DWAW vs MBSD

Comparison between ADVISORSHARES DORSEY WRIGHT FSM ALL CAP WORLD ETF (DWAW, ETF) and FLEXSHARES DISCIPLINED DURATION MBS INDEX FUND (MBSD, ETF).

5-Year PerformanceDWAW has outperformed MBSD, delivering a return of +7.8% compared to +0.6%

DWAW vs MBSD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DWAW(ETF)	MBSD(ETF)
Net Assets	$94M	$95M
Expense Ratio	1.23%	0.20%
Max Drawdown	32.55%	23.73%
Sharpe Ratio	1.07	0.03
5Y Beta	1.09	0.02
5Y Dividends CAGR	N/A	5.87%

Net Assets

DWAW

$94M

Winner

MBSD

$95M

Expense Ratio

DWAW

1.23%

Winner

MBSD

0.20%

Max Drawdown

DWAW

32.55%

Winner

MBSD

23.73%

Sharpe Ratio

Winner

DWAW

1.07

MBSD

0.03

5Y Beta

DWAW

1.09

Winner

MBSD

0.02

5Y Dividends CAGR

DWAW

N/A

MBSD

5.87%

DWAW vs MBSD - Historical Returns

Returns include dividend reinvestment.

Period	DWAW	MBSD
1 month	-2.95%	-0.37%
3 months	+9.19%	-0.59%
6 months	+12.39%	-0.18%
1 year	+22.29%	+3.66%
5 years(CAGR)	+7.79%	+0.56%
10 years(CAGR)	N/A	+1.31%
Max(CAGR)	+11.97%	+1.54%

DWAW

-2.95%

Winner

MBSD

-0.37%

Winner

DWAW

+9.19%

MBSD

-0.59%

Winner

DWAW

+12.39%

MBSD

-0.18%

Winner

DWAW

+22.29%

MBSD

+3.66%

5Y(CAGR)

Winner

DWAW

+7.79%

MBSD

+0.56%

10Y(CAGR)

DWAW

N/A

MBSD

+1.31%

Max(CAGR)

Winner

DWAW

+11.97%

MBSD

+1.54%

DWAW vs MBSD - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	DWAW	MBSD
2026	+13.40%	+0.16%
2025	+10.68%	+7.10%
2024	+20.32%	+2.83%
2023	+10.77%	+4.23%
2022	-17.57%	-9.31%
2021	+5.12%	-1.24%
2020	+46.82%	+5.22%
2019	-0.38%	+5.89%
2018	N/A	+0.19%
2017	N/A	+0.94%
2016	N/A	+0.74%
2015	N/A	+1.76%
2014	N/A	+1.20%

DWAW vs MBSD Drawdown Comparison

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

The maximum drawdown for MBSD was -14.36%, occurring on Oct 20, 2022. Recovery took 1152 trading sessions.

The current DWAW drawdown is -2.95%. The current MBSD drawdown is -1.48%.

Rank	DWAW	MBSD
#1	-31.56% Feb 12, 2021 - Jul 5, 2024	-14.36% Feb 2, 2021 - Sep 4, 2025
#2	-29.02% Feb 20, 2020 - Jun 5, 2020	-3.08% Nov 2, 2016 - Feb 15, 2019
#3	-22.91% Dec 6, 2024 - Aug 12, 2025	-2.98% Mar 9, 2020 - Apr 24, 2020
#4	-13.08% Jul 10, 2024 - Nov 7, 2024	-2.17% Feb 27, 2026 - Mar 26, 2026
#5	-11.58% Feb 25, 2026 - Apr 17, 2026	-2.10% Jan 20, 2016 - Jul 5, 2016
#6	-10.55% Sep 2, 2020 - Oct 13, 2020	-1.97% Aug 24, 2015 - Jan 14, 2016
#7	-8.01% Oct 13, 2020 - Nov 5, 2020	-1.27% Apr 17, 2015 - Aug 24, 2015
#8	-6.82% Oct 29, 2025 - Dec 24, 2025	-1.08% Jul 6, 2016 - Sep 28, 2016
#9	-5.23% Jun 10, 2020 - Jun 23, 2020	-0.97% Nov 4, 2019 - Dec 3, 2019
#10	-5.00% Jun 22, 2026 - Jul 20, 2026	-0.83% Sep 22, 2025 - Oct 16, 2025
#11	-5.00% Jan 22, 2021 - Feb 4, 2021	-0.72% Sep 5, 2019 - Oct 2, 2019
#12	-4.92% Jun 2, 2026 - Jun 15, 2026	-0.71% Jun 16, 2020 - Aug 4, 2020
#13	-4.31% Dec 22, 2020 - Jan 7, 2021	-0.68% Oct 28, 2025 - Nov 24, 2025
#14	-3.70% Jun 23, 2020 - Jul 1, 2020	-0.68% Oct 7, 2019 - Nov 4, 2019
#15	-3.65% Jul 20, 2020 - Aug 3, 2020	-0.67% Sep 28, 2016 - Nov 1, 2016

Correlation

Correlation between DWAW and MBSD is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57

-101

Dividend Comparison (2014 - 2026)

DWAW vs MBSD dividend yield comparison.

Year	DWAW	MBSD
2026	0.00%	1.78%
2025	0.76%	4.23%
2024	0.00%	3.91%
2023	1.70%	3.39%
2022	0.53%	3.03%
2021	1.45%	2.41%
2020	0.16%	2.78%
2019	0.00%	3.42%
2018	0.00%	3.22%
2017	0.00%	3.30%
2016	0.00%	3.02%
2015	0.00%	3.46%
2014	0.00%	0.83%