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QPX vs. DWUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. DWUS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with QPX having a 6.38% return and DWUS slightly lower at 6.13%.


QPX

1D
0.67%
1M
-1.67%
6M
4.08%
YTD
6.38%
1Y
21.40%
3Y*
17.19%
5Y*
10.61%
10Y*
ALL TIME*
12.04%

DWUS

1D
0.52%
1M
-4.34%
6M
4.31%
YTD
6.13%
1Y
13.89%
3Y*
15.03%
5Y*
9.13%
10Y*
ALL TIME*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$25.53K$18.52K$88.59K
$70.64K$166.89K$141.42K

QPX vs. DWUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QPX
AdvisorShares Q Dynamic Growth ETF
6.38%24.12%17.28%44.63%-30.90%22.29%-0.31%
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF
6.13%12.75%20.26%20.62%-17.89%20.21%0.27%

Correlation

The correlation between QPX and DWUS is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2020

0.86

The correlation between QPX and DWUS has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

QPX vs. DWUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QPX
QPX Risk / Return Rank: 5050
Overall Rank
QPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QPX Omega Ratio Rank: 4747
Omega Ratio Rank
QPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
QPX Martin Ratio Rank: 5252
Martin Ratio Rank

DWUS
DWUS Risk / Return Rank: 2828
Overall Rank
DWUS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DWUS Sortino Ratio Rank: 2626
Sortino Ratio Rank
DWUS Omega Ratio Rank: 2626
Omega Ratio Rank
DWUS Calmar Ratio Rank: 2828
Calmar Ratio Rank
DWUS Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QPX vs. DWUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) 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.

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.


QPXDWUSDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratioReturn relative to maximum drawdown

1.74

0.92

+0.81

Martin ratioReturn relative to average drawdown

6.11

3.26

+2.85

QPX vs. DWUS - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.26, which is higher than the DWUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of QPX and DWUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QPX vs. DWUS - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, which is greater than DWUS's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for QPX and DWUS.


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Drawdown Indicators


QPXDWUSDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-30.47%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-14.35%

+2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-19.63%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-26.45%

-8.29%

Current Drawdown

Current decline from peak

-4.69%

-10.02%

+5.33%

Average Drawdown

Average peak-to-trough decline

-7.94%

-6.82%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

4.06%

-0.78%

Volatility

QPX vs. DWUS - Volatility Comparison

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 5.11%, while AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a volatility of 8.91%. This indicates that QPX experiences smaller price fluctuations and is considered to be less risky than DWUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QPXDWUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

8.91%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

17.97%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

20.62%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

19.61%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

22.60%

-2.59%

QPX vs. DWUS - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than DWUS's 1.17% expense ratio.


Dividends

QPX vs. DWUS - Dividend Comparison

QPX has not paid dividends to shareholders, while DWUS's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM202520242023202220212020
DWUS
AdvisorShares Dorsey Wright FSM US Core ETF
0.03%0.03%0.18%0.29%0.89%0.35%0.08%
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, QPX and DWUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DWUS has higher volatility (8.91%) compared to QPX (5.11%). In terms of maximum drawdown, QPX dropped -34.74% vs DWUS's -30.47%.

On 5-year performance, QPX leads with 10.61% vs 9.13% for DWUS. On fees, DWUS is cheaper at 1.17% per year. On volatility, QPX has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QPX has performed better with a 10.61% return vs 9.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DWUS is cheaper with a 1.17% expense ratio, compared with 1.46% for QPX.

DWUS has the higher dividend yield at 0.03%, compared with 0.00% for QPX.

QPX is categorized as Large Cap Growth Equities, while DWUS is Diversified Portfolio. Their fees differ too: 1.46% for QPX and 1.17% for DWUS.

QPX currently has the higher Sharpe Ratio (1.26 vs 0.64), 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.

Portfolio Optimizer

Find the right allocation for QPX and DWUS

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