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EDOG vs. SGDJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDOG vs. SGDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ). 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 higher than SGDJ's -5.38% return. Over the past 10 years, EDOG has underperformed SGDJ with an annualized return of 6.34%, while SGDJ has yielded a comparatively higher 10.08% 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%

SGDJ

1D
-5.01%
1M
-6.84%
YTD
-5.38%
6M
-10.31%
1Y
72.25%
3Y*
50.80%
5Y*
17.28%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDOG vs. SGDJ - 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%
SGDJ
Sprott Junior Gold Miners ETF
-5.38%174.44%19.35%6.66%-27.60%-15.12%47.91%37.00%-25.63%5.94%

Correlation

The correlation between EDOG and SGDJ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.50

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

0.50

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2015

0.35

The correlation between EDOG and SGDJ shifts across timeframes, from 0.35 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

EDOG vs. SGDJ - Sectors Allocation Comparison


Sectors
EDOG
SGDJ

Industrials

11.3%

-

Energy

11.2%

-

Financial Services

11.0%

-

Healthcare

10.3%

-

Utilities

10.2%

-

Consumer Defensive

9.6%

-

Technology

9.4%

-

Consumer Cyclical

6.1%

-

Basic Materials

6.0%
100.0%

Communication Services

5.4%

-

Real Estate

-

-

Industrials

EDOG
11.3%
SGDJ

-

Energy

EDOG
11.2%
SGDJ

-

Financial Services

EDOG
11.0%
SGDJ

-

Healthcare

EDOG
10.3%
SGDJ

-

Utilities

EDOG
10.2%
SGDJ

-

Consumer Defensive

EDOG
9.6%
SGDJ

-

Technology

EDOG
9.4%
SGDJ

-

Consumer Cyclical

EDOG
6.1%
SGDJ

-

Basic Materials

EDOG
6.0%
SGDJ
100.0%

Communication Services

EDOG
5.4%
SGDJ

-

Real Estate

EDOG

-

SGDJ

-

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Return for Risk

EDOG vs. SGDJ — 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

SGDJ
SGDJ Risk / Return Rank: 3939
Overall Rank
SGDJ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGDJ Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGDJ Omega Ratio Rank: 4040
Omega Ratio Rank
SGDJ Calmar Ratio Rank: 4141
Calmar Ratio Rank
SGDJ Martin Ratio Rank: 3535
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. SGDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ). 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.


EDOGSGDJDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.60

1.97

-0.37

Martin ratioReturn relative to average drawdown

4.24

5.11

-0.88

EDOG vs. SGDJ - Sharpe Ratio Comparison

The current EDOG Sharpe Ratio is 1.07, which is comparable to the SGDJ Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EDOG and SGDJ, 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. SGDJ - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EDOG and SGDJ.


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Drawdown Indicators


EDOGSGDJDifference

Max Drawdown

Largest peak-to-trough decline

-44.29%

-59.27%

+14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-36.84%

+26.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.29%

-36.84%

+21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-52.66%

+26.12%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

-59.27%

+14.98%

Current Drawdown

Current decline from peak

-9.54%

-31.02%

+21.48%

Average Drawdown

Average peak-to-trough decline

-11.20%

-26.25%

+15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

14.18%

-10.13%

Volatility

EDOG vs. SGDJ - Volatility Comparison

The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 4.04%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 18.68%. This indicates that EDOG experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOGSGDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

18.68%

-14.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

42.77%

-28.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

50.78%

-34.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

40.87%

-25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

40.96%

-23.54%

EDOG vs. SGDJ - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.


Dividends

EDOG vs. SGDJ - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 5.06%, less than SGDJ's 8.85% 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%
SGDJ
Sprott Junior Gold Miners ETF
8.85%8.37%6.55%4.55%2.46%2.20%1.97%0.65%0.00%0.14%1.77%0.85%

Frequently Asked Questions


EDOG and SGDJ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGDJ has higher volatility (18.68%) compared to EDOG (4.04%). In terms of maximum drawdown, EDOG dropped -44.29% vs SGDJ's -59.27%.

On 10-year performance, SGDJ leads with 10.08% vs 6.34% for EDOG. On fees, SGDJ is cheaper at 0.50% per year. On volatility, EDOG has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGDJ has performed better with a 10.08% return vs 6.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGDJ is cheaper with a 0.50% expense ratio, compared with 0.60% for EDOG.

SGDJ has the higher dividend yield at 8.85%, compared with 5.06% for EDOG.

EDOG is categorized as Emerging Markets Equities, while SGDJ is Gold. EDOG tracks S-Network Emerging Sector Dividend Dogs Index, while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. They also come from different issuers: SS&C and Sprott. Their fees differ too: 0.60% for EDOG and 0.50% for SGDJ.

SGDJ currently has the higher Sharpe Ratio (1.43 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.

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