AAAAX vs. SPY
Compare and contrast key facts about DWS RREEF Real Assets Fund - Class A (AAAAX) and SPDR S&P 500 ETF (SPY).
AAAAX is managed by DWS. It was launched on Jul 30, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAAAX or SPY.
Key characteristics
| AAAAX | SPY | |
|---|---|---|
| YTD Return | 9.85% | 23.55% |
| 1Y Return | 21.75% | 41.88% |
| 3Y Return (Ann) | 1.21% | 9.84% |
| 5Y Return (Ann) | 5.88% | 15.74% |
| 10Y Return (Ann) | 4.71% | 13.19% |
| Sharpe Ratio | 2.17 | 3.62 |
| Sortino Ratio | 3.10 | 4.77 |
| Omega Ratio | 1.41 | 1.68 |
| Calmar Ratio | 1.01 | 4.11 |
| Martin Ratio | 11.78 | 23.79 |
| Ulcer Index | 1.90% | 1.83% |
| Daily Std Dev | 10.30% | 12.04% |
| Max Drawdown | -40.48% | -55.19% |
| Current Drawdown | -5.07% | -0.48% |
Correlation
The correlation between AAAAX and SPY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AAAAX vs. SPY - Performance Comparison
In the year-to-date period, AAAAX achieves a 9.85% return, which is significantly lower than SPY's 23.55% return. Over the past 10 years, AAAAX has underperformed SPY with an annualized return of 4.71%, while SPY has yielded a comparatively higher 13.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AAAAX vs. SPY - Expense Ratio Comparison
AAAAX has a 1.22% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
AAAAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund - Class A (AAAAX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
AAAAX vs. SPY - Dividend Comparison
AAAAX's dividend yield for the trailing twelve months is around 1.92%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAAAX DWS RREEF Real Assets Fund - Class A | 1.92% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% | 2.94% | 1.34% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AAAAX vs. SPY - Drawdown Comparison
The maximum AAAAX drawdown since its inception was -40.48%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AAAAX and SPY. For additional features, visit the drawdowns tool.
Volatility
AAAAX vs. SPY - Volatility Comparison
The current volatility for DWS RREEF Real Assets Fund - Class A (AAAAX) is 1.99%, while SPDR S&P 500 ETF (SPY) has a volatility of 2.67%. This indicates that AAAAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.