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SDOG vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDOG vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

SDOG
SDOG Risk / Return Rank: 9292
Overall Rank
SDOG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 9494
Sortino Ratio Rank
SDOG Omega Ratio Rank: 9090
Omega Ratio Rank
SDOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
SDOG Martin Ratio Rank: 9191
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SDOGGSGDifference
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

SDOG vs. GSG - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.62, which is higher than the GSG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SDOG and GSG, 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

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


SDOGGSGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.85%

-59.99%

+58.14%

Average Drawdown

Average peak-to-trough decline

-4.87%

-63.67%

+58.80%

Ulcer Index

Depth 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


SDOGGSGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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