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AAAZX vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAAZX vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Assets Fund (AAAZX) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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AAAZX vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAAZX
DWS RREEF Real Assets Fund
8.70%13.14%5.49%2.64%-9.57%23.83%3.91%21.79%-5.05%14.97%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, AAAZX achieves a 8.70% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, AAAZX has underperformed XLE with an annualized return of 7.60%, while XLE has yielded a comparatively higher 11.65% annualized return.


AAAZX

1D
0.37%
1M
-4.35%
YTD
8.70%
6M
10.93%
1Y
17.10%
3Y*
10.11%
5Y*
7.05%
10Y*
7.60%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAAZX vs. XLE - Expense Ratio Comparison

AAAZX has a 0.90% expense ratio, which is higher than XLE's 0.08% expense ratio.


Return for Risk

AAAZX vs. XLE — Risk / Return Rank

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

AAAZX
AAAZX Risk / Return Rank: 8282
Overall Rank
AAAZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAAZX Sortino Ratio Rank: 8181
Sortino Ratio Rank
AAAZX Omega Ratio Rank: 8080
Omega Ratio Rank
AAAZX Calmar Ratio Rank: 7878
Calmar Ratio Rank
AAAZX Martin Ratio Rank: 8989
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
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.

AAAZX vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund (AAAZX) and State Street Energy Select Sector SPDR ETF (XLE). 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.


AAAZXXLEDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.42

+0.09

Sortino ratio

Return per unit of downside risk

2.04

1.84

+0.20

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.04

Calmar ratio

Return relative to maximum drawdown

1.83

1.96

-0.13

Martin ratio

Return relative to average drawdown

9.86

5.16

+4.70

AAAZX vs. XLE - Sharpe Ratio Comparison

The current AAAZX Sharpe Ratio is 1.52, which is comparable to the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AAAZX and XLE, 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


AAAZXXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.42

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.93

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.40

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.32

+0.08

Correlation

The correlation between AAAZX and XLE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AAAZX vs. XLE - Dividend Comparison

AAAZX's dividend yield for the trailing twelve months is around 3.81%, more than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
AAAZX
DWS RREEF Real Assets Fund
3.81%4.15%2.85%2.40%4.50%2.62%1.60%2.07%1.89%1.79%1.82%2.53%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

AAAZX vs. XLE - Drawdown Comparison

The maximum AAAZX drawdown since its inception was -40.45%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for AAAZX and XLE.


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Drawdown Indicators


AAAZXXLEDifference

Max Drawdown

Largest peak-to-trough decline

-40.45%

-71.26%

+30.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-18.79%

+9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-26.04%

+3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

-66.81%

+37.37%

Current Drawdown

Current decline from peak

-4.56%

-2.08%

-2.48%

Average Drawdown

Average peak-to-trough decline

-6.67%

-18.05%

+11.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

7.14%

-5.37%

Volatility

AAAZX vs. XLE - Volatility Comparison

The current volatility for DWS RREEF Real Assets Fund (AAAZX) is 3.10%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 5.05%. This indicates that AAAZX experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAZXXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

5.05%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

13.94%

-6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

24.93%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.19%

26.06%

-13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

29.48%

-16.80%