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.
Key characteristics
| BTIIX | SPGP | |
|---|---|---|
| YTD Return | 22.54% | 9.23% |
| 1Y Return | 34.55% | 16.97% |
| 3Y Return (Ann) | 11.03% | 7.86% |
| 5Y Return (Ann) | 18.26% | 14.88% |
| 10Y Return (Ann) | 14.68% | 14.48% |
| Sharpe Ratio | 2.81 | 1.21 |
| Sortino Ratio | 3.75 | 1.71 |
| Omega Ratio | 1.51 | 1.21 |
| Calmar Ratio | 2.83 | 1.83 |
| Martin Ratio | 17.40 | 5.28 |
| Ulcer Index | 2.03% | 3.35% |
| Daily Std Dev | 12.53% | 14.66% |
| Max Drawdown | -84.57% | -42.08% |
| Current Drawdown | 0.00% | -0.49% |
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.
Performance
BTIIX vs. SPGP - Performance Comparison
In the year-to-date period, BTIIX achieves a 22.54% return, which is significantly higher than SPGP's 9.23% return. Both investments have delivered pretty close results over the past 10 years, with BTIIX having a 14.68% annualized return and SPGP not far behind at 14.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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.
Dividends
BTIIX vs. SPGP - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 22.94%, more than SPGP's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 22.94% | 26.16% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.52% | 8.32% | 5.09% | 1.77% |
SPGP Invesco S&P 500 GARP ETF | 1.36% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
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. For additional features, visit the drawdowns tool.
Volatility
BTIIX vs. SPGP - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.95%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 3.38%. 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.