DOGG vs. SVOL
Compare and contrast key facts about FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) and Simplify Volatility Premium ETF (SVOL).
DOGG and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOGG is an actively managed fund by FT Vest. It was launched on Apr 26, 2023. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOGG or SVOL.
Key characteristics
| DOGG | SVOL | |
|---|---|---|
| YTD Return | 3.38% | 8.29% |
| 1Y Return | 12.95% | 12.44% |
| Sharpe Ratio | 0.95 | 1.07 |
| Daily Std Dev | 13.36% | 11.90% |
| Max Drawdown | -7.62% | -15.68% |
| Current Drawdown | -0.38% | -1.33% |
Correlation
The correlation between DOGG and SVOL is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DOGG vs. SVOL - Performance Comparison
In the year-to-date period, DOGG achieves a 3.38% return, which is significantly lower than SVOL's 8.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DOGG vs. SVOL - Expense Ratio Comparison
DOGG has a 0.75% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
DOGG vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
DOGG vs. SVOL - Dividend Comparison
DOGG's dividend yield for the trailing twelve months is around 9.15%, less than SVOL's 16.27% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
DOGG FT Cboe Vest DJIA Dogs 10 Target Income ETF | 9.15% | 5.89% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.27% | 16.36% | 18.21% | 4.65% |
Drawdowns
DOGG vs. SVOL - Drawdown Comparison
The maximum DOGG drawdown since its inception was -7.62%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for DOGG and SVOL. For additional features, visit the drawdowns tool.
Volatility
DOGG vs. SVOL - Volatility Comparison
The current volatility for FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) is 3.22%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.66%. This indicates that DOGG experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.