EDGI vs. IDOG

Last updated Aug 4, 2026

EDGI (3EDGE Dynamic International Equity ETF) and IDOG (ALPS International Sector Dividend Dogs ETF) are both Foreign Large Cap Equities funds. EDGI is actively managed, while IDOG is passively managed. Over the past year, EDGI returned 22.76% vs 34.66% for IDOG. Their 0.73 correlation means they have sometimes moved together and sometimes differently. EDGI charges 0.97%/yr vs 0.50%/yr for IDOG.

Performance

EDGI vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic International Equity ETF (EDGI) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EDGI achieves a 9.43% return, which is significantly lower than IDOG's 16.40% return.

EDGI

• 1D: 0.65%
• 1M: -0.10%
• 6M: 4.01%
• YTD: 9.43%
• 1Y: 22.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.84%

IDOG

• 1D: 0.05%
• 1M: 5.40%
• 6M: 10.61%
• YTD: 16.40%
• 1Y: 34.66%
• 3Y*: 21.04%
• 5Y*: 14.23%
• 10Y*: 10.94%
• ALL TIME*: 8.88%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EDGI 3EDGE Dynamic International Equity ETF	$817.52K	$2.19M	$1.06M
IDOG ALPS International Sector Dividend Dogs ETF	$1.71M	$1.45M	$1.24M

EDGI vs. IDOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EDGI 3EDGE Dynamic International Equity ETF	9.43%	26.77%	-7.13%
IDOG ALPS International Sector Dividend Dogs ETF	16.40%	39.94%	-8.02%

Correlation

The correlation between EDGI and IDOG is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024	0.73

The correlation between EDGI and IDOG has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

EDGI vs. IDOG - Sectors Allocation Comparison

Sectors	EDGI	IDOG
Technology	20.4%	7.7%
Industrials	19.9%	12.3%
Financial Services	19.4%	10.6%
Consumer Cyclical	11.2%	10.1%
Healthcare	6.2%	10.4%
Basic Materials	6.1%	9.8%
Communication Services	5.5%	9.5%
Consumer Defensive	4.3%	10.3%
Energy	2.8%	9.2%
Real Estate	2.5%	-
Utilities	1.9%	10.2%

Return for Risk

EDGI vs. IDOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDGI

EDGI Risk / Return Rank: 49
EDGI Sharpe Ratio Rank: 51
EDGI Sortino Ratio Rank: 50
EDGI Omega Ratio Rank: 51
EDGI Calmar Ratio Rank: 46
EDGI Martin Ratio Rank: 48

IDOG

IDOG Risk / Return Rank: 93
IDOG Sharpe Ratio Rank: 93
IDOG Sortino Ratio Rank: 92
IDOG Omega Ratio Rank: 91
IDOG Calmar Ratio Rank: 95
IDOG Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EDGI vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic International Equity ETF (EDGI) 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.

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.

	EDGI	IDOG	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.61	-1.24
Sortino ratio: Return per unit of downside risk	1.94	3.46	-1.52
Omega ratio: Gain probability vs. loss probability	1.25	1.44	-0.19
Calmar ratio: Return relative to maximum drawdown	1.78	5.38	-3.60
Martin ratio: Return relative to average drawdown	6.11	16.68	-10.57

EDGI vs. IDOG - Sharpe Ratio Comparison

The current EDGI Sharpe Ratio is 1.37, which is lower than the IDOG Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of EDGI and IDOG, 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

EDGI vs. IDOG - Drawdown Comparison

The maximum EDGI drawdown since its inception was -14.52%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for EDGI and IDOG.

Drawdown Indicators

	EDGI	IDOG	Difference
Max Drawdown Largest peak-to-trough decline	-14.52%	-37.32%	+22.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-6.47%	-6.37%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-2.06%	-0.27%	-1.79%
Average Drawdown Average peak-to-trough decline	-2.88%	-7.86%	+4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	2.08%	+1.66%

Volatility

EDGI vs. IDOG - Volatility Comparison

3EDGE Dynamic International Equity ETF (EDGI) has a higher volatility of 5.88% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 2.79%. This indicates that EDGI'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.

Volatility by Period

	EDGI	IDOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	2.79%	+3.09%
Volatility (6M) Calculated over the trailing 6-month period	14.81%	10.78%	+4.03%
Volatility (1Y) Calculated over the trailing 1-year period	16.74%	13.36%	+3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	15.64%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	17.09%	-0.50%

EDGI vs. IDOG - Expense Ratio Comparison

EDGI has a 0.97% expense ratio, which is higher than IDOG's 0.50% expense ratio.

Dividends

EDGI vs. IDOG - Dividend Comparison

EDGI's dividend yield for the trailing twelve months is around 1.38%, less than IDOG's 4.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDGI 3EDGE Dynamic International Equity ETF	1.38%	1.97%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDOG ALPS International Sector Dividend Dogs ETF	4.23%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%

Frequently Asked Questions

Can I hold both EDGI and IDOG in my portfolio?

EDGI and IDOG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EDGI or IDOG?

EDGI has higher volatility (5.88%) compared to IDOG (2.79%). In terms of maximum drawdown, EDGI dropped -14.52% vs IDOG's -37.32%.

Which ETF is better, EDGI or IDOG?

On 1-year performance, IDOG leads with 34.66% vs 22.76% for EDGI. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EDGI or IDOG?

Over the 1-year period, IDOG has performed better with a 34.66% return vs 22.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EDGI or IDOG?

IDOG is cheaper with a 0.50% expense ratio, compared with 0.97% for EDGI.

Which ETF pays a higher dividend yield, EDGI or IDOG?

IDOG has the higher dividend yield at 4.23%, compared with 1.38% for EDGI.

What is the main difference between EDGI and IDOG?

They also come from different issuers: 3EDGE Asset Management and SS&C. Their fees differ too: 0.97% for EDGI and 0.50% for IDOG.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.61 vs 1.37), 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.