DESGX vs. BTIIX
Compare and contrast key facts about DWS ESG Core Equity Fund (DESGX) and DWS Equity 500 Index Fund (BTIIX).
DESGX is managed by DWS. It was launched on Jul 31, 2005. BTIIX is managed by DWS. It was launched on Dec 31, 1992.
Performance
DESGX vs. BTIIX - Performance Comparison
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DESGX vs. BTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | -6.70% | 18.92% | 23.55% | 26.68% | -15.56% | 28.99% | 19.13% | 28.18% | -17.30% | 13.02% |
BTIIX DWS Equity 500 Index Fund | -7.10% | 17.56% | 24.83% | 26.04% | -18.51% | 28.71% | 18.37% | 45.09% | -4.99% | 21.61% |
Returns By Period
In the year-to-date period, DESGX achieves a -6.70% return, which is significantly higher than BTIIX's -7.10% return. Over the past 10 years, DESGX has underperformed BTIIX with an annualized return of 11.37%, while BTIIX has yielded a comparatively higher 14.59% annualized return.
DESGX
- 1D
- -0.42%
- 1M
- -7.95%
- YTD
- -6.70%
- 6M
- -1.96%
- 1Y
- 18.80%
- 3Y*
- 17.03%
- 5Y*
- 12.01%
- 10Y*
- 11.37%
BTIIX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.10%
- 6M
- -4.70%
- 1Y
- 14.16%
- 3Y*
- 16.94%
- 5Y*
- 11.17%
- 10Y*
- 14.59%
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DESGX vs. BTIIX - Expense Ratio Comparison
DESGX has a 0.64% expense ratio, which is higher than BTIIX's 0.20% expense ratio.
Return for Risk
DESGX vs. BTIIX — Risk / Return Rank
DESGX
BTIIX
DESGX vs. BTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and DWS Equity 500 Index Fund (BTIIX). 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.
| DESGX | BTIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.84 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.32 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.98 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.80 | 4.75 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DESGX | BTIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.84 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.50 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.69 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.49 | -0.01 |
Correlation
The correlation between DESGX and BTIIX is 0.94, 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
DESGX vs. BTIIX - Dividend Comparison
DESGX's dividend yield for the trailing twelve months is around 6.17%, less than BTIIX's 14.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 6.17% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
BTIIX DWS Equity 500 Index Fund | 14.17% | 13.18% | 20.02% | 26.57% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.11% | 8.32% |
Drawdowns
DESGX vs. BTIIX - Drawdown Comparison
The maximum DESGX drawdown since its inception was -58.26%, which is greater than BTIIX's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for DESGX and BTIIX.
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Drawdown Indicators
| DESGX | BTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -55.24% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -12.12% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -24.60% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.68% | -33.83% | -0.85% |
Current DrawdownCurrent decline from peak | -9.38% | -8.93% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -10.15% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.56% | +0.24% |
Volatility
DESGX vs. BTIIX - Volatility Comparison
DWS ESG Core Equity Fund (DESGX) and DWS Equity 500 Index Fund (BTIIX) have volatilities of 4.15% and 4.01%, 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.
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Volatility by Period
| DESGX | BTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.01% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 9.04% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 17.88% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 22.43% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 21.17% | -2.98% |