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ECH vs. IDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECH vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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ECH vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECH
iShares MSCI Chile ETF
0.47%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-18.98%41.79%
IDOG
ALPS International Sector Dividend Dogs ETF
9.20%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Returns By Period

In the year-to-date period, ECH achieves a 0.47% return, which is significantly lower than IDOG's 9.20% return. Over the past 10 years, ECH has underperformed IDOG with an annualized return of 4.15%, while IDOG has yielded a comparatively higher 10.70% annualized return.


ECH

1D
2.09%
1M
-2.33%
YTD
0.47%
6M
24.53%
1Y
37.79%
3Y*
15.92%
5Y*
7.90%
10Y*
4.15%

IDOG

1D
0.64%
1M
-0.46%
YTD
9.20%
6M
18.16%
1Y
37.24%
3Y*
20.24%
5Y*
13.76%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECH vs. IDOG - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Return for Risk

ECH vs. IDOG — Risk / Return Rank

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

ECH
ECH Risk / Return Rank: 7272
Overall Rank
ECH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 7676
Sortino Ratio Rank
ECH Omega Ratio Rank: 7070
Omega Ratio Rank
ECH Calmar Ratio Rank: 7474
Calmar Ratio Rank
ECH Martin Ratio Rank: 6161
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9393
Overall Rank
IDOG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
Martin Ratio Rank
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.

ECH vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


ECHIDOGDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.28

-0.78

Sortino ratio

Return per unit of downside risk

2.00

3.08

-1.08

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

2.01

3.40

-1.39

Martin ratio

Return relative to average drawdown

6.32

17.12

-10.80

ECH vs. IDOG - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.50, which is lower than the IDOG Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ECH and IDOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECHIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.28

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.89

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.61

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.50

-0.44

Correlation

The correlation between ECH and IDOG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ECH vs. IDOG - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 2.00%, less than IDOG's 3.57% yield.


TTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
2.00%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
IDOG
ALPS International Sector Dividend Dogs ETF
3.57%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Drawdowns

ECH vs. IDOG - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for ECH and IDOG.


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Drawdown Indicators


ECHIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-37.32%

-36.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.65%

-10.80%

-8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

-25.31%

-11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-37.32%

-29.57%

Current Drawdown

Current decline from peak

-25.34%

-1.60%

-23.74%

Average Drawdown

Average peak-to-trough decline

-37.65%

-8.03%

-29.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

2.22%

+4.04%

Volatility

ECH vs. IDOG - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 10.02% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 5.74%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECHIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

5.74%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

9.77%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

16.44%

+8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.85%

15.57%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

17.47%

+9.58%