MBSD vs DWAW

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

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

MBSD vs DWAW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

MBSD

$95M

DWAW

$94M

Expense Ratio

Winner

MBSD

0.20%

DWAW

1.23%

Max Drawdown

Winner

MBSD

23.73%

DWAW

32.55%

Sharpe Ratio

MBSD

0.03

Winner

DWAW

1.07

5Y Beta

Winner

MBSD

0.02

DWAW

1.09

5Y Dividends CAGR

MBSD

5.87%

DWAW

N/A

MBSD vs DWAW - Historical Returns

Returns include dividend reinvestment.

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

Winner

MBSD

-0.37%

DWAW

-2.95%

MBSD

-0.59%

Winner

DWAW

+9.19%

MBSD

-0.18%

Winner

DWAW

+12.39%

MBSD

+3.66%

Winner

DWAW

+22.29%

5Y(CAGR)

MBSD

+0.56%

Winner

DWAW

+7.79%

10Y(CAGR)

MBSD

+1.31%

DWAW

N/A

Max(CAGR)

MBSD

+1.54%

Winner

DWAW

+11.97%

MBSD vs DWAW - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

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

MBSD vs DWAW Drawdown Comparison

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

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

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

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

Correlation

Correlation between MBSD and DWAW 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)

MBSD vs DWAW dividend yield comparison.

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