Summary
DWAS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 37.25% Volatility 25.22% Sharpe 0.97
Official loaded data — not a live quote.

INVESCO DORSEY WRIGHT SMALLCAP MOMENTUM ETF

Symbol: DWAS

Exchange: NASDAQ

Sector: Healthcare

Category: Small Blend

Inception date: 19/07/2012

Latest date: 16/07/2026

Current price: $115.71

Expense ratio: 0.60%

Assets under management
$454.9M
-1.42% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.97%

Ann. -22.55% (Sharpe / Sortino numerator)

Volatility

33.12%

Sharpe ratio

-0.791

VaR 95%

-2.84%

CVaR 95%: -3.08%
Max drawdown: -8.28%
Sortino ratio: -1.815
Calmar ratio: -2.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.17%

Ann. 23.01% (Sharpe / Sortino numerator)

Volatility

26.31%

Sharpe ratio

0.737

VaR 95%

-2.56%

CVaR 95%: -2.88%
Max drawdown: -10.02%
Sortino ratio: 1.233
Calmar ratio: 2.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.59%

Ann. 17.92% (Sharpe / Sortino numerator)

Volatility

25.88%

Sharpe ratio

0.552

VaR 95%

-2.84%

CVaR 95%: -2.98%
Max drawdown: -10.02%
Sortino ratio: 0.922
Calmar ratio: 1.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.25%

Ann. 28.13% (Sharpe / Sortino numerator)

Volatility

25.22%

Sharpe ratio

0.971

VaR 95%

-2.58%

CVaR 95%: -3.38%
Max drawdown: -10.02%
Sortino ratio: 1.428
Calmar ratio: 2.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.15%

Ann. 7.82% (Sharpe / Sortino numerator)

Volatility

25.85%

Sharpe ratio

0.162

VaR 95%

-2.58%

CVaR 95%: -3.60%
Max drawdown: -33.83%
Sortino ratio: 0.242
Calmar ratio: 0.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

44.85%

Ann. 12.09% (Sharpe / Sortino numerator)

Volatility

24.13%

Sharpe ratio

0.350

VaR 95%

-2.39%

CVaR 95%: -3.30%
Max drawdown: -33.83%
Sortino ratio: 0.535
Calmar ratio: 0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

4.789%

31/03/2026
Worst day

-4.916%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $117.38 $117.75 $115.30 $115.71 7,500
15/07/2026 $118.85 $119.29 $117.13 $118.60 10,900
14/07/2026 $118.54 $118.84 $118.21 $118.80 11,600
13/07/2026 $119.06 $119.06 $116.09 $116.54 9,100
10/07/2026 $120.52 $120.52 $118.47 $119.62 12,100
09/07/2026 $119.96 $121.38 $119.96 $120.90 15,400
08/07/2026 $118.04 $118.54 $115.86 $118.09 53,700
07/07/2026 $120.42 $120.42 $117.39 $118.14 334,000
06/07/2026 $121.75 $123.50 $120.97 $121.19 22,600
02/07/2026 $124.55 $124.55 $119.25 $120.49 19,900