DOGG vs. XLK

Last updated Jul 17, 2026

DOGG (FT Vest DJIA Dogs 10 Target Income ETF) and XLK (State Street Technology Select Sector SPDR ETF) are both exchange-traded funds - DOGG is a Derivative Income fund actively managed by FT Vest, while XLK is a Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. DOGG is actively managed, while XLK is passively managed. Over the past 3 years, DOGG returned 13.52%/yr vs 26.66%/yr for XLK. At a 0.11 correlation, their price movements are largely independent. DOGG charges 0.75%/yr vs 0.08%/yr for XLK.

Performance

DOGG vs. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOGG achieves a 10.97% return, which is significantly lower than XLK's 23.60% return.

DOGG

• 1D: 2.51%
• 1M: 2.04%
• 6M: 9.08%
• YTD: 10.97%
• 1Y: 20.53%
• 3Y*: 13.52%
• 5Y*: —
• 10Y*: —

XLK

• 1D: -2.24%
• 1M: -4.67%
• 6M: 22.34%
• YTD: 23.60%
• 1Y: 37.95%
• 3Y*: 26.66%
• 5Y*: 19.65%
• 10Y*: 24.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGG vs. XLK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	10.97%	19.43%	-2.58%	12.74%
XLK State Street Technology Select Sector SPDR ETF	23.60%	24.61%	21.63%	32.59%

Correlation

The correlation between DOGG and XLK is -0.21, 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 (1Y) Calculated over the trailing 1-year period	-0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Apr 27, 2023	0.11

The correlation between DOGG and XLK shifts across timeframes, from -0.21 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DOGG vs. XLK — Risk / Return Rank

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

DOGG

DOGG Risk / Return Rank: 63
DOGG Sharpe Ratio Rank: 72
DOGG Sortino Ratio Rank: 75
DOGG Omega Ratio Rank: 68
DOGG Calmar Ratio Rank: 62
DOGG Martin Ratio Rank: 41

XLK

XLK Risk / Return Rank: 54
XLK Sharpe Ratio Rank: 57
XLK Sortino Ratio Rank: 51
XLK Omega Ratio Rank: 51
XLK Calmar Ratio Rank: 59
XLK Martin Ratio Rank: 52

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. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). 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.

	DOGG	XLK	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.55	+0.28
Sortino ratio: Return per unit of downside risk	2.67	2.04	+0.62
Omega ratio: Gain probability vs. loss probability	1.32	1.26	+0.06
Calmar ratio: Return relative to maximum drawdown	2.49	2.39	+0.09
Martin ratio: Return relative to average drawdown	5.29	7.13	-1.83

DOGG vs. XLK - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.83, which is comparable to the XLK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DOGG and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOGG vs. XLK - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for DOGG and XLK.

Drawdown Indicators

	DOGG	XLK	Difference
Max Drawdown Largest peak-to-trough decline	-11.19%	-82.05%	+70.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-15.92%	+7.63%
Max Drawdown (3Y) Largest decline over 3 years	-11.19%	-25.66%	+14.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.56%	—
Current Drawdown Current decline from peak	-2.46%	-10.33%	+7.87%
Average Drawdown Average peak-to-trough decline	-3.27%	-34.84%	+31.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	5.34%	-1.45%

Volatility

DOGG vs. XLK - Volatility Comparison

The current volatility for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) is 4.87%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 9.89%. This indicates that DOGG experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOGG	XLK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	9.89%	-5.02%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	20.95%	-11.81%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	24.54%	-13.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.05%	25.58%	-12.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.05%	24.80%	-11.75%

DOGG vs. XLK - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than XLK's 0.08% expense ratio.

Dividends

DOGG vs. XLK - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.52%, more than XLK's 0.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.52%	8.75%	9.92%	5.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK State Street Technology Select Sector SPDR ETF	0.45%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%

Frequently Asked Questions

Can I hold both DOGG and XLK in my portfolio?

DOGG and XLK have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOGG or XLK?

XLK has higher volatility (9.89%) compared to DOGG (4.87%). In terms of maximum drawdown, DOGG dropped -11.19% vs XLK's -82.05%.

Which ETF is better, DOGG or XLK?

On 3-year performance, XLK leads with 26.66% vs 13.52% for DOGG. On fees, XLK is cheaper at 0.08% per year. On volatility, DOGG has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOGG or XLK?

Over the 3-year period, XLK has performed better with a 26.66% return vs 13.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOGG or XLK?

XLK is cheaper with a 0.08% expense ratio, compared with 0.75% for DOGG.

Which ETF pays a higher dividend yield, DOGG or XLK?

DOGG has the higher dividend yield at 8.52%, compared with 0.45% for XLK.

What is the main difference between DOGG and XLK?

DOGG is categorized as Derivative Income, while XLK is Technology Equities. They also come from different issuers: FT Vest and State Street. Their fees differ too: 0.75% for DOGG and 0.08% for XLK.

Which has better risk-adjusted returns?

DOGG currently has the higher Sharpe Ratio (1.83 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.