GK vs. DWUS

In the year-to-date period, GK achieves a -1.76% return, which is significantly lower than DWUS's 1.43% return.

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GK has a 0.81% expense ratio, which is lower than DWUS's 1.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) and AdvisorShares Dorsey Wright FSM US Core ETF (DWUS). 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 GK Sharpe Ratio is 0.26, which is lower than the DWUS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GK and DWUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum GK drawdown since its inception was -47.72%, which is greater than DWUS's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for GK and DWUS. For additional features, visit the drawdowns tool.

AdvisorShares Gerber Kawasaki ETF (GK) has a higher volatility of 6.71% compared to AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) at 5.83%. This indicates that GK's price experiences larger fluctuations and is considered to be riskier than DWUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.