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IQDG vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDG vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) 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, IQDG achieves a 3.84% return, which is significantly lower than IDOG's 14.56% return. Over the past 10 years, IQDG has underperformed IDOG with an annualized return of 7.70%, while IDOG has yielded a comparatively higher 11.04% annualized return.


IQDG

1D
0.14%
1M
2.48%
YTD
3.84%
6M
7.53%
1Y
12.36%
3Y*
10.47%
5Y*
4.13%
10Y*
7.70%

IDOG

1D
0.32%
1M
2.78%
YTD
14.56%
6M
18.11%
1Y
34.92%
3Y*
22.15%
5Y*
13.68%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQDG
WisdomTree International Quality Dividend Growth Fund
3.84%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%
IDOG
ALPS International Sector Dividend Dogs ETF
14.56%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between IQDG and IDOG is 0.74, 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

0.74

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

0.78

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

0.81

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

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2016

0.79

The correlation between IQDG and IDOG has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

IQDG vs. IDOG - Sectors Allocation Comparison


Sectors
IQDG
IDOG

Industrials

24.7%
11.7%

Consumer Cyclical

19.3%
9.5%

Financial Services

15.5%
11.0%

Technology

9.9%
8.5%

Healthcare

9.7%
9.3%

Communication Services

5.8%
9.9%

Basic Materials

5.3%
10.0%

Consumer Defensive

4.5%
9.4%

Energy

4.2%
10.7%

Utilities

0.9%
10.0%

Real Estate

0.3%

-

Industrials

IQDG
24.7%
IDOG
11.7%

Consumer Cyclical

IQDG
19.3%
IDOG
9.5%

Financial Services

IQDG
15.5%
IDOG
11.0%

Technology

IQDG
9.9%
IDOG
8.5%

Healthcare

IQDG
9.7%
IDOG
9.3%

Communication Services

IQDG
5.8%
IDOG
9.9%

Basic Materials

IQDG
5.3%
IDOG
10.0%

Consumer Defensive

IQDG
4.5%
IDOG
9.4%

Energy

IQDG
4.2%
IDOG
10.7%

Utilities

IQDG
0.9%
IDOG
10.0%

Real Estate

IQDG
0.3%
IDOG

-

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Return for Risk

IQDG vs. IDOG — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 2323
Overall Rank
IQDG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2222
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2525
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 8282
Overall Rank
IDOG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7777
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7474
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8888
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.

IQDG vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.


IQDGIDOGDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.63

-1.87

Sortino ratio

Return per unit of downside risk

1.19

3.52

-2.33

Omega ratio

Gain probability vs. loss probability

1.14

1.45

-0.30

Calmar ratio

Return relative to maximum drawdown

1.10

5.58

-4.48

Martin ratio

Return relative to average drawdown

3.60

19.56

-15.96

IQDG vs. IDOG - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.77, which is lower than the IDOG Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of IQDG 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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Sharpe Ratios by Period


IQDGIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

2.63

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.88

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.64

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.52

-0.06

Drawdowns

IQDG vs. IDOG - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IQDG and IDOG.


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Drawdown Indicators


IQDGIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-37.32%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-6.47%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

-13.92%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-25.31%

-9.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-37.32%

+2.35%

Current Drawdown

Current decline from peak

-3.08%

0.00%

-3.08%

Average Drawdown

Average peak-to-trough decline

-7.52%

-7.93%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

1.85%

+1.92%

Volatility

IQDG vs. IDOG - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 5.42% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 4.22%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQDGIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

4.22%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

10.07%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

13.34%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

15.61%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

17.45%

+0.08%

IQDG vs. IDOG - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than IDOG's 0.50% expense ratio.


Dividends

IQDG vs. IDOG - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.13%, less than IDOG's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
3.40%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.13%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%

Frequently Asked Questions


IQDG and IDOG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQDG has higher volatility (5.42%) compared to IDOG (4.22%). In terms of maximum drawdown, IQDG dropped -34.97% vs IDOG's -37.32%.

On 10-year performance, IDOG leads with 11.04% vs 7.70% for IQDG. On fees, IQDG is cheaper at 0.42% per year. On volatility, IDOG has been the lower-risk option at 4.22%. 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 11.04% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQDG is cheaper with a 0.42% expense ratio, compared with 0.50% for IDOG.

IDOG has the higher dividend yield at 3.40%, compared with 2.13% for IQDG.

IQDG tracks WisdomTree International Quality 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: 0.42% for IQDG and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.63 vs 0.77), 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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