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DOGG vs. CWII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOGG vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOGG achieves a 7.19% return, which is significantly lower than CWII's 13,199.78% return.


DOGG

1D
1.16%
1M
-0.48%
YTD
7.19%
6M
6.77%
1Y
18.00%
3Y*
12.55%
5Y*
10Y*

CWII

1D
0.00%
1M
10,273.16%
YTD
13,199.78%
6M
11,946.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGG vs. CWII - Yearly Performance Comparison


2026 (YTD)2025
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
7.19%5.42%
CWII
REX CRWV Growth & Income ETF
13,199.78%-45.06%

Correlation

The correlation between DOGG and CWII is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

-0.16

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Return for Risk

DOGG vs. CWII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOGG
DOGG Risk / Return Rank: 4848
Overall Rank
DOGG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 5454
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5050
Omega Ratio Rank
DOGG Calmar Ratio Rank: 4646
Calmar Ratio Rank
DOGG Martin Ratio Rank: 3535
Martin Ratio Rank

CWII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOGG vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and REX CRWV Growth & Income ETF (CWII). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DOGGCWIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

4.86

DOGG vs. CWII - Sharpe Ratio Comparison


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Drawdowns

DOGG vs. CWII - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for DOGG and CWII.


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Drawdown Indicators


DOGGCWIIDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-51.04%

+39.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

Current Drawdown

Current decline from peak

-5.78%

0.00%

-5.78%

Average Drawdown

Average peak-to-trough decline

-3.25%

-33.26%

+30.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

Volatility

DOGG vs. CWII - Volatility Comparison


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Volatility by Period


DOGGCWIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

13,701.30%

-13,690.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

13,701.30%

-13,688.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

13,701.30%

-13,688.33%

DOGG vs. CWII - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is lower than CWII's 1.03% expense ratio.


Dividends

DOGG vs. CWII - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.72%, less than CWII's 123.26% yield.


PositionTTM202520242023
CWII
REX CRWV Growth & Income ETF
123.26%6.09%0.00%0.00%
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.72%8.75%9.92%5.89%

Frequently Asked Questions


DOGG and CWII have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DOGG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DOGG is cheaper with a 0.75% expense ratio, compared with 1.03% for CWII.

CWII has the higher dividend yield at 123.26%, compared with 8.72% for DOGG.

They also come from different issuers: FT Vest and REX Shares. Their fees differ too: 0.75% for DOGG and 1.03% for CWII.

Portfolio Optimizer

Find the right allocation for DOGG and CWII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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