Summary
DWUS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 24.82% Volatility 20.24% Sharpe 0.27
Official loaded data — not a live quote.

ADVISORSHARES DORSEY WRIGHT FSM US CORE ETF

Symbol: DWUS

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 26/12/2019

Latest date: 03/06/2026

Current price: $62.73

Expense ratio: 1.08%

Assets under management
$120.6M
-0.13% 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

10.17%

Ann. -45.37% (Sharpe / Sortino numerator)

Volatility

20.34%

Sharpe ratio

-2.409

VaR 95%

-1.88%

CVaR 95%: -2.04%
Max drawdown: -8.34%
Sortino ratio: -4.325
Calmar ratio: -5.44

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

17.65%

Ann. -20.30% (Sharpe / Sortino numerator)

Volatility

19.20%

Sharpe ratio

-1.246

VaR 95%

-2.06%

CVaR 95%: -2.30%
Max drawdown: -11.98%
Sortino ratio: -2.051
Calmar ratio: -1.69

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

15.19%

Ann. -10.89% (Sharpe / Sortino numerator)

Volatility

18.09%

Sharpe ratio

-0.802

VaR 95%

-2.19%

CVaR 95%: -2.39%
Max drawdown: -11.98%
Sortino ratio: -1.157
Calmar ratio: -0.91

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

24.82%

Ann. 9.00% (Sharpe / Sortino numerator)

Volatility

20.24%

Sharpe ratio

0.265

VaR 95%

-2.12%

CVaR 95%: -2.98%
Max drawdown: -11.98%
Sortino ratio: 0.332
Calmar ratio: 0.75

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

41.63%

Ann. 8.26% (Sharpe / Sortino numerator)

Volatility

19.18%

Sharpe ratio

0.242

VaR 95%

-2.01%

CVaR 95%: -2.89%
Max drawdown: -19.63%
Sortino ratio: 0.308
Calmar ratio: 0.42

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

79.16%

Ann. 15.53% (Sharpe / Sortino numerator)

Volatility

17.75%

Sharpe ratio

0.670

VaR 95%

-1.79%

CVaR 95%: -2.59%
Max drawdown: -19.63%
Sortino ratio: 0.899
Calmar ratio: 0.79

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.093%

Best day

3.107%

31/03/2026
Worst day

-2.853%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $62.81 $62.81 $62.69 $62.73 600
02/06/2026 $62.21 $62.40 $62.10 $62.40 4,000
01/06/2026 $61.47 $61.50 $61.47 $61.48 300
29/05/2026 $61.39 $61.39 $61.33 $61.33 4,700
28/05/2026 $61.10 $61.28 $61.05 $61.28 400
27/05/2026 $61.04 $61.04 $61.04 $61.04 100
26/05/2026 $61.20 $61.20 $61.20 $61.20 200
22/05/2026 $60.17 $60.17 $59.99 $59.99 500
21/05/2026 $59.14 $59.63 $59.05 $59.63 2,300
20/05/2026 $59.28 $59.28 $59.28 $59.28 100