FRA vs DWAS

Comparison between Blackrock Floating Rate Income Strategies Fund Inc (FRA, ETF) and INVESCO DORSEY WRIGHT SMALLCAP MOMENTUM ETF (DWAS, ETF).

5-Year PerformanceFRA has outperformed DWAS, delivering a return of +6.5% compared to +5.5%

FRA vs DWAS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FRA(ETF)	DWAS(ETF)
Net Assets	$411M	$410M
Expense Ratio	N/A	0.60%
Max Drawdown	61.81%	46.16%
Sharpe Ratio	-0.63	1.27
5Y Beta	0.40	1.24
P/E Ratio	N/A	-265.57
Forward P/E	N/A	17.24
5Y Dividends CAGR	13.01%	25.43%
5Y EPS CAGR	N/A	10.73%
Debt to Equity	N/A	4.47%
P/S Ratio	N/A	1.83
P/B Ratio	N/A	4.05

Net Assets

Winner

FRA

$411M

DWAS

$410M

Expense Ratio

FRA

N/A

DWAS

0.60%

Max Drawdown

FRA

61.81%

Winner

DWAS

46.16%

Sharpe Ratio

FRA

-0.63

Winner

DWAS

1.27

5Y Beta

Winner

FRA

0.40

DWAS

1.24

P/E Ratio

FRA

N/A

DWAS

-265.57

Forward P/E

FRA

N/A

DWAS

17.24

5Y Dividends CAGR

FRA

13.01%

Winner

DWAS

25.43%

5Y EPS CAGR

FRA

N/A

DWAS

10.73%

Debt to Equity

FRA

N/A

DWAS

4.47%

P/S Ratio

FRA

N/A

DWAS

1.83

P/B Ratio

FRA

N/A

DWAS

4.05

FRA vs DWAS - Historical Returns

Returns include dividend reinvestment.

Period	FRA	DWAS
1 month	-0.61%	-3.68%
3 months	+0.95%	+11.49%
6 months	-1.30%	+13.72%
1 year	-3.87%	+35.51%
5 years(CAGR)	+6.53%	+5.46%
10 years(CAGR)	+6.31%	+12.56%
Max(CAGR)	+5.07%	+11.79%

Winner

FRA

-0.61%

DWAS

-3.68%

FRA

+0.95%

Winner

DWAS

+11.49%

FRA

-1.30%

Winner

DWAS

+13.72%

FRA

-3.87%

Winner

DWAS

+35.51%

5Y(CAGR)

Winner

FRA

+6.53%

DWAS

+5.46%

10Y(CAGR)

FRA

+6.31%

Winner

DWAS

+12.56%

Max(CAGR)

FRA

+5.07%

Winner

DWAS

+11.79%

FRA vs DWAS - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	FRA	DWAS
2026	-2.17%	+15.35%
2025	-3.57%	+5.36%
2024	+21.71%	+10.82%
2023	+24.07%	+19.26%
2022	-10.11%	-18.67%
2021	+19.27%	+21.67%
2020	-2.72%	+32.57%
2019	+18.72%	+31.24%
2018	-9.21%	-10.85%
2017	+0.49%	+20.42%
2016	+18.78%	+12.06%
2015	+2.35%	-2.33%
2014	-2.22%	-0.06%
2013	+1.55%	+45.26%
2012	+20.31%	+6.63%
2011	-4.69%	N/A
2010	+11.74%	N/A
2009	+66.49%	N/A
2008	-38.85%	N/A
2007	-3.77%	N/A
2006	+14.89%	N/A
2005	-2.46%	N/A
2004	+0.22%	N/A
2003	-1.38%	N/A

FRA vs DWAS Drawdown Comparison

The maximum drawdown for FRA was -51.41%, occurring on Dec 15, 2008. Recovery took 655 trading sessions.

The maximum drawdown for DWAS was -46.16%, occurring on Mar 18, 2020. Recovery took 115 trading sessions.

The current FRA drawdown is -10.59%. The current DWAS drawdown is -5.15%.

Rank	FRA	DWAS
#1	-51.41% Jun 19, 2007 - Jan 25, 2010	-46.16% Feb 20, 2020 - Aug 4, 2020
#2	-42.81% Jan 22, 2020 - Jan 14, 2021	-33.83% Nov 11, 2024 - Jan 22, 2026
#3	-21.89% Jun 2, 2011 - Aug 30, 2012	-33.68% Nov 8, 2021 - Nov 6, 2024
#4	-20.14% Apr 26, 2010 - May 12, 2011	-32.51% Aug 31, 2018 - Feb 19, 2020
#5	-18.78% Dec 16, 2024 - Aug 26, 2025	-29.53% Jul 22, 2015 - Jun 8, 2017
#6	-18.63% Feb 9, 2022 - Jul 14, 2023	-19.92% Mar 4, 2014 - Mar 16, 2015
#7	-15.86% May 2, 2018 - Dec 9, 2019	-16.92% Feb 9, 2021 - Nov 1, 2021
#8	-15.46% Aug 28, 2025 - Mar 27, 2026	-12.55% Nov 1, 2012 - Jan 4, 2013
#9	-14.87% May 24, 2013 - Sep 8, 2016	-10.14% Oct 13, 2020 - Nov 5, 2020
#10	-10.36% Mar 9, 2005 - Sep 5, 2006	-10.02% Feb 26, 2026 - Apr 8, 2026
#11	-7.92% Sep 22, 2023 - Dec 13, 2023	-8.74% Mar 12, 2018 - May 18, 2018
#12	-7.28% Jul 26, 2024 - Oct 4, 2024	-8.58% Aug 19, 2020 - Oct 5, 2020
#13	-6.18% Mar 11, 2010 - Apr 13, 2010	-8.30% Dec 26, 2013 - Feb 26, 2014
#14	-5.84% Oct 25, 2012 - Dec 21, 2012	-7.73% Jan 23, 2018 - Mar 7, 2018
#15	-5.65% Mar 26, 2013 - May 22, 2013	-6.83% Apr 23, 2015 - Jun 18, 2015

Correlation

Correlation between FRA and DWAS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2003 - 2026)

FRA vs DWAS dividend yield comparison.

Year	FRA	DWAS
2026	5.68%	0.00%
2025	12.61%	0.07%
2024	10.80%	0.79%
2023	10.44%	1.42%
2022	6.88%	0.81%
2021	5.96%	0.16%
2020	7.61%	0.21%
2019	6.44%	0.13%
2018	6.90%	0.04%
2017	5.31%	0.20%
2016	5.65%	0.52%
2015	6.17%	0.19%
2014	6.24%	0.05%
2013	6.38%	0.16%
2012	6.81%	0.83%
2011	6.92%	0.00%
2010	6.33%	0.00%
2009	7.77%	0.00%
2008	16.85%	0.00%
2007	9.50%	0.00%
2006	8.09%	0.00%
2005	7.49%	0.00%
2004	5.12%	0.00%
2003	0.38%	0.00%