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EDOG vs. DGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDOG and DGS is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EDOG vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Emerging Sector Dividend Dogs ETF (EDOG) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.30%
-2.25%
EDOG
DGS

Key characteristics

Sharpe Ratio

EDOG:

0.36

DGS:

0.49

Sortino Ratio

EDOG:

0.58

DGS:

0.75

Omega Ratio

EDOG:

1.07

DGS:

1.09

Calmar Ratio

EDOG:

0.49

DGS:

0.70

Martin Ratio

EDOG:

1.32

DGS:

1.83

Ulcer Index

EDOG:

3.52%

DGS:

3.48%

Daily Std Dev

EDOG:

13.02%

DGS:

12.87%

Max Drawdown

EDOG:

-44.29%

DGS:

-61.83%

Current Drawdown

EDOG:

-8.14%

DGS:

-7.91%

Returns By Period

In the year-to-date period, EDOG achieves a 2.05% return, which is significantly lower than DGS's 2.41% return. Over the past 10 years, EDOG has underperformed DGS with an annualized return of 2.92%, while DGS has yielded a comparatively higher 5.46% annualized return.


EDOG

YTD

2.05%

1M

-2.26%

6M

2.92%

1Y

3.21%

5Y*

4.40%

10Y*

2.92%

DGS

YTD

2.41%

1M

-0.32%

6M

-2.53%

1Y

4.44%

5Y*

5.42%

10Y*

5.46%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EDOG vs. DGS - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is lower than DGS's 0.63% expense ratio.


DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for EDOG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

EDOG vs. DGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS). 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.


Sharpe ratio
The chart of Sharpe ratio for EDOG, currently valued at 0.36, compared to the broader market0.002.004.000.360.49
The chart of Sortino ratio for EDOG, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.580.75
The chart of Omega ratio for EDOG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.09
The chart of Calmar ratio for EDOG, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.70
The chart of Martin ratio for EDOG, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.321.83
EDOG
DGS

The current EDOG Sharpe Ratio is 0.36, which is comparable to the DGS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of EDOG and DGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.36
0.49
EDOG
DGS

Dividends

EDOG vs. DGS - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 6.53%, more than DGS's 3.59% yield.


TTM20232022202120202019201820172016201520142013
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.53%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%3.31%0.00%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
2.68%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%

Drawdowns

EDOG vs. DGS - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for EDOG and DGS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.14%
-7.91%
EDOG
DGS

Volatility

EDOG vs. DGS - Volatility Comparison

ALPS Emerging Sector Dividend Dogs ETF (EDOG) has a higher volatility of 4.22% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.26%. This indicates that EDOG's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
3.26%
EDOG
DGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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