ADVISORSHARES DORSEY WRIGHT FSM ALL CAP WORLD ETF
Symbol: DWAW
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 26/12/2019
Latest date: 20/07/2026
Current price: $49.32
Expense ratio: 1.23%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.00%
Ann. -51.22% (Sharpe / Sortino numerator)
Volatility
26.92%
Sharpe ratio
-2.038
VaR 95%
-2.71%
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
5.50%
Ann. -10.59% (Sharpe / Sortino numerator)
Volatility
20.15%
Sharpe ratio
-0.706
VaR 95%
-2.24%
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
11.21%
Ann. -1.62% (Sharpe / Sortino numerator)
Volatility
17.55%
Sharpe ratio
-0.299
VaR 95%
-1.90%
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
19.71%
Ann. 15.14% (Sharpe / Sortino numerator)
Volatility
21.02%
Sharpe ratio
0.547
VaR 95%
-1.75%
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
27.01%
Ann. 8.76% (Sharpe / Sortino numerator)
Volatility
19.50%
Sharpe ratio
0.263
VaR 95%
-1.91%
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
56.25%
Ann. 12.54% (Sharpe / Sortino numerator)
Volatility
18.22%
Sharpe ratio
0.489
VaR 95%
-1.77%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.078%
Best day
4.092%
Worst day
-3.692%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $49.41 | $49.43 | $49.32 | $49.32 | 700 |
| 17/07/2026 | $49.50 | $49.50 | $49.50 | $49.50 | 100 |
| 16/07/2026 | $50.01 | $50.01 | $49.88 | $49.88 | 700 |
| 15/07/2026 | $50.34 | $50.34 | $50.34 | $50.34 | 100 |
| 14/07/2026 | $50.45 | $50.45 | $50.45 | $50.45 | 100 |
| 13/07/2026 | $50.03 | $50.03 | $50.03 | $50.03 | 100 |
| 10/07/2026 | $50.55 | $50.71 | $50.55 | $50.71 | 900 |
| 09/07/2026 | $50.51 | $50.51 | $50.51 | $50.51 | 100 |
| 08/07/2026 | $49.87 | $50.01 | $49.87 | $50.01 | 200 |
| 07/07/2026 | $50.13 | $50.18 | $49.97 | $50.09 | 2,200 |