SDOG vs. ^GSPC
Compare and contrast key facts about ALPS Sector Dividend Dogs ETF (SDOG) and S&P 500 (^GSPC).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDOG or ^GSPC.
Key characteristics
SDOG | ^GSPC | |
---|---|---|
YTD Return | 3.27% | 7.50% |
1Y Return | 11.49% | 26.26% |
3Y Return (Ann) | 3.02% | 7.19% |
5Y Return (Ann) | 7.63% | 11.73% |
10Y Return (Ann) | 7.91% | 10.64% |
Sharpe Ratio | 0.72 | 2.17 |
Daily Std Dev | 13.61% | 11.70% |
Max Drawdown | -43.56% | -56.78% |
Current Drawdown | -2.91% | -2.41% |
Correlation
The correlation between SDOG and ^GSPC is 0.80, 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.
Performance
SDOG vs. ^GSPC - Performance Comparison
In the year-to-date period, SDOG achieves a 3.27% return, which is significantly lower than ^GSPC's 7.50% return. Over the past 10 years, SDOG has underperformed ^GSPC with an annualized return of 7.91%, while ^GSPC has yielded a comparatively higher 10.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SDOG vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and S&P 500 (^GSPC). 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.
Drawdowns
SDOG vs. ^GSPC - Drawdown Comparison
The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SDOG and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SDOG vs. ^GSPC - Volatility Comparison
The current volatility for ALPS Sector Dividend Dogs ETF (SDOG) is 3.66%, while S&P 500 (^GSPC) has a volatility of 4.10%. This indicates that SDOG experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.