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

Correlation

The correlation between EDOG and DIA 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.


-0.50.00.51.00.6

Performance

EDOG vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Emerging Sector Dividend Dogs ETF (EDOG) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
33.00%
229.24%
EDOG
DIA

Key characteristics

Sharpe Ratio

EDOG:

0.36

DIA:

1.56

Sortino Ratio

EDOG:

0.58

DIA:

2.24

Omega Ratio

EDOG:

1.07

DIA:

1.29

Calmar Ratio

EDOG:

0.49

DIA:

2.90

Martin Ratio

EDOG:

1.32

DIA:

8.52

Ulcer Index

EDOG:

3.52%

DIA:

2.06%

Daily Std Dev

EDOG:

13.02%

DIA:

11.27%

Max Drawdown

EDOG:

-44.29%

DIA:

-51.87%

Current Drawdown

EDOG:

-8.14%

DIA:

-4.69%

Returns By Period

In the year-to-date period, EDOG achieves a 2.05% return, which is significantly lower than DIA's 15.64% return. Over the past 10 years, EDOG has underperformed DIA with an annualized return of 2.92%, while DIA has yielded a comparatively higher 11.38% annualized return.


EDOG

YTD

2.05%

1M

-2.26%

6M

2.92%

1Y

3.21%

5Y*

4.40%

10Y*

2.92%

DIA

YTD

15.64%

1M

-1.04%

6M

10.39%

1Y

16.57%

5Y*

10.63%

10Y*

11.38%

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. DIA - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is higher than DIA's 0.16% expense ratio.


EDOG
ALPS Emerging Sector Dividend Dogs ETF
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%
Expense ratio chart for DIA: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

EDOG vs. DIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and SPDR Dow Jones Industrial Average ETF (DIA). 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 market0.002.004.000.361.56
The chart of Sortino ratio for EDOG, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.582.24
The chart of Omega ratio for EDOG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.29
The chart of Calmar ratio for EDOG, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.492.90
The chart of Martin ratio for EDOG, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.328.52
EDOG
DIA

The current EDOG Sharpe Ratio is 0.36, which is lower than the DIA Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of EDOG and DIA, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.36
1.56
EDOG
DIA

Dividends

EDOG vs. DIA - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 6.53%, more than DIA's 1.59% 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%
DIA
SPDR Dow Jones Industrial Average ETF
1.59%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%2.08%

Drawdowns

EDOG vs. DIA - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for EDOG and DIA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.14%
-4.69%
EDOG
DIA

Volatility

EDOG vs. DIA - Volatility Comparison

ALPS Emerging Sector Dividend Dogs ETF (EDOG) has a higher volatility of 4.22% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 3.83%. This indicates that EDOG's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
3.83%
EDOG
DIA
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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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