DCUIX vs. SWLVX

Last updated Jun 3, 2026

DCUIX (DWS CROCI U.S. Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, DCUIX returned 11.34%/yr vs 10.24%/yr for SWLVX. Their correlation of 0.90 suggests significant overlap in exposure. DCUIX charges 0.67%/yr vs 0.04%/yr for SWLVX.

Performance

DCUIX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI U.S. Fund (DCUIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCUIX achieves a 9.71% return, which is significantly lower than SWLVX's 13.35% return.

DCUIX

• 1D: 0.63%
• 1M: 6.23%
• YTD: 9.71%
• 6M: 12.66%
• 1Y: 33.50%
• 3Y*: 19.20%
• 5Y*: 11.34%
• 10Y*: 10.44%

SWLVX

• 1D: -0.27%
• 1M: 2.85%
• YTD: 13.35%
• 6M: 14.91%
• 1Y: 28.00%
• 3Y*: 18.26%
• 5Y*: 10.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCUIX vs. SWLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCUIX DWS CROCI U.S. Fund	9.71%	17.12%	17.80%	20.81%	-15.54%	26.39%	-12.66%	39.03%	-11.01%	-0.61%
SWLVX Schwab U.S. Large-Cap Value Index Fund	13.35%	15.87%	14.36%	11.45%	-7.61%	25.15%	2.64%	26.49%	-8.39%	0.30%

Correlation

The correlation between DCUIX and SWLVX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017	0.90

The correlation between DCUIX and SWLVX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

Return for Risk

DCUIX vs. SWLVX — Risk / Return Rank

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

DCUIX

DCUIX Risk / Return Rank: 84
DCUIX Sharpe Ratio Rank: 85
DCUIX Sortino Ratio Rank: 83
DCUIX Omega Ratio Rank: 72
DCUIX Calmar Ratio Rank: 91
DCUIX Martin Ratio Rank: 88

SWLVX

SWLVX Risk / Return Rank: 81
SWLVX Sharpe Ratio Rank: 81
SWLVX Sortino Ratio Rank: 78
SWLVX Omega Ratio Rank: 72
SWLVX Calmar Ratio Rank: 86
SWLVX Martin Ratio Rank: 89

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. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI U.S. Fund (DCUIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.

	DCUIX	SWLVX	Difference
Sharpe ratio Return per unit of total volatility	2.74	2.63	+0.11
Sortino ratio Return per unit of downside risk	3.93	3.71	+0.22
Omega ratio Gain probability vs. loss probability	1.48	1.48	0.00
Calmar ratio Return relative to maximum drawdown	4.83	4.14	+0.69
Martin ratio Return relative to average drawdown	17.20	17.46	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCUIX vs. SWLVX - Sharpe Ratio Comparison

The current DCUIX Sharpe Ratio is 2.74, which is comparable to the SWLVX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DCUIX and SWLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DCUIX	SWLVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	2.63	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.69	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.56	-0.08

Drawdowns

DCUIX vs. SWLVX - Drawdown Comparison

The maximum DCUIX drawdown since its inception was -41.94%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for DCUIX and SWLVX.

Drawdown Indicators

	DCUIX	SWLVX	Difference
Max Drawdown Largest peak-to-trough decline	-41.94%	-38.34%	-3.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.89%	-6.82%	-0.07%
Max Drawdown (3Y) Largest decline over 3 years	-19.33%	-15.61%	-3.72%
Max Drawdown (5Y) Largest decline over 5 years	-23.99%	-19.05%	-4.94%
Max Drawdown (10Y) Largest decline over 10 years	-41.94%	—	—
Current Drawdown Current decline from peak	0.00%	-0.38%	+0.38%
Average Drawdown Average peak-to-trough decline	-6.80%	-4.84%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.62%	+0.32%

Volatility

DCUIX vs. SWLVX - Volatility Comparison

DWS CROCI U.S. Fund (DCUIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.18% and 3.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCUIX	SWLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	3.04%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	8.19%	+0.34%
Volatility (1Y) Calculated over the trailing 1-year period	12.26%	10.79%	+1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	14.85%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	18.56%	-0.23%

DCUIX vs. SWLVX - Expense Ratio Comparison

DCUIX has a 0.67% expense ratio, which is higher than SWLVX's 0.04% expense ratio.

Dividends

DCUIX vs. SWLVX - Dividend Comparison

DCUIX's dividend yield for the trailing twelve months is around 10.16%, more than SWLVX's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCUIX DWS CROCI U.S. Fund	10.16%	11.15%	8.91%	1.64%	2.76%	1.35%	2.45%	10.23%	4.24%	2.45%	0.31%	1.38%
SWLVX Schwab U.S. Large-Cap Value Index Fund	1.78%	2.02%	2.75%	2.56%	2.29%	4.86%	2.00%	4.35%	1.87%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DCUIX and SWLVX in my portfolio?

DCUIX and SWLVX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCUIX or SWLVX?

DCUIX has higher volatility (3.18%) compared to SWLVX (3.04%). In terms of maximum drawdown, DCUIX dropped -41.94% vs SWLVX's -38.34%.

Which has better risk-adjusted returns?

DCUIX currently has the higher Sharpe Ratio (2.74 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.