SDOG vs. GSG
SDOG (ALPS Sector Dividend Dogs ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - SDOG is a Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past 10 years, SDOG returned 9.72%/yr vs 8.03%/yr for GSG. Their 0.32 correlation means their historical movements had little consistent relationship. SDOG charges 0.36%/yr vs 0.75%/yr for GSG.
Performance
SDOG vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, SDOG achieves a 21.12% return, which is significantly lower than GSG's 32.52% return. Over the past 10 years, SDOG has outperformed GSG with an annualized return of 9.72%, while GSG has yielded a comparatively lower 8.03% annualized return.
SDOG
- 1D
- -0.94%
- 1M
- 3.78%
- 6M
- 10.94%
- YTD
- 21.12%
- 1Y
- 30.19%
- 3Y*
- 16.93%
- 5Y*
- 10.90%
- 10Y*
- 9.72%
- ALL TIME*
- 11.79%
GSG
- 1D
- 0.36%
- 1M
- 5.78%
- 6M
- 21.95%
- YTD
- 32.52%
- 1Y
- 37.47%
- 3Y*
- 12.51%
- 5Y*
- 14.20%
- 10Y*
- 8.03%
- ALL TIME*
- -2.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $18.96M | $16.42M | $22.87M | |
| $3.61M | $3.57M | $3.76M |
SDOG vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 21.12% | 11.12% | 14.70% | 4.19% | -0.20% | 24.59% | -0.35% | 24.02% | -11.43% | 12.65% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 32.52% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between SDOG and GSG is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.32 |
The correlation between SDOG and GSG shifts across timeframes, from -0.10 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDOG vs. GSG — Risk / Return Rank
SDOG
GSG
SDOG vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| SDOG | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 2.00 | +2.86 |
| Martin ratioReturn relative to average drawdown | 16.67 | 6.32 | +10.35 |
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Drawdowns
SDOG vs. GSG - Drawdown Comparison
The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SDOG and GSG.
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Drawdown Indicators
| SDOG | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.56% | -89.62% | +46.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -18.81% | +12.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -18.81% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.84% | -29.12% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -43.56% | -57.64% | +14.08% |
Current DrawdownCurrent decline from peak | -1.85% | -59.99% | +58.14% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -63.67% | +58.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 5.94% | -4.12% |
Volatility
SDOG vs. GSG - Volatility Comparison
The current volatility for ALPS Sector Dividend Dogs ETF (SDOG) is 3.98%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.99%. This indicates that SDOG experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDOG | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 8.99% | -5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 21.89% | -13.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 24.44% | -12.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 22.90% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 22.08% | -3.10% |
SDOG vs. GSG - Expense Ratio Comparison
SDOG has a 0.36% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
SDOG vs. GSG - Dividend Comparison
SDOG's dividend yield for the trailing twelve months is around 3.31%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDOG ALPS Sector Dividend Dogs ETF | 3.31% | 3.68% | 3.86% | 4.29% | 3.87% | 3.62% | 3.63% | 3.37% | 4.03% | 3.27% | 3.32% | 3.61% |
Frequently Asked Questions
SDOG and GSG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.99%) compared to SDOG (3.98%). In terms of maximum drawdown, SDOG dropped -43.56% vs GSG's -89.62%.
On 10-year performance, SDOG leads with 9.72% vs 8.03% for GSG. On fees, SDOG is cheaper at 0.36% per year. On volatility, SDOG has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SDOG has performed better with a 9.72% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDOG is cheaper with a 0.36% expense ratio, compared with 0.75% for GSG.
SDOG has the higher dividend yield at 3.31%, compared with 0.00% for GSG.
SDOG is categorized as Large Cap Value Equities, while GSG is Commodities. SDOG tracks S-Network Sector Dividend Dogs Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: SS&C and iShares. Their fees differ too: 0.36% for SDOG and 0.75% for GSG.
SDOG currently has the higher Sharpe Ratio (2.62 vs 1.54), 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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