SVOL vs. SDOG
SVOL (Simplify Volatility Premium ETF) and SDOG (ALPS Sector Dividend Dogs ETF) are both exchange-traded funds - SVOL is a Volatility fund actively managed by Simplify, while SDOG is a Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index. SVOL is actively managed, while SDOG is passively managed. Over the past 5 years, SVOL returned 6.22%/yr vs 9.08%/yr for SDOG. A 0.50 correlation means they provide meaningful diversification when combined. SVOL charges 0.50%/yr vs 0.36%/yr for SDOG.
Performance
SVOL vs. SDOG - Performance Comparison
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Returns By Period
In the year-to-date period, SVOL achieves a -0.84% return, which is significantly lower than SDOG's 17.13% return.
SVOL
- 1D
- 1.14%
- 1M
- 1.70%
- YTD
- -0.84%
- 6M
- 0.96%
- 1Y
- 14.90%
- 3Y*
- 5.92%
- 5Y*
- 6.22%
- 10Y*
- —
SDOG
- 1D
- 1.26%
- 1M
- 6.55%
- YTD
- 17.13%
- 6M
- 16.28%
- 1Y
- 27.16%
- 3Y*
- 16.38%
- 5Y*
- 9.08%
- 10Y*
- 9.99%
SVOL vs. SDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | -0.84% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
SDOG ALPS Sector Dividend Dogs ETF | 17.13% | 11.12% | 14.70% | 4.19% | -0.20% | 2.34% |
Correlation
The correlation between SVOL and SDOG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.50 |
The correlation between SVOL and SDOG shifts across timeframes, from 0.40 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SVOL vs. SDOG — Risk / Return Rank
SVOL
SDOG
SVOL vs. SDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and ALPS Sector Dividend Dogs ETF (SDOG). 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.
| SVOL | SDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 4.25 | -3.45 |
| Martin ratioReturn relative to average drawdown | 1.90 | 13.63 | -11.73 |
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Drawdowns
SVOL vs. SDOG - Drawdown Comparison
The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum SDOG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for SVOL and SDOG.
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Drawdown Indicators
| SVOL | SDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -43.56% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -6.24% | -6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -33.50% | -16.00% | -17.50% |
Max Drawdown (5Y)Largest decline over 5 years | -33.50% | -19.84% | -13.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.56% | — |
Current DrawdownCurrent decline from peak | -3.40% | 0.00% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -4.91% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 1.94% | +3.56% |
Volatility
SVOL vs. SDOG - Volatility Comparison
Simplify Volatility Premium ETF (SVOL) and ALPS Sector Dividend Dogs ETF (SDOG) have volatilities of 3.48% and 3.34%, 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
| SVOL | SDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 3.34% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 8.02% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 11.52% | +9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 15.44% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 19.06% | +2.84% |
SVOL vs. SDOG - Expense Ratio Comparison
SVOL has a 0.50% expense ratio, which is higher than SDOG's 0.36% expense ratio.
Dividends
SVOL vs. SDOG - Dividend Comparison
SVOL's dividend yield for the trailing twelve months is around 22.19%, more than SDOG's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 3.26% | 3.68% | 3.86% | 4.29% | 3.87% | 3.62% | 3.63% | 3.37% | 4.03% | 3.27% | 3.32% | 3.61% |
SVOL Simplify Volatility Premium ETF | 22.19% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SVOL and SDOG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVOL has higher volatility (3.48%) compared to SDOG (3.34%). In terms of maximum drawdown, SVOL dropped -33.50% vs SDOG's -43.56%.
On 5-year performance, SDOG leads with 9.08% vs 6.22% for SVOL. On fees, SDOG is cheaper at 0.36% per year. On volatility, SDOG has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SDOG has performed better with a 9.08% return vs 6.22%. 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 0.50% for SVOL.
SVOL has the higher dividend yield at 22.19%, compared with 3.26% for SDOG.
SVOL is categorized as Volatility, while SDOG is Large Cap Value Equities. They also come from different issuers: Simplify and SS&C. Their fees differ too: 0.50% for SVOL and 0.36% for SDOG.
SDOG currently has the higher Sharpe Ratio (2.30 vs 0.50), 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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