features, visit the drawdowns tool.
Volatility
DWUS vs. SPY - Volatility Comparison
AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and SPDR S&P 500 ETF (SPY) have volatilities of 3.95% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.