Correlation
The correlation between BTIIX and SPGP is 0.84, 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.
BTIIX vs. SPGP
Compare and contrast key facts about DWS Equity 500 Index Fund (BTIIX) and Invesco S&P 500 GARP ETF (SPGP).
BTIIX is managed by DWS. It was launched on Dec 31, 1992. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTIIX or SPGP.
Performance
BTIIX vs. SPGP - Performance Comparison
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Key characteristics
BTIIX:
0.72
SPGP:
0.02
BTIIX:
1.03
SPGP:
0.11
BTIIX:
1.15
SPGP:
1.01
BTIIX:
0.68
SPGP:
-0.04
BTIIX:
2.58
SPGP:
-0.12
BTIIX:
4.93%
SPGP:
6.97%
BTIIX:
19.77%
SPGP:
22.45%
BTIIX:
-84.57%
SPGP:
-42.08%
BTIIX:
-3.49%
SPGP:
-9.10%
Returns By Period
In the year-to-date period, BTIIX achieves a 0.94% return, which is significantly higher than SPGP's -2.85% return. Both investments have delivered pretty close results over the past 10 years, with BTIIX having a 12.60% annualized return and SPGP not far ahead at 12.74%.
BTIIX
0.94%
5.59%
-1.42%
13.30%
14.08%
15.74%
12.60%
SPGP
-2.85%
5.17%
-9.04%
-0.87%
7.00%
14.34%
12.74%
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BTIIX vs. SPGP - Expense Ratio Comparison
BTIIX has a 0.20% expense ratio, which is lower than SPGP's 0.36% expense ratio.
Risk-Adjusted Performance
BTIIX vs. SPGP — Risk-Adjusted Performance Rank
BTIIX
SPGP
BTIIX vs. SPGP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and Invesco S&P 500 GARP ETF (SPGP). 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.
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Dividends
BTIIX vs. SPGP - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 19.80%, more than SPGP's 1.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 19.80% | 20.02% | 26.57% | 14.49% | 15.07% | 20.31% | 13.90% | 22.74% | 15.17% | 11.52% | 8.32% | 5.09% |
SPGP Invesco S&P 500 GARP ETF | 1.51% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
Drawdowns
BTIIX vs. SPGP - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -84.57%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for BTIIX and SPGP.
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Volatility
BTIIX vs. SPGP - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 4.77%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.41%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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