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DWUS vs. VICE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWUS vs. VICE - Performance Comparison

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

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DWUS vs. VICE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF
-6.08%12.75%20.26%20.62%-17.89%20.21%35.99%-0.10%
VICE
AdvisorShares Vice ETF
-0.08%1.56%18.27%3.01%-18.28%8.50%22.45%-0.14%

Returns By Period

In the year-to-date period, DWUS achieves a -6.08% return, which is significantly lower than VICE's -0.08% return.


DWUS

1D
3.11%
1M
-6.05%
YTD
-6.08%
6M
-6.24%
1Y
9.52%
3Y*
15.08%
5Y*
8.15%
10Y*

VICE

1D
1.83%
1M
-2.69%
YTD
-0.08%
6M
-10.54%
1Y
1.50%
3Y*
5.53%
5Y*
-0.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWUS vs. VICE - Expense Ratio Comparison

DWUS has a 1.17% expense ratio, which is higher than VICE's 0.99% expense ratio.


Return for Risk

DWUS vs. VICE — Risk / Return Rank

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

DWUS
DWUS Risk / Return Rank: 3030
Overall Rank
DWUS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DWUS Sortino Ratio Rank: 2727
Sortino Ratio Rank
DWUS Omega Ratio Rank: 2828
Omega Ratio Rank
DWUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
DWUS Martin Ratio Rank: 3434
Martin Ratio Rank

VICE
VICE Risk / Return Rank: 1414
Overall Rank
VICE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VICE Sortino Ratio Rank: 1414
Sortino Ratio Rank
VICE Omega Ratio Rank: 1414
Omega Ratio Rank
VICE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VICE Martin Ratio Rank: 1414
Martin Ratio Rank
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. VICE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) and AdvisorShares Vice ETF (VICE). 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.


DWUSVICEDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.10

+0.37

Sortino ratio

Return per unit of downside risk

0.79

0.24

+0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.03

+0.08

Calmar ratio

Return relative to maximum drawdown

0.83

0.10

+0.73

Martin ratio

Return relative to average drawdown

2.95

0.20

+2.74

DWUS vs. VICE - Sharpe Ratio Comparison

The current DWUS Sharpe Ratio is 0.47, which is higher than the VICE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of DWUS and VICE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DWUSVICEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.10

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

-0.04

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.21

+0.34

Correlation

The correlation between DWUS and VICE is 0.64, 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. VICE - Dividend Comparison

DWUS's dividend yield for the trailing twelve months is around 0.03%, less than VICE's 0.79% yield.


TTM202520242023202220212020201920182017
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF
0.03%0.03%0.18%0.29%0.89%0.35%0.08%0.00%0.00%0.00%
VICE
AdvisorShares Vice ETF
0.79%0.79%1.46%1.69%0.96%0.99%0.00%2.47%1.72%0.17%

Drawdowns

DWUS vs. VICE - Drawdown Comparison

The maximum DWUS drawdown since its inception was -30.47%, smaller than the maximum VICE drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for DWUS and VICE.


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Drawdown Indicators


DWUSVICEDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-38.27%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-13.59%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.45%

-35.23%

+8.78%

Current Drawdown

Current decline from peak

-9.24%

-11.42%

+2.18%

Average Drawdown

Average peak-to-trough decline

-7.00%

-12.46%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

7.00%

-3.63%

Volatility

DWUS vs. VICE - Volatility Comparison

AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a higher volatility of 6.03% compared to AdvisorShares Vice ETF (VICE) at 4.53%. This indicates that DWUS's price experiences larger fluctuations and is considered to be riskier than VICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWUSVICEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

4.53%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

9.73%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

14.98%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

17.94%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

19.29%

+2.73%