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RDTL vs. DOGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDTL vs. DOGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long RDDT Daily ETF (RDTL) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDTL achieves a -48.44% return, which is significantly lower than DOGG's 8.91% return.


RDTL

1D
-5.39%
1M
36.50%
6M
-53.91%
YTD
-48.44%
1Y
-2.04%
3Y*
5Y*
10Y*

DOGG

1D
0.51%
1M
-0.46%
6M
8.28%
YTD
8.91%
1Y
17.76%
3Y*
12.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDTL vs. DOGG - Yearly Performance Comparison


Correlation

The correlation between RDTL and DOGG is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

-0.08

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Return for Risk

RDTL vs. DOGG — Risk / Return Rank

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

RDTL
RDTL Risk / Return Rank: 1414
Overall Rank
RDTL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RDTL Sortino Ratio Rank: 2222
Sortino Ratio Rank
RDTL Omega Ratio Rank: 2020
Omega Ratio Rank
RDTL Calmar Ratio Rank: 99
Calmar Ratio Rank
RDTL Martin Ratio Rank: 99
Martin Ratio Rank

DOGG
DOGG Risk / Return Rank: 5252
Overall Rank
DOGG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 6161
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5555
Omega Ratio Rank
DOGG Calmar Ratio Rank: 5252
Calmar Ratio Rank
DOGG Martin Ratio Rank: 3636
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.

RDTL vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long RDDT Daily ETF (RDTL) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.


RDTLDOGGDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.12

1.27

-0.15

Calmar ratioReturn relative to maximum drawdown

0.02

2.08

-2.07

Martin ratioReturn relative to average drawdown

0.02

4.48

-4.45

RDTL vs. DOGG - Sharpe Ratio Comparison

The current RDTL Sharpe Ratio is 0.01, which is lower than the DOGG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of RDTL and DOGG, 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

RDTL vs. DOGG - Drawdown Comparison

The maximum RDTL drawdown since its inception was -85.21%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for RDTL and DOGG.


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Drawdown Indicators


RDTLDOGGDifference

Max Drawdown

Largest peak-to-trough decline

-85.21%

-11.19%

-74.02%

Max Drawdown (1Y)

Largest decline over 1 year

-85.21%

-8.29%

-76.92%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

Current Drawdown

Current decline from peak

-68.62%

-4.27%

-64.35%

Average Drawdown

Average peak-to-trough decline

-45.90%

-3.27%

-42.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.52%

3.86%

+53.66%

Volatility

RDTL vs. DOGG - Volatility Comparison

GraniteShares 2x Long RDDT Daily ETF (RDTL) has a higher volatility of 45.62% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 4.17%. This indicates that RDTL's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDTLDOGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.62%

4.17%

+41.45%

Volatility (6M)

Calculated over the trailing 6-month period

99.27%

8.77%

+90.50%

Volatility (1Y)

Calculated over the trailing 1-year period

134.19%

11.01%

+123.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.34%

12.99%

+130.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.34%

12.99%

+130.35%

RDTL vs. DOGG - Expense Ratio Comparison

RDTL has a 1.50% expense ratio, which is higher than DOGG's 0.75% expense ratio.


Dividends

RDTL vs. DOGG - Dividend Comparison

RDTL has not paid dividends to shareholders, while DOGG's dividend yield for the trailing twelve months is around 8.69%.


PositionTTM202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.69%8.75%9.92%5.89%
RDTL
GraniteShares 2x Long RDDT Daily ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


RDTL and DOGG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDTL has higher volatility (45.62%) compared to DOGG (4.17%). In terms of maximum drawdown, RDTL dropped -85.21% vs DOGG's -11.19%.

On 1-year performance, DOGG leads with 17.76% vs -2.04% for RDTL. On fees, DOGG is cheaper at 0.75% per year. On volatility, DOGG has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DOGG has performed better with a 17.76% return vs -2.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DOGG is cheaper with a 0.75% expense ratio, compared with 1.50% for RDTL.

DOGG has the higher dividend yield at 8.69%, compared with 0.00% for RDTL.

RDTL is categorized as Leveraged Equities, while DOGG is Derivative Income. They also come from different issuers: GraniteShares and FT Vest. Their fees differ too: 1.50% for RDTL and 0.75% for DOGG.

DOGG currently has the higher Sharpe Ratio (1.57 vs 0.01), 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.

Portfolio Optimizer

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