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AdvisorShares Dorsey Wright FSM All Cap World ETF DWAW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DWAW | Replication |
|---|---|---|
| Annualized growth | 7.3% | 13.1% |
| Annualized volatility | 18.5% | 17.1% |
| Sharpe ratio | 0.47 | 0.80 |
| Maximum drawdown | 28.5% | 25.2% |
| Replication fit (R²) | 0.88 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model DWAW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 50.4% |
| LRGF | Factor · Multi-Factor | 30.8% |
| IJH | US Mid Cap | 11.3% |
| DBEF | Intl · Dev Hedged | 7.6% |