PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DWS Enhanced Commodity Strategy Fund (SKIRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US25159L8366

CUSIP

25159L836

Issuer

DWS

Inception Date

Feb 13, 2005

Category

Commodities

Min. Investment

$1,000,000

Asset Class

Commodity

Expense Ratio

SKIRX features an expense ratio of 0.89%, falling within the medium range.


Expense ratio chart for SKIRX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.27%
3.10%
SKIRX (DWS Enhanced Commodity Strategy Fund)
Benchmark (^GSPC)

Returns By Period

DWS Enhanced Commodity Strategy Fund had a return of 3.91% year-to-date (YTD) and 7.23% in the last 12 months. Over the past 10 years, DWS Enhanced Commodity Strategy Fund had an annualized return of 1.88%, while the S&P 500 had an annualized return of 11.24%, indicating that DWS Enhanced Commodity Strategy Fund did not perform as well as the benchmark.


SKIRX

YTD

3.91%

1M

3.69%

6M

3.28%

1Y

7.23%

5Y*

7.27%

10Y*

1.88%

^GSPC (Benchmark)

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

Monthly Returns

The table below presents the monthly returns of SKIRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.18%-1.42%3.13%2.98%2.21%-2.82%-3.28%-0.36%4.79%-2.75%0.00%0.32%2.64%
20232.48%-4.51%0.87%-1.01%-4.07%1.07%4.22%-0.84%-1.23%-0.17%-0.35%-1.41%-5.16%
20227.57%5.47%8.22%3.13%1.04%-10.56%3.57%-0.20%-9.33%-0.17%3.00%-1.77%8.35%
20212.27%7.62%-2.06%8.44%3.25%2.48%2.02%-0.09%5.76%1.41%-7.06%3.78%30.41%
2020-5.54%-3.21%-12.46%-0.66%3.96%2.92%4.47%4.51%-2.73%-0.59%4.61%4.65%-1.68%
20194.01%1.73%-0.29%-0.80%-3.84%1.64%-1.04%-2.31%-0.37%1.74%-2.03%4.61%2.71%
20182.01%-2.05%-0.12%2.01%1.65%-3.45%-2.86%-1.21%0.51%-3.66%-4.66%-0.09%-11.56%
2017-0.17%0.17%-3.12%-1.22%-1.33%-0.79%1.81%0.98%0.91%2.01%0.51%1.91%1.55%
2016-1.05%-0.44%3.08%6.64%0.73%2.92%-5.70%-0.25%2.73%-0.67%1.01%1.90%10.90%
2015-1.74%1.84%-3.40%3.00%-2.47%1.84%-7.48%-0.87%-2.50%-0.16%-4.12%-1.86%-16.93%
2014-0.66%4.55%1.14%2.31%-2.50%0.89%-4.04%-0.84%-4.39%0.76%-0.76%-2.60%-6.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SKIRX is 42, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SKIRX is 4242
Overall Rank
The Sharpe Ratio Rank of SKIRX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SKIRX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SKIRX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SKIRX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SKIRX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DWS Enhanced Commodity Strategy Fund (SKIRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SKIRX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.000.741.74
The chart of Sortino ratio for SKIRX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.001.112.35
The chart of Omega ratio for SKIRX, currently valued at 1.14, compared to the broader market1.002.003.001.141.32
The chart of Calmar ratio for SKIRX, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.092.62
The chart of Martin ratio for SKIRX, currently valued at 1.28, compared to the broader market0.0020.0040.0060.001.2810.82
SKIRX
^GSPC

The current DWS Enhanced Commodity Strategy Fund Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DWS Enhanced Commodity Strategy Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.74
1.74
SKIRX (DWS Enhanced Commodity Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

DWS Enhanced Commodity Strategy Fund provided a 2.91% dividend yield over the last twelve months, with an annual payout of $0.17 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.17$0.17$0.11$3.08$3.65$0.14$0.17$1.15$0.05$0.83$0.05$0.51

Dividend yield

2.91%3.02%1.93%50.76%43.89%1.53%1.74%12.16%0.42%7.05%0.41%3.72%

Monthly Dividends

The table displays the monthly dividend distributions for DWS Enhanced Commodity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.17
2023$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.11
2022$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$3.05$0.00$0.00$0.01$3.08
2021$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$3.61$0.00$0.00$0.01$3.65
2020$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.14
2019$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.17
2018$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.55$0.00$0.00$0.56$1.15
2017$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.05
2016$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.42$0.00$0.00$0.40$0.83
2015$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.01$0.05
2014$0.03$0.00$0.00$0.24$0.00$0.00$0.24$0.51

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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-78.07%
-4.06%
SKIRX (DWS Enhanced Commodity Strategy Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DWS Enhanced Commodity Strategy 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 Enhanced Commodity Strategy Fund was 87.82%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current DWS Enhanced Commodity Strategy Fund drawdown is 78.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.82%Jul 1, 20082947Mar 18, 2020
-20.15%May 12, 2006167Jan 11, 2007119Jul 5, 2007286
-11.74%Jan 4, 200813Jan 23, 200819Feb 20, 200832
-11.3%Apr 4, 200531May 16, 200535Jul 6, 200566
-11.27%Jul 20, 200720Aug 16, 200722Sep 18, 200742

Volatility

Volatility Chart

The current DWS Enhanced Commodity Strategy Fund volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.54%
4.57%
SKIRX (DWS Enhanced Commodity Strategy Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab