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XAUG vs. DOGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAUG vs. DOGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). The values are adjusted to include any dividend payments, if applicable.

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XAUG vs. DOGG - Yearly Performance Comparison


2026 (YTD)202520242023
XAUG
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August
-0.84%9.48%9.02%5.22%
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
6.85%19.43%-2.58%10.00%

Returns By Period

In the year-to-date period, XAUG achieves a -0.84% return, which is significantly lower than DOGG's 6.85% return.


XAUG

1D
1.38%
1M
-1.45%
YTD
-0.84%
6M
1.02%
1Y
8.86%
3Y*
5Y*
10Y*

DOGG

1D
0.51%
1M
-6.08%
YTD
6.85%
6M
13.65%
1Y
14.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAUG vs. DOGG - Expense Ratio Comparison

XAUG has a 0.85% expense ratio, which is higher than DOGG's 0.75% expense ratio.


Return for Risk

XAUG vs. DOGG — Risk / Return Rank

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

XAUG
XAUG Risk / Return Rank: 6161
Overall Rank
XAUG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XAUG Sortino Ratio Rank: 5555
Sortino Ratio Rank
XAUG Omega Ratio Rank: 7474
Omega Ratio Rank
XAUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
XAUG Martin Ratio Rank: 7676
Martin Ratio Rank

DOGG
DOGG Risk / Return Rank: 6060
Overall Rank
DOGG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 6161
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5757
Omega Ratio Rank
DOGG Calmar Ratio Rank: 6565
Calmar Ratio Rank
DOGG Martin Ratio Rank: 5353
Martin Ratio Rank
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.

XAUG vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) 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.


XAUGDOGGDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.11

-0.14

Sortino ratio

Return per unit of downside risk

1.48

1.55

-0.07

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.30

1.62

-0.32

Martin ratio

Return relative to average drawdown

8.18

5.13

+3.04

XAUG vs. DOGG - Sharpe Ratio Comparison

The current XAUG Sharpe Ratio is 0.96, which is comparable to the DOGG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XAUG and DOGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAUGDOGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.11

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.95

+0.38

Correlation

The correlation between XAUG and DOGG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XAUG vs. DOGG - Dividend Comparison

XAUG has not paid dividends to shareholders, while DOGG's dividend yield for the trailing twelve months is around 8.53%.


Drawdowns

XAUG vs. DOGG - Drawdown Comparison

The maximum XAUG drawdown since its inception was -8.70%, smaller than the maximum DOGG drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for XAUG and DOGG.


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Drawdown Indicators


XAUGDOGGDifference

Max Drawdown

Largest peak-to-trough decline

-8.70%

-11.19%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-8.51%

+1.38%

Current Drawdown

Current decline from peak

-1.77%

-6.08%

+4.31%

Average Drawdown

Average peak-to-trough decline

-0.49%

-2.98%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.01%

-1.88%

Volatility

XAUG vs. DOGG - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) is 2.64%, while FT Vest DJIA Dogs 10 Target Income ETF (DOGG) has a volatility of 3.19%. This indicates that XAUG experiences smaller price fluctuations and is considered to be less risky than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAUGDOGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

3.19%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

7.72%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

12.83%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

13.01%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

13.01%

-6.34%