DWAW vs CMU

Comparison between ADVISORSHARES DORSEY WRIGHT FSM ALL CAP WORLD ETF (DWAW, ETF) and MFS High Yield Municipal Trust (CMU, ETF).

5-Year PerformanceDWAW has outperformed CMU, delivering a return of +7.2% compared to -1.3%

DWAW vs CMU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DWAW(ETF)	CMU(ETF)
Net Assets	$95M	$47M
Expense Ratio	1.23%	N/A
Max Drawdown	32.55%	62.40%
Sharpe Ratio	1.28	0.59
5Y Beta	1.10	0.10
5Y Dividends CAGR	N/A	5.31%

Net Assets

Winner

DWAW

$95M

CMU

$47M

Expense Ratio

DWAW

1.23%

CMU

N/A

Max Drawdown

Winner

DWAW

32.55%

CMU

62.40%

Sharpe Ratio

Winner

DWAW

1.28

CMU

0.59

5Y Beta

DWAW

1.10

Winner

CMU

0.10

5Y Dividends CAGR

DWAW

N/A

CMU

5.31%

DWAW vs CMU - Historical Returns

Returns include dividend reinvestment.

Period	DWAW	CMU
1 month	+3.63%	-2.42%
3 months	+17.25%	-4.36%
6 months	+16.05%	+1.57%
1 year	+25.50%	+9.28%
5 years(CAGR)	+7.21%	-1.33%
10 years(CAGR)	N/A	+1.58%
Max(CAGR)	+12.32%	+4.15%

Winner

DWAW

+3.63%

CMU

-2.42%

Winner

DWAW

+17.25%

CMU

-4.36%

Winner

DWAW

+16.05%

CMU

+1.57%

Winner

DWAW

+25.50%

CMU

+9.28%

5Y(CAGR)

Winner

DWAW

+7.21%

CMU

-1.33%

10Y(CAGR)

DWAW

N/A

CMU

+1.58%

Max(CAGR)

Winner

DWAW

+12.32%

CMU

+4.15%

DWAW vs CMU - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DWAW	CMU
2026	+14.29%	+0.80%
2025	+10.68%	+5.08%
2024	+20.32%	+11.57%
2023	+10.77%	+9.93%
2022	-17.57%	-27.51%
2021	+5.12%	+7.14%
2020	+46.82%	-2.97%
2019	-0.38%	+15.00%
2018	N/A	-4.85%
2017	N/A	+9.07%
2016	N/A	+3.06%
2015	N/A	+8.58%
2014	N/A	+11.97%
2013	N/A	-11.33%
2012	N/A	+11.02%
2011	N/A	+17.45%
2010	N/A	+5.32%
2009	N/A	+65.81%
2008	N/A	-38.99%
2007	N/A	-15.35%
2006	N/A	+15.27%
2005	N/A	+1.30%
2004	N/A	+7.63%
2003	N/A	+9.50%
2002	N/A	+8.27%
2001	N/A	+7.99%
2000	N/A	-1.55%
1999	N/A	-6.38%

DWAW vs CMU Drawdown Comparison

The maximum drawdown for DWAW was -31.56%, occurring on Sep 30, 2022. Recovery took 852 trading sessions.

The maximum drawdown for CMU was -57.26%, occurring on Dec 16, 2008. Recovery took 848 trading sessions.

The current DWAW drawdown is -1.53%. The current CMU drawdown is -10.68%.

Rank	DWAW	CMU
#1	-31.56% Feb 12, 2021 - Jul 5, 2024	-57.26% May 21, 2007 - Sep 30, 2010
#2	-29.02% Feb 20, 2020 - Jun 5, 2020	-37.22% Sep 1, 2021 - Oct 31, 2022
#3	-22.91% Dec 6, 2024 - Aug 12, 2025	-32.82% Feb 25, 2020 - May 4, 2021
#4	-13.08% Jul 10, 2024 - Nov 7, 2024	-23.41% Apr 22, 2013 - Feb 3, 2015
#5	-11.58% Feb 25, 2026 - Apr 17, 2026	-16.02% Aug 23, 2016 - Oct 19, 2017
#6	-10.55% Sep 2, 2020 - Oct 13, 2020	-15.71% Nov 5, 2010 - Oct 17, 2011
#7	-8.01% Oct 13, 2020 - Nov 5, 2020	-14.29% Nov 3, 1999 - Aug 10, 2000
#8	-6.82% Oct 29, 2025 - Dec 24, 2025	-14.22% Mar 9, 2004 - Oct 19, 2004
#9	-5.23% Jun 10, 2020 - Jun 23, 2020	-13.94% Aug 11, 2000 - Jan 31, 2001
#10	-5.00% Jan 22, 2021 - Feb 4, 2021	-11.98% Aug 24, 2001 - Jun 3, 2002
#11	-4.92% Jun 2, 2026 - Jun 10, 2026	-10.37% Oct 19, 2017 - Feb 1, 2019
#12	-4.31% Dec 22, 2020 - Jan 7, 2021	-10.31% Feb 14, 2005 - Jan 25, 2006
#13	-3.70% Jun 23, 2020 - Jul 1, 2020	-10.14% Mar 4, 2015 - Oct 30, 2015
#14	-3.65% Jul 20, 2020 - Aug 3, 2020	-8.79% Sep 23, 2002 - Apr 23, 2003
#15	-3.52% Jan 29, 2026 - Feb 9, 2026	-8.20% Sep 26, 2012 - Apr 15, 2013

Correlation

Correlation between DWAW and CMU is 0.44 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.44

-101

Dividend Comparison (2000 - 2026)

DWAW vs CMU dividend yield comparison.

Year	DWAW	CMU
2026	0.00%	5.02%
2025	0.76%	5.38%
2024	0.00%	4.69%
2023	1.70%	4.05%
2022	0.53%	5.57%
2021	1.45%	4.53%
2020	0.16%	4.93%
2019	0.00%	4.81%
2018	0.00%	6.09%
2017	0.00%	5.87%
2016	0.00%	6.13%
2015	0.00%	6.22%
2014	0.00%	6.63%
2013	0.00%	6.98%
2012	0.00%	6.69%
2011	0.00%	7.54%
2010	0.00%	8.17%
2009	0.00%	7.53%
2008	0.00%	11.70%
2007	0.00%	6.42%
2006	0.00%	5.82%
2005	0.00%	6.95%
2004	0.00%	7.47%
2003	0.00%	7.54%
2002	0.00%	7.58%
2001	0.00%	6.98%
2000	0.00%	3.27%