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DWS S&P 500 Index Fund (SCPIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DWS S&P 500 Index Fund (SCPIX)

Mutual Fund · Currency in USD · Last updated Apr 1, 2026

Under normal circumstances, the advisor intends to invest at least 80% of assets, determined at the time of purchase, in stocks of companies included in the S&P 500 Index and in derivative instruments, such as futures contracts and options, that provide exposure to the stocks of companies in the index. The Portfolio's securities are weighted to attempt to make the Portfolio's total investment characteristics similar to those of the index as a whole.

Fund Info

ISIN
US25159R8741
Issuer
DWS
Inception Date
Aug 29, 1997
Category
S&P 500
Min. Investment
$2,500
Index Tracked
S&P 500 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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DWS S&P 500 Index Fund

Often compared with SCPIX:
SCPIX vs. SPIDXSCPIX vs. PRGFXSCPIX vs. VOOSCPIX vs. scdgxSCPIX vs. ^GSPCSCPIX vs. SCDGXSCPIX vs. MEUD.LSCPIX vs. SCOBXSCPIX vs. BSPIXSCPIX vs. SEMGXMore SCPIX alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DWS S&P 500 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500 Index

Returns By Period

DWS S&P 500 Index Fund (SCPIX) has returned -7.12% so far this year and 14.09% over the past 12 months. Looking at the last ten years, SCPIX has achieved an annualized return of 13.65%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

DWS S&P 500 Index Fund

1D
-0.40%
1M
-7.70%
YTD
-7.12%
6M
-4.73%
1Y
14.09%
3Y*
16.74%
5Y*
10.93%
10Y*
13.65%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1998, SCPIX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCPIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.87%-1.22%-7.70%-7.12%
20252.77%-1.32%-5.91%-0.72%6.26%5.07%2.23%1.99%3.63%2.31%0.23%0.02%17.21%
20241.65%5.32%3.20%-4.10%4.93%3.56%1.18%2.40%2.12%-0.94%5.85%-2.41%24.65%
20236.28%-2.47%3.65%1.53%0.40%6.58%3.18%-1.59%-4.80%-2.11%9.09%4.54%25.97%
2022-5.22%-3.03%3.70%-8.75%0.18%-8.30%9.21%-4.10%-9.24%8.09%5.56%-5.89%-18.46%
2021-1.05%2.76%4.37%5.28%0.68%1.86%2.35%3.01%-4.68%6.98%-0.71%4.53%27.85%

Benchmark Metrics

DWS S&P 500 Index Fund has an annualized alpha of 1.50%, beta of 1.00, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 05, 1998.

  • This fund captured 104.98% of S&P 500 Index gains but only 97.85% of its losses — a favorable profile for investors.
  • With beta of 1.00 and R² of 1.00, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
Alpha
1.50%
Beta
1.00
R²
1.00
Upside Capture
104.98%
Downside Capture
97.85%

Expense Ratio

SCPIX has an expense ratio of 0.29%, placing it in the medium range.

Return for Risk

Risk / Return Rank

SCPIX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

SCPIX Risk / Return Rank: 4040
Overall Rank
SCPIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCPIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SCPIX Omega Ratio Rank: 4343
Omega Ratio Rank
SCPIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
SCPIX Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and compare them to a chosen benchmark (S&P 500 Index).

SCPIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.32

1.39

-0.07

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

0.97

1.40

-0.43

Martin ratio

Return relative to average drawdown

4.72

6.61

-1.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore SCPIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SCPIX Sortino RatioSCPIX Sharpe Ratio

Dividends

Dividend History

DWS S&P 500 Index Fund provided a 4.68% dividend yield over the last twelve months, with an annual payout of $2.35 per share.

4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.35$2.21$2.71$2.92$1.93$2.37$2.56$2.66$2.20$1.85$1.29$1.02

Dividend yield

4.68%4.09%5.65%7.18%5.57%5.28%6.91%7.88%8.14%6.05%4.83%4.04%

Monthly Dividends

The table displays the monthly dividend distributions for DWS S&P 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.13
2025$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$1.95$2.21
2024$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.13$0.00$0.00$2.28$2.71
2023$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$2.55$2.92
2022$0.00$0.00$0.11$0.00$0.00$0.25$0.00$0.00$0.12$0.00$0.00$1.45$1.93
2021$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$2.01$2.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the DWS S&P 500 Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DWS S&P 500 Index Fund was 55.46%, occurring on Mar 9, 2009. Recovery took 883 trading sessions.

The current DWS S&P 500 Index Fund drawdown is 8.94%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.46%Oct 10, 2007355Mar 9, 2009883Sep 6, 20121238
-48.15%Mar 27, 2000637Oct 9, 20021047Dec 5, 20061684
-33.85%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.66%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.6%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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