EDOG vs. DMDV
Compare and contrast key facts about ALPS Emerging Sector Dividend Dogs ETF (EDOG) and AAM S&P Developed Markets High Dividend Value ETF (DMDV).
EDOG and DMDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDOG is a passively managed fund by SS&C that tracks the performance of the S-Network Emerging Sector Dividend Dogs Index. It was launched on Mar 28, 2014. DMDV is a passively managed fund by Advisors Asset Management that tracks the performance of the S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield. It was launched on Nov 27, 2018. Both EDOG and DMDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDOG or DMDV.
Key characteristics
| EDOG | DMDV | |
|---|---|---|
| YTD Return | 1.85% | 7.82% |
| 1Y Return | 7.17% | 18.30% |
| 3Y Return (Ann) | 0.23% | 5.57% |
| 5Y Return (Ann) | 5.07% | 3.92% |
| Sharpe Ratio | 0.58 | 1.88 |
| Sortino Ratio | 0.89 | 2.76 |
| Omega Ratio | 1.11 | 1.34 |
| Calmar Ratio | 0.76 | 1.25 |
| Martin Ratio | 2.58 | 11.24 |
| Ulcer Index | 2.89% | 2.02% |
| Daily Std Dev | 12.82% | 12.05% |
| Max Drawdown | -44.29% | -47.18% |
| Current Drawdown | -8.34% | -2.36% |
Correlation
The correlation between EDOG and DMDV is 0.71, 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.
Performance
EDOG vs. DMDV - Performance Comparison
In the year-to-date period, EDOG achieves a 1.85% return, which is significantly lower than DMDV's 7.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EDOG vs. DMDV - Expense Ratio Comparison
EDOG has a 0.60% expense ratio, which is higher than DMDV's 0.39% expense ratio.
Risk-Adjusted Performance
EDOG vs. DMDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and AAM S&P Developed Markets High Dividend Value ETF (DMDV). 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.
Dividends
EDOG vs. DMDV - Dividend Comparison
EDOG's dividend yield for the trailing twelve months is around 4.70%, less than DMDV's 5.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EDOG ALPS Emerging Sector Dividend Dogs ETF | 4.70% | 6.53% | 5.07% | 4.11% | 2.60% | 4.93% | 5.37% | 2.89% | 2.97% | 4.55% | 3.31% |
DMDV AAM S&P Developed Markets High Dividend Value ETF | 5.57% | 6.98% | 0.44% | 4.45% | 3.13% | 5.35% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EDOG vs. DMDV - Drawdown Comparison
The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum DMDV drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for EDOG and DMDV. For additional features, visit the drawdowns tool.
Volatility
EDOG vs. DMDV - Volatility Comparison
ALPS Emerging Sector Dividend Dogs ETF (EDOG) has a higher volatility of 4.24% compared to AAM S&P Developed Markets High Dividend Value ETF (DMDV) at 0.02%. This indicates that EDOG's price experiences larger fluctuations and is considered to be riskier than DMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.