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RDOG vs. DXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDOG and DXJ is 0.46, 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.


-0.50.00.51.00.5

Performance

RDOG vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS REIT Dividend Dogs ETF (RDOG) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
61.32%
264.03%
RDOG
DXJ

Key characteristics

Sharpe Ratio

RDOG:

0.31

DXJ:

1.36

Sortino Ratio

RDOG:

0.55

DXJ:

1.75

Omega Ratio

RDOG:

1.07

DXJ:

1.26

Calmar Ratio

RDOG:

0.22

DXJ:

1.28

Martin Ratio

RDOG:

1.04

DXJ:

4.37

Ulcer Index

RDOG:

5.51%

DXJ:

6.50%

Daily Std Dev

RDOG:

18.27%

DXJ:

20.91%

Max Drawdown

RDOG:

-69.88%

DXJ:

-49.63%

Current Drawdown

RDOG:

-15.10%

DXJ:

-6.15%

Returns By Period

In the year-to-date period, RDOG achieves a 4.05% return, which is significantly lower than DXJ's 26.30% return. Over the past 10 years, RDOG has underperformed DXJ with an annualized return of 3.00%, while DXJ has yielded a comparatively higher 11.22% annualized return.


RDOG

YTD

4.05%

1M

-4.19%

6M

8.23%

1Y

5.11%

5Y*

0.91%

10Y*

3.00%

DXJ

YTD

26.30%

1M

0.77%

6M

2.25%

1Y

27.58%

5Y*

18.03%

10Y*

11.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RDOG vs. DXJ - Expense Ratio Comparison

RDOG has a 0.35% expense ratio, which is lower than DXJ's 0.48% expense ratio.


DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for RDOG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

RDOG vs. DXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS REIT Dividend Dogs ETF (RDOG) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.


Sharpe ratio
The chart of Sharpe ratio for RDOG, currently valued at 0.31, compared to the broader market0.002.004.000.311.36
The chart of Sortino ratio for RDOG, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.0010.000.551.75
The chart of Omega ratio for RDOG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.26
The chart of Calmar ratio for RDOG, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.221.28
The chart of Martin ratio for RDOG, currently valued at 1.04, compared to the broader market0.0020.0040.0060.0080.00100.001.044.37
RDOG
DXJ

The current RDOG Sharpe Ratio is 0.31, which is lower than the DXJ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RDOG and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.31
1.36
RDOG
DXJ

Dividends

RDOG vs. DXJ - Dividend Comparison

RDOG's dividend yield for the trailing twelve months is around 6.14%, more than DXJ's 2.33% yield.


TTM20232022202120202019201820172016201520142013
RDOG
ALPS REIT Dividend Dogs ETF
6.14%7.07%5.25%2.98%5.11%3.10%3.13%3.64%3.66%3.43%2.90%1.03%
DXJ
WisdomTree Japan Hedged Equity Fund
0.87%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%

Drawdowns

RDOG vs. DXJ - Drawdown Comparison

The maximum RDOG drawdown since its inception was -69.88%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for RDOG and DXJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.10%
-6.15%
RDOG
DXJ

Volatility

RDOG vs. DXJ - Volatility Comparison

ALPS REIT Dividend Dogs ETF (RDOG) has a higher volatility of 5.83% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.82%. This indicates that RDOG's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
4.82%
RDOG
DXJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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