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IDOG vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDOG and SPYD is 0.69, 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.


Performance

IDOG vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IDOG:

0.69

SPYD:

0.41

Sortino Ratio

IDOG:

1.04

SPYD:

0.63

Omega Ratio

IDOG:

1.13

SPYD:

1.09

Calmar Ratio

IDOG:

0.82

SPYD:

0.38

Martin Ratio

IDOG:

2.30

SPYD:

1.19

Ulcer Index

IDOG:

4.98%

SPYD:

5.16%

Daily Std Dev

IDOG:

17.29%

SPYD:

15.86%

Max Drawdown

IDOG:

-37.32%

SPYD:

-46.42%

Current Drawdown

IDOG:

-0.56%

SPYD:

-9.15%

Returns By Period

In the year-to-date period, IDOG achieves a 17.75% return, which is significantly higher than SPYD's -1.84% return.


IDOG

YTD

17.75%

1M

8.16%

6M

17.71%

1Y

11.86%

3Y*

12.15%

5Y*

15.18%

10Y*

6.31%

SPYD

YTD

-1.84%

1M

3.75%

6M

-6.28%

1Y

6.50%

3Y*

4.15%

5Y*

14.50%

10Y*

N/A

*Annualized

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IDOG vs. SPYD - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Risk-Adjusted Performance

IDOG vs. SPYD — Risk-Adjusted Performance Rank

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

IDOG
The Risk-Adjusted Performance Rank of IDOG is 6666
Overall Rank
The Sharpe Ratio Rank of IDOG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IDOG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IDOG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IDOG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IDOG is 6262
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 3939
Overall Rank
The Sharpe Ratio Rank of SPYD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDOG vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


The current IDOG Sharpe Ratio is 0.69, which is higher than the SPYD Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IDOG and SPYD, 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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Dividends

IDOG vs. SPYD - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.52%, which matches SPYD's 4.54% yield.


TTM20242023202220212020201920182017201620152014
IDOG
ALPS International Sector Dividend Dogs ETF
4.52%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%4.58%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.54%4.31%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%

Drawdowns

IDOG vs. SPYD - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for IDOG and SPYD. For additional features, visit the drawdowns tool.


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Volatility

IDOG vs. SPYD - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 3.03%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 4.29%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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