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EQL vs. SDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQL vs. SDOG - Performance Comparison

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

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EQL vs. SDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQL
Alps Equal Sector Weight ETF
2.94%13.09%16.44%16.87%-10.72%29.32%10.87%27.87%-6.12%18.37%
SDOG
ALPS Sector Dividend Dogs ETF
8.59%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%

Returns By Period

In the year-to-date period, EQL achieves a 2.94% return, which is significantly lower than SDOG's 8.59% return. Over the past 10 years, EQL has outperformed SDOG with an annualized return of 12.14%, while SDOG has yielded a comparatively lower 9.38% annualized return.


EQL

1D
1.81%
1M
-4.49%
YTD
2.94%
6M
4.25%
1Y
15.29%
3Y*
14.86%
5Y*
10.67%
10Y*
12.14%

SDOG

1D
1.17%
1M
-2.20%
YTD
8.59%
6M
10.01%
1Y
16.26%
3Y*
12.73%
5Y*
8.94%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQL vs. SDOG - Expense Ratio Comparison

EQL has a 0.28% expense ratio, which is lower than SDOG's 0.40% expense ratio.


Return for Risk

EQL vs. SDOG — Risk / Return Rank

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

EQL
EQL Risk / Return Rank: 6363
Overall Rank
EQL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQL Omega Ratio Rank: 6666
Omega Ratio Rank
EQL Calmar Ratio Rank: 5757
Calmar Ratio Rank
EQL Martin Ratio Rank: 7070
Martin Ratio Rank

SDOG
SDOG Risk / Return Rank: 5959
Overall Rank
SDOG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 6060
Sortino Ratio Rank
SDOG Omega Ratio Rank: 5959
Omega Ratio Rank
SDOG Calmar Ratio Rank: 5656
Calmar Ratio Rank
SDOG Martin Ratio Rank: 6161
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.

EQL vs. SDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alps Equal Sector Weight ETF (EQL) 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.


EQLSDOGDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.01

+0.02

Sortino ratio

Return per unit of downside risk

1.50

1.48

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.36

1.34

+0.02

Martin ratio

Return relative to average drawdown

6.74

5.74

+1.00

EQL vs. SDOG - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.03, which is comparable to the SDOG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EQL and SDOG, 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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Sharpe Ratios by Period


EQLSDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.01

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.58

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.49

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.63

+0.20

Correlation

The correlation between EQL and SDOG is 0.85, 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.


Dividends

EQL vs. SDOG - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.71%, less than SDOG's 3.52% yield.


TTM20252024202320222021202020192018201720162015
EQL
Alps Equal Sector Weight ETF
1.71%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%
SDOG
ALPS Sector Dividend Dogs ETF
3.52%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%

Drawdowns

EQL vs. SDOG - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, smaller than the maximum SDOG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for EQL and SDOG.


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Drawdown Indicators


EQLSDOGDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-43.56%

+7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-13.12%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

-19.84%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-43.56%

+7.91%

Current Drawdown

Current decline from peak

-4.49%

-3.25%

-1.24%

Average Drawdown

Average peak-to-trough decline

-3.28%

-4.96%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.08%

-0.68%

Volatility

EQL vs. SDOG - Volatility Comparison

Alps Equal Sector Weight ETF (EQL) has a higher volatility of 3.95% compared to ALPS Sector Dividend Dogs ETF (SDOG) at 3.03%. This indicates that EQL'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


EQLSDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.03%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

8.43%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

16.14%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

15.48%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

19.09%

-2.54%