MSOX vs. AADR

Last updated Jun 4, 2026

MSOX (Advisorshares Msos 2x Daily ETF) and AADR (AdvisorShares Dorsey Wright ADR ETF) are both exchange-traded funds - MSOX is a Leveraged Equities fund actively managed by AdvisorShares, while AADR is a Global Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 3 years, MSOX returned -63.28%/yr vs 22.10%/yr for AADR. At a 0.23 correlation, their price movements are largely independent. MSOX charges 0.95%/yr vs 1.10%/yr for AADR.

Performance

MSOX vs. AADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisorshares Msos 2x Daily ETF (MSOX) and AdvisorShares Dorsey Wright ADR ETF (AADR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSOX achieves a -31.70% return, which is significantly lower than AADR's -1.56% return.

MSOX

• 1D: -11.82%
• 1M: -8.66%
• YTD: -31.70%
• 6M: -19.05%
• 1Y: 6.99%
• 3Y*: -63.28%
• 5Y*: —
• 10Y*: —

AADR

• 1D: -0.79%
• 1M: 1.01%
• YTD: -1.56%
• 6M: 0.12%
• 1Y: 9.54%
• 3Y*: 22.10%
• 5Y*: 6.23%
• 10Y*: 9.28%

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

MSOX vs. AADR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MSOX Advisorshares Msos 2x Daily ETF	-31.70%	-51.20%	-87.32%	-39.26%	-79.25%
AADR AdvisorShares Dorsey Wright ADR ETF	-1.56%	25.63%	24.58%	18.67%	-5.02%

Correlation

The correlation between MSOX and AADR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 25, 2022	0.23

MSOX vs. AADR - Sectors Allocation Comparison

Sectors	MSOX	AADR
Financial Services	179.4%	14.6%
Basic Materials	-	16.9%
Communication Services	-	7.4%
Consumer Cyclical	-	3.9%
Consumer Defensive	-	2.2%
Energy	-	7.6%
Healthcare	-	17.9%
Industrials	-	14.6%
Real Estate	-	-
Technology	-	9.5%
Utilities	-	5.4%

Return for Risk

MSOX vs. AADR — Risk / Return Rank

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

MSOX

MSOX Risk / Return Rank: 19
MSOX Sharpe Ratio Rank: 9
MSOX Sortino Ratio Rank: 34
MSOX Omega Ratio Rank: 32
MSOX Calmar Ratio Rank: 10
MSOX Martin Ratio Rank: 9

AADR

AADR Risk / Return Rank: 15
AADR Sharpe Ratio Rank: 15
AADR Sortino Ratio Rank: 15
AADR Omega Ratio Rank: 16
AADR Calmar Ratio Rank: 14
AADR Martin Ratio Rank: 15

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.

MSOX vs. AADR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) and AdvisorShares Dorsey Wright ADR ETF (AADR). 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.

	MSOX	AADR	Difference
Sharpe ratio: Return per unit of total volatility	0.03	0.45	-0.42
Sortino ratio: Return per unit of downside risk	1.83	0.76	+1.07
Omega ratio: Gain probability vs. loss probability	1.21	1.10	+0.12
Calmar ratio: Return relative to maximum drawdown	0.08	0.50	-0.41
Martin ratio: Return relative to average drawdown	0.13	1.40	-1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSOX vs. AADR - Sharpe Ratio Comparison

The current MSOX Sharpe Ratio is 0.03, which is lower than the AADR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MSOX and AADR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSOX	AADR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	0.45	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	0.43	-0.88

Drawdowns

MSOX vs. AADR - Drawdown Comparison

The maximum MSOX drawdown since its inception was -99.75%, which is greater than AADR's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for MSOX and AADR.

Drawdown Indicators

	MSOX	AADR	Difference
Max Drawdown Largest peak-to-trough decline	-99.75%	-45.01%	-54.74%
Max Drawdown (1Y) Largest decline over 1 year	-84.89%	-19.30%	-65.59%
Max Drawdown (3Y) Largest decline over 3 years	-98.83%	-20.61%	-78.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.80%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.01%	—
Current Drawdown Current decline from peak	-99.55%	-12.54%	-87.01%
Average Drawdown Average peak-to-trough decline	-88.85%	-9.40%	-79.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.03%	6.82%	+48.21%

Volatility

MSOX vs. AADR - Volatility Comparison

Advisorshares Msos 2x Daily ETF (MSOX) has a higher volatility of 41.61% compared to AdvisorShares Dorsey Wright ADR ETF (AADR) at 6.34%. This indicates that MSOX's price experiences larger fluctuations and is considered to be riskier than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSOX	AADR	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.61%	6.34%	+35.27%
Volatility (6M) Calculated over the trailing 6-month period	155.35%	17.55%	+137.80%
Volatility (1Y) Calculated over the trailing 1-year period	219.03%	21.33%	+197.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	168.34%	21.68%	+146.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.34%	22.20%	+146.14%

MSOX vs. AADR - Expense Ratio Comparison

MSOX has a 0.95% expense ratio, which is lower than AADR's 1.10% expense ratio.

Dividends

MSOX vs. AADR - Dividend Comparison

MSOX has not paid dividends to shareholders, while AADR's dividend yield for the trailing twelve months is around 0.54%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AADR AdvisorShares Dorsey Wright ADR ETF	0.54%	0.49%	1.33%	0.74%	3.65%	0.92%	0.11%	0.58%	0.75%	0.74%	0.58%	0.81%
MSOX Advisorshares Msos 2x Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MSOX and AADR in my portfolio?

MSOX and AADR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSOX or AADR?

MSOX has higher volatility (41.61%) compared to AADR (6.34%). In terms of maximum drawdown, MSOX dropped -99.75% vs AADR's -45.01%.

Which ETF is better, MSOX or AADR?

On 3-year performance, AADR leads with 22.10% vs -63.28% for MSOX. On fees, MSOX is cheaper at 0.95% per year. On volatility, AADR has been the lower-risk option at 6.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MSOX or AADR?

Over the 3-year period, AADR has performed better with a 22.10% return vs -63.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MSOX or AADR?

MSOX is cheaper with a 0.95% expense ratio, compared with 1.10% for AADR.

Which ETF pays a higher dividend yield, MSOX or AADR?

AADR has the higher dividend yield at 0.54%, compared with 0.00% for MSOX.

What is the main difference between MSOX and AADR?

MSOX is categorized as Leveraged Equities, while AADR is Global Equities. Their fees differ too: 0.95% for MSOX and 1.10% for AADR.

Which has better risk-adjusted returns?

AADR currently has the higher Sharpe Ratio (0.45 vs 0.03), 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.