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

Correlation

The correlation between EDOG and DGS is 0.58, 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.


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.

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Key characteristics

Sharpe Ratio

EDOG:

0.55

DGS:

0.13

Sortino Ratio

EDOG:

0.94

DGS:

0.29

Omega Ratio

EDOG:

1.13

DGS:

1.04

Calmar Ratio

EDOG:

0.61

DGS:

0.11

Martin Ratio

EDOG:

1.82

DGS:

0.31

Ulcer Index

EDOG:

5.14%

DGS:

6.65%

Daily Std Dev

EDOG:

16.07%

DGS:

15.79%

Max Drawdown

EDOG:

-44.29%

DGS:

-61.83%

Current Drawdown

EDOG:

-1.96%

DGS:

-4.40%

Returns By Period

In the year-to-date period, EDOG achieves a 7.01% return, which is significantly higher than DGS's 5.13% return. Over the past 10 years, EDOG has underperformed DGS with an annualized return of 3.04%, while DGS has yielded a comparatively higher 5.08% annualized return.


EDOG

YTD

7.01%

1M

9.90%

6M

3.36%

1Y

8.37%

5Y*

12.18%

10Y*

3.04%

DGS

YTD

5.13%

1M

13.11%

6M

1.53%

1Y

2.24%

5Y*

11.74%

10Y*

5.08%

*Annualized

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EDOG vs. DGS - Expense Ratio Comparison

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


Risk-Adjusted Performance

EDOG vs. DGS — Risk-Adjusted Performance Rank

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

EDOG
The Risk-Adjusted Performance Rank of EDOG is 6464
Overall Rank
The Sharpe Ratio Rank of EDOG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EDOG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EDOG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EDOG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EDOG is 5858
Martin Ratio Rank

DGS
The Risk-Adjusted Performance Rank of DGS is 2626
Overall Rank
The Sharpe Ratio Rank of DGS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current EDOG Sharpe Ratio is 0.55, which is higher than the DGS Sharpe Ratio of 0.13. 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.


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Dividends

EDOG vs. DGS - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 6.81%, more than DGS's 3.25% yield.


TTM20242023202220212020201920182017201620152014
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.81%6.55%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%3.31%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.25%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%

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.


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Volatility

EDOG vs. DGS - Volatility Comparison

The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 3.62%, while WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a volatility of 4.67%. This indicates that EDOG experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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