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

Correlation

The correlation between SDOG and HYG is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SDOG vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
246.79%
72.62%
SDOG
HYG

Key characteristics

Sharpe Ratio

SDOG:

0.48

HYG:

1.55

Sortino Ratio

SDOG:

0.75

HYG:

2.30

Omega Ratio

SDOG:

1.10

HYG:

1.33

Calmar Ratio

SDOG:

0.49

HYG:

1.95

Martin Ratio

SDOG:

1.88

HYG:

10.43

Ulcer Index

SDOG:

4.15%

HYG:

0.85%

Daily Std Dev

SDOG:

16.41%

HYG:

5.74%

Max Drawdown

SDOG:

-43.56%

HYG:

-34.24%

Current Drawdown

SDOG:

-9.47%

HYG:

-0.75%

Returns By Period

In the year-to-date period, SDOG achieves a -2.85% return, which is significantly lower than HYG's 1.57% return. Over the past 10 years, SDOG has outperformed HYG with an annualized return of 7.52%, while HYG has yielded a comparatively lower 3.88% annualized return.


SDOG

YTD

-2.85%

1M

-6.32%

6M

-5.19%

1Y

8.29%

5Y*

14.75%

10Y*

7.52%

HYG

YTD

1.57%

1M

0.08%

6M

2.26%

1Y

9.38%

5Y*

5.52%

10Y*

3.88%

*Annualized

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SDOG vs. HYG - Expense Ratio Comparison

SDOG has a 0.40% expense ratio, which is lower than HYG's 0.49% expense ratio.


Expense ratio chart for HYG: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYG: 0.49%
Expense ratio chart for SDOG: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDOG: 0.40%

Risk-Adjusted Performance

SDOG vs. HYG — Risk-Adjusted Performance Rank

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

SDOG
The Risk-Adjusted Performance Rank of SDOG is 5555
Overall Rank
The Sharpe Ratio Rank of SDOG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SDOG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SDOG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SDOG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SDOG is 5757
Martin Ratio Rank

HYG
The Risk-Adjusted Performance Rank of HYG is 9292
Overall Rank
The Sharpe Ratio Rank of HYG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of HYG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HYG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HYG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HYG is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDOG vs. HYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


The chart of Sharpe ratio for SDOG, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
SDOG: 0.48
HYG: 1.55
The chart of Sortino ratio for SDOG, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
SDOG: 0.75
HYG: 2.30
The chart of Omega ratio for SDOG, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
SDOG: 1.10
HYG: 1.33
The chart of Calmar ratio for SDOG, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
SDOG: 0.49
HYG: 1.95
The chart of Martin ratio for SDOG, currently valued at 1.88, compared to the broader market0.0020.0040.0060.00
SDOG: 1.88
HYG: 10.43

The current SDOG Sharpe Ratio is 0.48, which is lower than the HYG Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SDOG and HYG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.48
1.55
SDOG
HYG

Dividends

SDOG vs. HYG - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.99%, less than HYG's 5.87% yield.


TTM20242023202220212020201920182017201620152014
SDOG
ALPS Sector Dividend Dogs ETF
3.99%3.86%4.30%3.86%3.62%3.62%3.37%4.03%3.27%3.32%3.61%3.36%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.87%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%

Drawdowns

SDOG vs. HYG - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, which is greater than HYG's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for SDOG and HYG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.47%
-0.75%
SDOG
HYG

Volatility

SDOG vs. HYG - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 11.61% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 4.20%. This indicates that SDOG's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.61%
4.20%
SDOG
HYG