DWSH vs SPY

DWSH vs SPY

Which is better, DWSH or SPY?

Opposite sides of the same exposure.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.81, so holding both offsets the exposure while paying both fees.

Lower Fees: SPYHigher Returns: SPY

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricDWSHSPY
Expense Ratio6.22%0.09%Best
AUM$6M$804.7B
Dividend Yield6.98%0.98%
Holdings101505
YTD Return-11.02%+10.96%Best
1Y Return-9.18%+15.52%Best
3Y Return (annualized)-6.88%+20.73%Best
5Y Return (annualized)-4.00%+12.53%Best
Volatility (annualized)30.6%16.7%Best
Max Drawdown-84.5%-34.1%Best
$10,000 over 5 years$8,154$18,044Best
Fund FamilyAdvisor SharesState Street Investment Management
CategoryAlternativeEquity
StyleMulti AlternativeLarge Cap Blend
InceptionJul 10, 2018Jan 22, 1993

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Jul 11, 2018 to Sep 16, 2026 (8.2 years).

DWSH vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 8.2 years both funds cover.

DWSH vs SPY Performance

AdvisorShares Dorsey Wright Short ETF (DWSH) is an ETF from Advisor Shares and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year DWSH returned -9.18% while SPY returned +15.52%. Year to date, DWSH is down 11.02% versus a gain of 10.96% for SPY.

Over three years, DWSH compounded at -6.88% per year against +20.73% for SPY; over five years the annualized figures are -4.00% and +12.53% respectively. Across the full 8-year window we track, SPY has the edge at +14.05% annualized vs -14.19%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DWSH has been the more volatile fund, with annualized monthly volatility of 30.6% compared with 16.7% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -84.5% for DWSH and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at -0.81. They move opposite each other. Holding both offsets the exposure rather than spreading it, while paying both funds' fees.

Fees and Cost Over Time

DWSH charges 6.22% per year while SPY charges 0.09%. On a $10,000 position that is $622 vs $9 annually, a gap of $613 per year that compounds over a long holding period. On income, DWSH currently yields 6.98% against 0.98% for SPY.

Holdings Overlap

SPY already in DWSH3.6%

At least 3.6% of SPY's money is in holdings DWSH also owns.

Stated as a floor: for DWSH, our book for it covers 0.0% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

They hold the same names on opposite sides, so owning both offsets the exposure rather than doubling it.

51 positions in common, counted across the 99 positions we hold weights for in DWSH and 504 in SPY, against full books of 101 and 505.

Top Shared Holdings

StockWeight in DWSHWeight in SPYDifference
NFLXNetflix, Inc.-1.01%0.52%1.53%
FICOFair Isaac Corp.-0.63%0.04%0.67%
INTUIntuit, Inc.-0.85%0.15%1.00%
ADBEAdobe Systems-0.88%0.18%1.06%
ORCLOracle Corp - Common-1.06%0.36%1.42%
ZTSZoetis Inc, Class A-0.79%0.05%0.84%
CMGChipotle Mexican Grill Inc. Class A-0.81%0.07%0.88%
EFXEquifax Inc.-0.78%0.03%0.81%
BSXBoston Scientific Corp.-0.86%0.11%0.97%
LENLennar Corp. Class A-0.80%0.03%0.83%

You are not choosing between two funds in isolation.

Whichever of DWSH and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

DWSHSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, DWSH or SPY?

DWSH has an expense ratio of 6.22% while SPY charges 0.09%. SPY is the cheaper option, by $613 a year on a $10,000 investment.

Which performed better, DWSH or SPY?

Over the past year DWSH returned -9.18% vs +15.52% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (8 years), DWSH annualized -14.19% vs +14.05% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DWSH or SPY?

DWSH has been the more volatile fund at 30.6% annualized versus 16.7% for SPY. Worst drawdown: DWSH -84.5% vs SPY -34.1%.

Should I hold both DWSH and SPY?

DWSH and SPY have a monthly-return correlation of -0.81, so they move opposite each other. Holding both offsets the exposure rather than spreading it, and pays both funds' fees on the way. This is information, not a recommendation.

What is the holdings overlap between DWSH and SPY?

At least 3.6% of SPY's money is in holdings DWSH also owns. Our book for DWSH is partial, so the real figure is this or higher. They hold 51 positions in common, counted across the 99 positions we hold weights for in DWSH and 504 in SPY.

Which pays a higher dividend, DWSH or SPY?

DWSH yields 6.98% while SPY yields 0.98%, so DWSH currently pays the higher dividend yield.

Is SPY better than DWSH?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.81, so holding both offsets the exposure while paying both fees. Which one suits a particular account depends on what it is for. This is information, not a recommendation.