QPX vs. DWUS

In the year-to-date period, QPX achieves a 2.96% return, which is significantly lower than DWUS's 3.78% return.

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

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.

The current QPX Sharpe Ratio is 0.65, which is comparable to the DWUS Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of QPX 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.

QPX has not paid dividends to shareholders, while DWUS's dividend yield for the trailing twelve months is around 0.17%.

The maximum QPX drawdown since its inception was -34.75%, 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. For additional features, visit the drawdowns tool.

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 4.48%, while AdvisorShares Dorsey Wright FSM US Core ETF (DWUS) has a volatility of 5.13%. 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.