See what your fund actually adds
AdvisorShares Dorsey Wright FSM US Core ETF DWUS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DWUS | Replication |
|---|---|---|
| Annualized growth | 9.6% | 14.7% |
| Annualized volatility | 17.9% | 19.1% |
| Sharpe ratio | 0.60 | 0.81 |
| Maximum drawdown | 25.5% | 27.8% |
| Replication fit (R²) | 0.93 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model DWUS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 46.3% |
| XLK | Sector · Technology | 21.2% |
| VOO | US Large Cap | 16.8% |
| LRGF | Factor · Multi-Factor | 9.6% |
| XLY | Sector · Cons Discr | 6.1% |