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SDOG vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDOG and DGRW is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SDOG vs. DGRW - Performance Comparison

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

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
177.51%
315.30%
SDOG
DGRW

Key characteristics

Sharpe Ratio

SDOG:

1.40

DGRW:

1.84

Sortino Ratio

SDOG:

2.02

DGRW:

2.58

Omega Ratio

SDOG:

1.25

DGRW:

1.34

Calmar Ratio

SDOG:

2.08

DGRW:

3.16

Martin Ratio

SDOG:

7.87

DGRW:

10.95

Ulcer Index

SDOG:

2.15%

DGRW:

1.81%

Daily Std Dev

SDOG:

12.06%

DGRW:

10.72%

Max Drawdown

SDOG:

-43.56%

DGRW:

-32.04%

Current Drawdown

SDOG:

-6.74%

DGRW:

-4.53%

Returns By Period

In the year-to-date period, SDOG achieves a 14.81% return, which is significantly lower than DGRW's 17.79% return. Over the past 10 years, SDOG has underperformed DGRW with an annualized return of 7.91%, while DGRW has yielded a comparatively higher 12.33% annualized return.


SDOG

YTD

14.81%

1M

-3.73%

6M

8.38%

1Y

15.74%

5Y*

8.24%

10Y*

7.91%

DGRW

YTD

17.79%

1M

-1.80%

6M

4.69%

1Y

18.81%

5Y*

13.15%

10Y*

12.33%

Compare stocks, funds, or ETFs

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


SDOG vs. DGRW - Expense Ratio Comparison

SDOG has a 0.40% expense ratio, which is higher than DGRW's 0.28% expense ratio.


SDOG
ALPS Sector Dividend Dogs ETF
Expense ratio chart for SDOG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

SDOG vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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 SDOG, currently valued at 1.40, compared to the broader market0.002.004.001.401.84
The chart of Sortino ratio for SDOG, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.022.58
The chart of Omega ratio for SDOG, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.34
The chart of Calmar ratio for SDOG, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.083.16
The chart of Martin ratio for SDOG, currently valued at 7.87, compared to the broader market0.0020.0040.0060.0080.00100.007.8710.95
SDOG
DGRW

The current SDOG Sharpe Ratio is 1.40, which is comparable to the DGRW Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SDOG and DGRW, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.40
1.84
SDOG
DGRW

Dividends

SDOG vs. DGRW - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.86%, more than DGRW's 1.55% yield.


TTM20232022202120202019201820172016201520142013
SDOG
ALPS Sector Dividend Dogs ETF
3.86%4.30%3.86%3.62%3.62%3.37%4.03%3.27%3.32%3.61%3.36%3.45%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.29%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.06%

Drawdowns

SDOG vs. DGRW - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SDOG and DGRW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.74%
-4.53%
SDOG
DGRW

Volatility

SDOG vs. DGRW - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 4.19% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.18%. This indicates that SDOG's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
3.18%
SDOG
DGRW
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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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