IDOG vs. IDVZ

Last updated Apr 1, 2026

Compare and contrast key facts about ALPS International Sector Dividend Dogs ETF (IDOG) and Opal International Dividend Income ETF (IDVZ).

IDOG and IDVZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDOG is a passively managed fund by SS&C that tracks the performance of the S-Network International Sector Dividend Dogs Index. It was launched on Jun 27, 2013. IDVZ is an actively managed fund by TrueMark Investments. It was launched on Dec 26, 2024.

Performance

IDOG vs. IDVZ - Performance Comparison

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

IDOG vs. IDVZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IDOG ALPS International Sector Dividend Dogs ETF	8.50%	39.94%	-0.10%
IDVZ Opal International Dividend Income ETF	6.35%	33.14%	-1.61%

Returns By Period

In the year-to-date period, IDOG achieves a 8.50% return, which is significantly higher than IDVZ's 6.35% return.

IDOG

• 1D: 2.48%
• 1M: -2.23%
• YTD: 8.50%
• 6M: 18.68%
• 1Y: 37.17%
• 3Y*: 19.99%
• 5Y*: 13.61%
• 10Y*: 10.63%

IDVZ

• 1D: 2.06%
• 1M: -5.14%
• YTD: 6.35%
• 6M: 10.47%
• 1Y: 26.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDOG vs. IDVZ - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than IDVZ's 0.75% expense ratio.

IDVZ

Opal International Dividend Income ETF

IDOG

ALPS International Sector Dividend Dogs ETF

Return for Risk

IDOG vs. IDVZ — Risk / Return Rank

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

IDOG

IDOG Risk / Return Rank: 94
IDOG Sharpe Ratio Rank: 94
IDOG Sortino Ratio Rank: 95
IDOG Omega Ratio Rank: 93
IDOG Calmar Ratio Rank: 91
IDOG Martin Ratio Rank: 96

IDVZ

IDVZ Risk / Return Rank: 86
IDVZ Sharpe Ratio Rank: 86
IDVZ Sortino Ratio Rank: 86
IDVZ Omega Ratio Rank: 88
IDVZ Calmar Ratio Rank: 85
IDVZ Martin Ratio Rank: 87

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.

IDOG vs. IDVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and Opal International Dividend Income ETF (IDVZ). 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.

	IDOG	IDVZ	Difference
Sharpe ratio Return per unit of total volatility	2.27	1.76	+0.51
Sortino ratio Return per unit of downside risk	3.08	2.34	+0.73
Omega ratio Gain probability vs. loss probability	1.43	1.37	+0.06
Calmar ratio Return relative to maximum drawdown	3.23	2.57	+0.67
Martin ratio Return relative to average drawdown	16.27	10.59	+5.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDOG vs. IDVZ - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.27, which is comparable to the IDVZ Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IDOG and IDVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDOG	IDVZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	1.76	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	2.09	-1.59

Correlation

The correlation between IDOG and IDVZ is 0.77, 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

IDOG vs. IDVZ - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 3.59%, more than IDVZ's 2.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	3.59%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
IDVZ Opal International Dividend Income ETF	2.83%	2.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IDOG vs. IDVZ - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than IDVZ's maximum drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for IDOG and IDVZ.

Drawdown Indicators

	IDOG	IDVZ	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-10.99%	-26.33%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-10.19%	-0.99%
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	-2.23%	-5.43%	+3.20%
Average Drawdown Average peak-to-trough decline	-8.03%	-1.34%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	2.47%	-0.25%

Volatility

IDOG vs. IDVZ - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) and Opal International Dividend Income ETF (IDVZ) have volatilities of 6.29% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDOG	IDVZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	6.32%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	9.76%	9.03%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	16.45%	14.83%	+1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	14.70%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	14.70%	+2.78%