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IHDG vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHDG vs. IDOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, IHDG achieves a 7.69% return, which is significantly lower than IDOG's 10.07% return. Both investments have delivered pretty close results over the past 10 years, with IHDG having a 10.99% annualized return and IDOG not far ahead at 11.26%.


IHDG

1D
-1.36%
1M
3.44%
YTD
7.69%
6M
7.95%
1Y
18.72%
3Y*
11.73%
5Y*
7.83%
10Y*
10.99%

IDOG

1D
-0.39%
1M
-3.26%
YTD
10.07%
6M
10.27%
1Y
30.43%
3Y*
20.17%
5Y*
12.88%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHDG vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHDG
WisdomTree International Hedged Dividend Growth Fund
7.69%14.17%5.97%20.00%-11.53%19.75%10.51%33.42%-12.03%21.93%
IDOG
ALPS International Sector Dividend Dogs ETF
10.07%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between IHDG and IDOG is 0.61, 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

0.61

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

0.63

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

0.67

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 7, 2014

0.69

The correlation between IHDG and IDOG has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

IHDG vs. IDOG - Sectors Allocation Comparison


Sectors
IHDG
IDOG

Industrials

24.5%
12.2%

Consumer Cyclical

19.2%
9.6%

Financial Services

15.8%
11.3%

Technology

11.2%
9.1%

Healthcare

9.4%
8.9%

Communication Services

5.8%
9.8%

Basic Materials

5.1%
10.2%

Consumer Defensive

4.3%
9.1%

Energy

3.7%
10.1%

Utilities

0.8%
9.6%

Real Estate

0.3%

-

Industrials

IHDG
24.5%
IDOG
12.2%

Consumer Cyclical

IHDG
19.2%
IDOG
9.6%

Financial Services

IHDG
15.8%
IDOG
11.3%

Technology

IHDG
11.2%
IDOG
9.1%

Healthcare

IHDG
9.4%
IDOG
8.9%

Communication Services

IHDG
5.8%
IDOG
9.8%

Basic Materials

IHDG
5.1%
IDOG
10.2%

Consumer Defensive

IHDG
4.3%
IDOG
9.1%

Energy

IHDG
3.7%
IDOG
10.1%

Utilities

IHDG
0.8%
IDOG
9.6%

Real Estate

IHDG
0.3%
IDOG

-

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Return for Risk

IHDG vs. IDOG — Risk / Return Rank

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

IHDG
IHDG Risk / Return Rank: 3939
Overall Rank
IHDG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IHDG Omega Ratio Rank: 3838
Omega Ratio Rank
IHDG Calmar Ratio Rank: 3737
Calmar Ratio Rank
IHDG Martin Ratio Rank: 4343
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 7676
Overall Rank
IDOG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7070
Sortino Ratio Rank
IDOG Omega Ratio Rank: 6767
Omega Ratio Rank
IDOG Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8383
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.

IHDG vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


IHDGIDOGDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.13

Calmar ratioReturn relative to maximum drawdown

1.79

4.72

-2.93

Martin ratioReturn relative to average drawdown

6.63

15.97

-9.33

IHDG vs. IDOG - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 1.34, which is lower than the IDOG Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IHDG and IDOG, 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

IHDG vs. IDOG - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IHDG and IDOG.


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Drawdown Indicators


IHDGIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-29.24%

-37.32%

+8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-6.47%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-13.92%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

-25.31%

+5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

-37.32%

+8.08%

Current Drawdown

Current decline from peak

-1.64%

-4.45%

+2.81%

Average Drawdown

Average peak-to-trough decline

-4.02%

-7.90%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

1.91%

+0.92%

Volatility

IHDG vs. IDOG - Volatility Comparison

WisdomTree International Hedged Dividend Growth Fund (IHDG) and ALPS International Sector Dividend Dogs ETF (IDOG) have volatilities of 4.73% and 4.87%, 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.


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Volatility by Period


IHDGIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.87%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

10.94%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

13.89%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

15.69%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

17.18%

-1.54%

IHDG vs. IDOG - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

IHDG vs. IDOG - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.78%, less than IDOG's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
4.47%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.78%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%

Frequently Asked Questions


IHDG and IDOG have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDOG has higher volatility (4.87%) compared to IHDG (4.73%). In terms of maximum drawdown, IHDG dropped -29.24% vs IDOG's -37.32%.

On 10-year performance, IDOG leads with 11.26% vs 10.99% for IHDG. On fees, IDOG is cheaper at 0.50% per year. On volatility, IHDG has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDOG has performed better with a 11.26% return vs 10.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDOG is cheaper with a 0.50% expense ratio, compared with 0.58% for IHDG.

IDOG has the higher dividend yield at 4.47%, compared with 1.78% for IHDG.

IHDG tracks WisdomTree International Hedged Dividend Growth Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. They also come from different issuers: WisdomTree and SS&C. Their fees differ too: 0.58% for IHDG and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.20 vs 1.34), 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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