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IDOG vs. SBIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDOG vs. SBIO - Performance Comparison

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

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IDOG vs. SBIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDOG
ALPS International Sector Dividend Dogs ETF
9.20%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%
SBIO
ALPS Medical Breakthroughs ETF
3.20%55.07%3.81%8.68%-28.08%-17.55%21.17%50.30%-11.81%45.67%

Returns By Period

In the year-to-date period, IDOG achieves a 9.20% return, which is significantly higher than SBIO's 3.20% return. Over the past 10 years, IDOG has outperformed SBIO with an annualized return of 10.70%, while SBIO has yielded a comparatively lower 9.75% annualized return.


IDOG

1D
0.64%
1M
-0.46%
YTD
9.20%
6M
18.16%
1Y
37.24%
3Y*
20.24%
5Y*
13.76%
10Y*
10.70%

SBIO

1D
0.99%
1M
3.89%
YTD
3.20%
6M
36.23%
1Y
95.78%
3Y*
26.37%
5Y*
1.76%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDOG vs. SBIO - Expense Ratio Comparison

Both IDOG and SBIO have an expense ratio of 0.50%.


Return for Risk

IDOG vs. SBIO — Risk / Return Rank

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

IDOG
IDOG Risk / Return Rank: 9393
Overall Rank
IDOG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
Martin Ratio Rank

SBIO
SBIO Risk / Return Rank: 9696
Overall Rank
SBIO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SBIO Sortino Ratio Rank: 9797
Sortino Ratio Rank
SBIO Omega Ratio Rank: 9494
Omega Ratio Rank
SBIO Calmar Ratio Rank: 9898
Calmar Ratio Rank
SBIO Martin Ratio Rank: 9797
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.

IDOG vs. SBIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and ALPS Medical Breakthroughs ETF (SBIO). 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.


IDOGSBIODifference

Sharpe ratio

Return per unit of total volatility

2.28

2.92

-0.64

Sortino ratio

Return per unit of downside risk

3.08

3.57

-0.49

Omega ratio

Gain probability vs. loss probability

1.43

1.45

-0.02

Calmar ratio

Return relative to maximum drawdown

3.40

5.66

-2.26

Martin ratio

Return relative to average drawdown

17.12

19.94

-2.82

IDOG vs. SBIO - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.28, which is comparable to the SBIO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of IDOG and SBIO, 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


IDOGSBIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.92

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.05

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.29

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.23

+0.27

Correlation

The correlation between IDOG and SBIO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IDOG vs. SBIO - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 3.57%, while SBIO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
3.57%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
SBIO
ALPS Medical Breakthroughs ETF
0.00%0.00%3.55%0.22%0.00%0.00%0.00%0.04%2.79%1.77%0.00%0.00%

Drawdowns

IDOG vs. SBIO - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, smaller than the maximum SBIO drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for IDOG and SBIO.


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Drawdown Indicators


IDOGSBIODifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-63.06%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-15.08%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

-53.67%

+28.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-63.06%

+25.74%

Current Drawdown

Current decline from peak

-1.60%

-13.79%

+12.19%

Average Drawdown

Average peak-to-trough decline

-8.03%

-28.70%

+20.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

4.28%

-2.06%

Volatility

IDOG vs. SBIO - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 5.74%, while ALPS Medical Breakthroughs ETF (SBIO) has a volatility of 12.61%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than SBIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDOGSBIODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

12.61%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

22.09%

-12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

33.43%

-16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

33.55%

-17.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

33.34%

-15.87%