DWUS vs. TUGN

Last updated Jun 24, 2026

DWUS (AdvisorShares Dorsey Wright FSM US Core ETF) and TUGN (STF Tactical Growth & Income ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, DWUS returned 19.90%/yr vs 20.91%/yr for TUGN. Their correlation of 0.81 suggests significant overlap in exposure. DWUS charges 1.17%/yr vs 0.65%/yr for TUGN.

Performance

DWUS vs. TUGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and STF Tactical Growth & Income ETF (TUGN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DWUS achieves a 13.47% return, which is significantly lower than TUGN's 15.79% return.

DWUS

• 1D: -3.80%
• 1M: 2.52%
• YTD: 13.47%
• 6M: 11.91%
• 1Y: 22.83%
• 3Y*: 19.90%
• 5Y*: 11.23%
• 10Y*: —

TUGN

• 1D: -1.93%
• 1M: 0.55%
• YTD: 15.79%
• 6M: 14.77%
• 1Y: 31.29%
• 3Y*: 20.91%
• 5Y*: —
• 10Y*: —

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

DWUS vs. TUGN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DWUS AdvisorShares Dorsey Wright FSM US Core ETF	13.47%	12.75%	20.26%	20.62%	1.17%
TUGN STF Tactical Growth & Income ETF	15.79%	19.11%	18.44%	34.84%	-18.78%

Correlation

The correlation between DWUS and TUGN is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.81

The correlation between DWUS and TUGN has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Return for Risk

DWUS vs. TUGN — Risk / Return Rank

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

DWUS

DWUS Risk / Return Rank: 39
DWUS Sharpe Ratio Rank: 38
DWUS Sortino Ratio Rank: 35
DWUS Omega Ratio Rank: 38
DWUS Calmar Ratio Rank: 40
DWUS Martin Ratio Rank: 45

TUGN

TUGN Risk / Return Rank: 55
TUGN Sharpe Ratio Rank: 59
TUGN Sortino Ratio Rank: 55
TUGN Omega Ratio Rank: 59
TUGN Calmar Ratio Rank: 52
TUGN Martin Ratio Rank: 51

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. TUGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and STF Tactical Growth & Income ETF (TUGN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DWUS	TUGN	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.87	-0.60
Sortino ratio: Return per unit of downside risk	1.76	2.48	-0.72
Omega ratio: Gain probability vs. loss probability	1.24	1.34	-0.10
Calmar ratio: Return relative to maximum drawdown	1.91	2.43	-0.51
Martin ratio: Return relative to average drawdown	7.03	8.24	-1.22

DWUS vs. TUGN - Sharpe Ratio Comparison

The current DWUS Sharpe Ratio is 1.28, which is lower than the TUGN Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DWUS and TUGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DWUS vs. TUGN - Drawdown Comparison

The maximum DWUS drawdown since its inception was -30.47%, which is greater than TUGN's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for DWUS and TUGN.

Drawdown Indicators

	DWUS	TUGN	Difference
Max Drawdown Largest peak-to-trough decline	-30.47%	-23.45%	-7.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-12.96%	+0.98%
Max Drawdown (3Y) Largest decline over 3 years	-19.63%	-21.60%	+1.97%
Max Drawdown (5Y) Largest decline over 5 years	-26.45%	—	—
Current Drawdown Current decline from peak	-3.80%	-3.27%	-0.53%
Average Drawdown Average peak-to-trough decline	-6.82%	-6.38%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	3.80%	-0.54%

Volatility

DWUS vs. TUGN - Volatility Comparison

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 10.06% compared to STF Tactical Growth & Income ETF (TUGN) at 8.01%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DWUS	TUGN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.06%	8.01%	+2.05%
Volatility (6M) Calculated over the trailing 6-month period	15.22%	13.65%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	18.02%	16.81%	+1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.14%	17.32%	+1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.41%	17.32%	+5.09%

DWUS vs. TUGN - Expense Ratio Comparison

DWUS has a 1.17% expense ratio, which is higher than TUGN's 0.65% expense ratio.

Dividends

DWUS vs. TUGN - Dividend Comparison

DWUS's dividend yield for the trailing twelve months is around 0.03%, less than TUGN's 10.82% yield.

Position	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%
TUGN STF Tactical Growth & Income ETF	10.82%	11.50%	11.84%	10.83%	7.58%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DWUS and TUGN in my portfolio?

DWUS and TUGN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DWUS or TUGN?

DWUS has higher volatility (10.06%) compared to TUGN (8.01%). In terms of maximum drawdown, DWUS dropped -30.47% vs TUGN's -23.45%.

Which ETF is better, DWUS or TUGN?

On 3-year performance, TUGN leads with 20.91% vs 19.90% for DWUS. On fees, TUGN is cheaper at 0.65% per year. On volatility, TUGN has been the lower-risk option at 8.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DWUS or TUGN?

Over the 3-year period, TUGN has performed better with a 20.91% return vs 19.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DWUS or TUGN?

TUGN is cheaper with a 0.65% expense ratio, compared with 1.17% for DWUS.

Which ETF pays a higher dividend yield, DWUS or TUGN?

TUGN has the higher dividend yield at 10.82%, compared with 0.03% for DWUS.

What is the main difference between DWUS and TUGN?

They also come from different issuers: AdvisorShares and STF. Their fees differ too: 1.17% for DWUS and 0.65% for TUGN.

Which has better risk-adjusted returns?

TUGN currently has the higher Sharpe Ratio (1.87 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.