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EDOG vs. SDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDOG vs. SDOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, EDOG achieves a 1.65% return, which is significantly lower than SDOG's 14.96% return. Over the past 10 years, EDOG has underperformed SDOG with an annualized return of 6.34%, while SDOG has yielded a comparatively higher 9.96% annualized return.


EDOG

1D
-0.23%
1M
-0.76%
YTD
1.65%
6M
0.54%
1Y
17.09%
3Y*
10.59%
5Y*
4.98%
10Y*
6.34%

SDOG

1D
0.47%
1M
1.24%
YTD
14.96%
6M
14.84%
1Y
24.50%
3Y*
16.57%
5Y*
9.50%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDOG vs. SDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDOG
ALPS Emerging Sector Dividend Dogs ETF
1.65%22.59%1.70%11.58%-10.50%11.71%7.99%13.26%-16.52%20.42%
SDOG
ALPS Sector Dividend Dogs ETF
14.96%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%

Correlation

The correlation between EDOG and SDOG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2014

0.54

The correlation between EDOG and SDOG shifts across timeframes, from 0.38 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

EDOG vs. SDOG - Sectors Allocation Comparison


Sectors
EDOG
SDOG

Industrials

11.3%
7.5%

Energy

11.2%
9.1%

Financial Services

11.0%
10.6%

Healthcare

10.3%
9.8%

Utilities

10.2%
9.2%

Consumer Defensive

9.6%
9.5%

Technology

9.4%
16.2%

Consumer Cyclical

6.1%
16.3%

Basic Materials

6.0%
3.5%

Communication Services

5.4%
8.4%

Real Estate

-

-

Industrials

EDOG
11.3%
SDOG
7.5%

Energy

EDOG
11.2%
SDOG
9.1%

Financial Services

EDOG
11.0%
SDOG
10.6%

Healthcare

EDOG
10.3%
SDOG
9.8%

Utilities

EDOG
10.2%
SDOG
9.2%

Consumer Defensive

EDOG
9.6%
SDOG
9.5%

Technology

EDOG
9.4%
SDOG
16.2%

Consumer Cyclical

EDOG
6.1%
SDOG
16.3%

Basic Materials

EDOG
6.0%
SDOG
3.5%

Communication Services

EDOG
5.4%
SDOG
8.4%

Real Estate

EDOG

-

SDOG

-

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Return for Risk

EDOG vs. SDOG — Risk / Return Rank

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

EDOG
EDOG Risk / Return Rank: 3232
Overall Rank
EDOG Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EDOG Sortino Ratio Rank: 3030
Sortino Ratio Rank
EDOG Omega Ratio Rank: 3232
Omega Ratio Rank
EDOG Calmar Ratio Rank: 3434
Calmar Ratio Rank
EDOG Martin Ratio Rank: 3232
Martin Ratio Rank

SDOG
SDOG Risk / Return Rank: 7272
Overall Rank
SDOG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDOG Omega Ratio Rank: 6565
Omega Ratio Rank
SDOG Calmar Ratio Rank: 8080
Calmar Ratio Rank
SDOG Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDOG vs. SDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and ALPS Sector Dividend Dogs ETF (SDOG). 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.


EDOGSDOGDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.60

3.95

-2.35

Martin ratioReturn relative to average drawdown

4.24

12.53

-8.30

EDOG vs. SDOG - Sharpe Ratio Comparison

The current EDOG Sharpe Ratio is 1.07, which is lower than the SDOG Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EDOG and SDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDOG vs. SDOG - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, roughly equal to the maximum SDOG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for EDOG and SDOG.


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Drawdown Indicators


EDOGSDOGDifference

Max Drawdown

Largest peak-to-trough decline

-44.29%

-43.56%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-6.24%

-4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.29%

-16.00%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-19.84%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

-43.56%

-0.73%

Current Drawdown

Current decline from peak

-9.54%

-1.85%

-7.69%

Average Drawdown

Average peak-to-trough decline

-11.20%

-4.90%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

1.96%

+2.09%

Volatility

EDOG vs. SDOG - Volatility Comparison

ALPS Emerging Sector Dividend Dogs ETF (EDOG) has a higher volatility of 4.04% compared to ALPS Sector Dividend Dogs ETF (SDOG) at 3.71%. This indicates that EDOG's price experiences larger fluctuations and is considered to be riskier than SDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOGSDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.71%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

8.18%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

11.60%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

15.37%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

19.02%

-1.60%

EDOG vs. SDOG - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is higher than SDOG's 0.36% expense ratio.


Dividends

EDOG vs. SDOG - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 5.06%, more than SDOG's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EDOG
ALPS Emerging Sector Dividend Dogs ETF
5.06%4.50%6.55%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%
SDOG
ALPS Sector Dividend Dogs ETF
3.49%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%

Frequently Asked Questions


EDOG and SDOG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDOG has higher volatility (4.04%) compared to SDOG (3.71%). In terms of maximum drawdown, EDOG dropped -44.29% vs SDOG's -43.56%.

On 10-year performance, SDOG leads with 9.96% vs 6.34% for EDOG. On fees, SDOG is cheaper at 0.36% per year. On volatility, SDOG has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SDOG has performed better with a 9.96% return vs 6.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDOG is cheaper with a 0.36% expense ratio, compared with 0.60% for EDOG.

EDOG has the higher dividend yield at 5.06%, compared with 3.49% for SDOG.

EDOG is categorized as Emerging Markets Equities, while SDOG is Large Cap Value Equities. EDOG tracks S-Network Emerging Sector Dividend Dogs Index, while SDOG tracks S-Network Sector Dividend Dogs Index. Their fees differ too: 0.60% for EDOG and 0.36% for SDOG.

SDOG currently has the higher Sharpe Ratio (2.12 vs 1.07), 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.

Portfolio Optimizer

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