SDOG vs. SDY
Compare and contrast key facts about ALPS Sector Dividend Dogs ETF (SDOG) and SPDR S&P Dividend ETF (SDY).
SDOG and SDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDOG is a passively managed fund by SS&C that tracks the performance of the S-Network Sector Dividend Dogs Index. It was launched on Jun 29, 2012. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. Both SDOG and SDY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDOG vs. SDY - Performance Comparison
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SDOG vs. SDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 8.59% | 11.12% | 14.70% | 4.19% | -0.20% | 24.59% | -0.35% | 24.02% | -11.43% | 12.65% |
SDY SPDR S&P Dividend ETF | 5.51% | 8.18% | 8.45% | 2.61% | -0.54% | 25.32% | 1.71% | 23.29% | -2.74% | 15.82% |
Returns By Period
In the year-to-date period, SDOG achieves a 8.59% return, which is significantly higher than SDY's 5.51% return. Both investments have delivered pretty close results over the past 10 years, with SDOG having a 9.38% annualized return and SDY not far behind at 9.37%.
SDOG
- 1D
- 1.17%
- 1M
- -2.20%
- YTD
- 8.59%
- 6M
- 10.01%
- 1Y
- 16.26%
- 3Y*
- 12.73%
- 5Y*
- 8.94%
- 10Y*
- 9.38%
SDY
- 1D
- 1.00%
- 1M
- -5.83%
- YTD
- 5.51%
- 6M
- 5.61%
- 1Y
- 10.46%
- 3Y*
- 8.49%
- 5Y*
- 7.00%
- 10Y*
- 9.37%
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SDOG vs. SDY - Expense Ratio Comparison
SDOG has a 0.40% expense ratio, which is higher than SDY's 0.35% expense ratio.
Return for Risk
SDOG vs. SDY — Risk / Return Rank
SDOG
SDY
SDOG vs. SDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and SPDR S&P Dividend ETF (SDY). 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.
| SDOG | SDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.76 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.17 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.09 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.74 | 4.29 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDOG | SDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.76 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.50 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.55 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.47 | +0.17 |
Correlation
The correlation between SDOG and SDY is 0.91, 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.
Dividends
SDOG vs. SDY - Dividend Comparison
SDOG's dividend yield for the trailing twelve months is around 3.52%, more than SDY's 2.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 3.52% | 3.68% | 3.86% | 4.29% | 3.87% | 3.62% | 3.63% | 3.37% | 4.03% | 3.27% | 3.32% | 3.61% |
SDY SPDR S&P Dividend ETF | 2.53% | 2.61% | 2.56% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% |
Drawdowns
SDOG vs. SDY - Drawdown Comparison
The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum SDY drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for SDOG and SDY.
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Drawdown Indicators
| SDOG | SDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.56% | -54.75% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.66% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.84% | -15.21% | -4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.56% | -36.70% | -6.86% |
Current DrawdownCurrent decline from peak | -3.25% | -5.83% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -6.22% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.70% | +0.38% |
Volatility
SDOG vs. SDY - Volatility Comparison
ALPS Sector Dividend Dogs ETF (SDOG) and SPDR S&P Dividend ETF (SDY) have volatilities of 3.03% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDOG | SDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.17% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 7.35% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 13.91% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.06% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 17.08% | +2.01% |