PortfoliosLab logoPortfoliosLab logo
DCUIX vs. SCOBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCUIX vs. SCOBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI U.S. Fund (DCUIX) and DWS International Growth Fund (SCOBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DCUIX vs. SCOBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCUIX
DWS CROCI U.S. Fund
-3.01%17.12%17.80%20.81%-15.54%26.39%-12.66%39.03%-11.01%22.00%
SCOBX
DWS International Growth Fund
-7.80%19.45%9.37%15.76%-29.24%8.23%22.49%31.61%-16.88%25.45%

Returns By Period

In the year-to-date period, DCUIX achieves a -3.01% return, which is significantly higher than SCOBX's -7.80% return. Over the past 10 years, DCUIX has outperformed SCOBX with an annualized return of 9.08%, while SCOBX has yielded a comparatively lower 6.12% annualized return.


DCUIX

1D
-0.14%
1M
-6.22%
YTD
-3.01%
6M
4.55%
1Y
16.62%
3Y*
15.30%
5Y*
9.31%
10Y*
9.08%

SCOBX

1D
-0.12%
1M
-12.07%
YTD
-7.80%
6M
-6.17%
1Y
5.86%
3Y*
8.26%
5Y*
1.51%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DCUIX vs. SCOBX - Expense Ratio Comparison

DCUIX has a 0.67% expense ratio, which is lower than SCOBX's 0.92% expense ratio.


Return for Risk

DCUIX vs. SCOBX — Risk / Return Rank

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

DCUIX
DCUIX Risk / Return Rank: 5454
Overall Rank
DCUIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DCUIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DCUIX Omega Ratio Rank: 5454
Omega Ratio Rank
DCUIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DCUIX Martin Ratio Rank: 5252
Martin Ratio Rank

SCOBX
SCOBX Risk / Return Rank: 1212
Overall Rank
SCOBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SCOBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCOBX Omega Ratio Rank: 1212
Omega Ratio Rank
SCOBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCOBX Martin Ratio Rank: 1414
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.

DCUIX vs. SCOBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI U.S. Fund (DCUIX) and DWS International Growth Fund (SCOBX). 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.


DCUIXSCOBXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.29

+0.73

Sortino ratio

Return per unit of downside risk

1.53

0.55

+0.98

Omega ratio

Gain probability vs. loss probability

1.21

1.07

+0.14

Calmar ratio

Return relative to maximum drawdown

1.19

0.32

+0.86

Martin ratio

Return relative to average drawdown

5.10

1.21

+3.89

DCUIX vs. SCOBX - Sharpe Ratio Comparison

The current DCUIX Sharpe Ratio is 1.02, which is higher than the SCOBX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of DCUIX and SCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DCUIXSCOBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.29

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.08

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.35

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

+0.01

Correlation

The correlation between DCUIX and SCOBX 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.


Dividends

DCUIX vs. SCOBX - Dividend Comparison

DCUIX's dividend yield for the trailing twelve months is around 11.50%, more than SCOBX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
DCUIX
DWS CROCI U.S. Fund
11.50%11.15%8.91%1.64%2.76%1.35%2.45%10.23%4.24%2.45%0.31%1.38%
SCOBX
DWS International Growth Fund
5.10%4.70%3.37%1.57%3.78%3.70%0.81%1.01%1.29%0.46%0.14%0.00%

Drawdowns

DCUIX vs. SCOBX - Drawdown Comparison

The maximum DCUIX drawdown since its inception was -41.94%, smaller than the maximum SCOBX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for DCUIX and SCOBX.


Loading graphics...

Drawdown Indicators


DCUIXSCOBXDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-62.65%

+20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-12.41%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-40.92%

+16.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-40.92%

-1.02%

Current Drawdown

Current decline from peak

-6.89%

-12.41%

+5.52%

Average Drawdown

Average peak-to-trough decline

-6.88%

-11.57%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.47%

-0.50%

Volatility

DCUIX vs. SCOBX - Volatility Comparison

The current volatility for DWS CROCI U.S. Fund (DCUIX) is 3.04%, while DWS International Growth Fund (SCOBX) has a volatility of 6.00%. This indicates that DCUIX experiences smaller price fluctuations and is considered to be less risky than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCUIXSCOBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

6.00%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

10.63%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

17.25%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

17.87%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

17.36%

+0.95%