TYLG vs. DOGG

Last updated Jul 15, 2026

TYLG (Global X Information Technology Covered Call & Growth ETF) and DOGG (FT Vest DJIA Dogs 10 Target Income ETF) are both Derivative Income funds. TYLG is passively managed, while DOGG is actively managed. Over the past 3 years, TYLG returned 22.13%/yr vs 12.51%/yr for DOGG. At a 0.12 correlation, their price movements are largely independent. TYLG charges 0.60%/yr vs 0.75%/yr for DOGG.

Performance

TYLG vs. DOGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TYLG achieves a 20.57% return, which is significantly higher than DOGG's 7.95% return.

TYLG

• 1D: 1.25%
• 1M: 0.44%
• 6M: 18.96%
• YTD: 20.57%
• 1Y: 36.16%
• 3Y*: 22.13%
• 5Y*: —
• 10Y*: —

DOGG

• 1D: -1.15%
• 1M: -1.33%
• 6M: 6.57%
• YTD: 7.95%
• 1Y: 17.08%
• 3Y*: 12.51%
• 5Y*: —
• 10Y*: —

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

TYLG vs. DOGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TYLG Global X Information Technology Covered Call & Growth ETF	20.57%	16.84%	20.57%	22.18%
DOGG FT Vest DJIA Dogs 10 Target Income ETF	7.95%	19.43%	-2.58%	12.74%

Correlation

The correlation between TYLG and DOGG is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (All Time) Calculated using the full available price history since Apr 27, 2023	0.12

The correlation between TYLG and DOGG shifts across timeframes, from -0.18 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TYLG vs. DOGG — Risk / Return Rank

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

TYLG

TYLG Risk / Return Rank: 78
TYLG Sharpe Ratio Rank: 80
TYLG Sortino Ratio Rank: 72
TYLG Omega Ratio Rank: 74
TYLG Calmar Ratio Rank: 83
TYLG Martin Ratio Rank: 83

DOGG

DOGG Risk / Return Rank: 51
DOGG Sharpe Ratio Rank: 58
DOGG Sortino Ratio Rank: 59
DOGG Omega Ratio Rank: 54
DOGG Calmar Ratio Rank: 51
DOGG Martin Ratio Rank: 36

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TYLG vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.

	TYLG	DOGG	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.55	+0.45
Sortino ratio: Return per unit of downside risk	2.59	2.24	+0.35
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio: Return relative to maximum drawdown	3.60	2.07	+1.53
Martin ratio: Return relative to average drawdown	12.83	4.42	+8.41

TYLG vs. DOGG - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 2.01, which is comparable to the DOGG Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TYLG and DOGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TYLG vs. DOGG - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for TYLG and DOGG.

Drawdown Indicators

	TYLG	DOGG	Difference
Max Drawdown Largest peak-to-trough decline	-24.01%	-11.19%	-12.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	-8.29%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-24.01%	-11.19%	-12.82%
Current Drawdown Current decline from peak	-3.20%	-5.11%	+1.91%
Average Drawdown Average peak-to-trough decline	-2.76%	-3.27%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	3.87%	-1.05%

Volatility

TYLG vs. DOGG - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 7.91% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 4.24%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TYLG	DOGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	4.24%	+3.67%
Volatility (6M) Calculated over the trailing 6-month period	15.69%	8.82%	+6.87%
Volatility (1Y) Calculated over the trailing 1-year period	18.10%	11.06%	+7.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.57%	13.00%	+6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.57%	13.00%	+6.57%

TYLG vs. DOGG - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is lower than DOGG's 0.75% expense ratio.

Dividends

TYLG vs. DOGG - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 8.04%, less than DOGG's 8.76% yield.

Position	TTM	2025	2024	2023	2022
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.76%	8.75%	9.92%	5.89%	0.00%
TYLG Global X Information Technology Covered Call & Growth ETF	8.04%	7.66%	7.24%	11.89%	0.51%

Frequently Asked Questions

Can I hold both TYLG and DOGG in my portfolio?

TYLG and DOGG have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TYLG or DOGG?

TYLG has higher volatility (7.91%) compared to DOGG (4.24%). In terms of maximum drawdown, TYLG dropped -24.01% vs DOGG's -11.19%.

Which ETF is better, TYLG or DOGG?

On 3-year performance, TYLG leads with 22.13% vs 12.51% for DOGG. On fees, TYLG is cheaper at 0.60% per year. On volatility, DOGG has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TYLG or DOGG?

Over the 3-year period, TYLG has performed better with a 22.13% return vs 12.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TYLG or DOGG?

TYLG is cheaper with a 0.60% expense ratio, compared with 0.75% for DOGG.

Which ETF pays a higher dividend yield, TYLG or DOGG?

DOGG has the higher dividend yield at 8.76%, compared with 8.04% for TYLG.

What is the main difference between TYLG and DOGG?

They also come from different issuers: Global X and FT Vest. Their fees differ too: 0.60% for TYLG and 0.75% for DOGG.

Which has better risk-adjusted returns?

TYLG currently has the higher Sharpe Ratio (2.01 vs 1.55), 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.