ICF vs. TOLIX
ICF (iShares Cohen & Steers REIT ETF) and TOLIX (DWS RREEF Global Infrastructure Fund) are both funds - ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index, while TOLIX is a Energy Equities fund managed by DWS. Over the past 10 years, ICF returned 5.54%/yr vs 6.64%/yr for TOLIX. A 0.68 correlation means they provide meaningful diversification when combined. ICF charges 0.34%/yr vs 1.03%/yr for TOLIX.
Performance
ICF vs. TOLIX - Performance Comparison
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Returns By Period
In the year-to-date period, ICF achieves a 12.19% return, which is significantly higher than TOLIX's 8.74% return. Over the past 10 years, ICF has underperformed TOLIX with an annualized return of 5.54%, while TOLIX has yielded a comparatively higher 6.64% annualized return.
ICF
- 1D
- 0.17%
- 1M
- -0.92%
- YTD
- 12.19%
- 6M
- 11.56%
- 1Y
- 11.29%
- 3Y*
- 10.12%
- 5Y*
- 3.01%
- 10Y*
- 5.54%
TOLIX
- 1D
- 0.85%
- 1M
- -2.23%
- YTD
- 8.74%
- 6M
- 9.17%
- 1Y
- 10.18%
- 3Y*
- 12.07%
- 5Y*
- 6.17%
- 10Y*
- 6.64%
ICF vs. TOLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 12.19% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
TOLIX DWS RREEF Global Infrastructure Fund | 8.74% | 12.73% | 11.98% | 1.93% | -9.26% | 20.37% | -1.90% | 29.21% | -11.05% | 13.61% |
Correlation
The correlation between ICF and TOLIX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2008 | 0.68 |
The correlation between ICF and TOLIX has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
ICF vs. TOLIX — Risk / Return Rank
ICF
TOLIX
ICF vs. TOLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and DWS RREEF Global Infrastructure Fund (TOLIX). 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.
| ICF | TOLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.61 | -0.23 |
| Martin ratioReturn relative to average drawdown | 3.92 | 4.28 | -0.35 |
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
| ICF | TOLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.90 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.44 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.42 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Drawdowns
ICF vs. TOLIX - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than TOLIX's maximum drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for ICF and TOLIX.
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Drawdown Indicators
| ICF | TOLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -42.68% | -34.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -6.05% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -14.51% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -25.01% | -9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -35.19% | -5.03% |
Current DrawdownCurrent decline from peak | -2.67% | -4.91% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -7.12% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.29% | +0.59% |
Volatility
ICF vs. TOLIX - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) and DWS RREEF Global Infrastructure Fund (TOLIX) have volatilities of 3.71% and 3.59%, 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
| ICF | TOLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.59% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.66% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 10.88% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 14.18% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 15.91% | +4.67% |
ICF vs. TOLIX - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is lower than TOLIX's 1.03% expense ratio.
Dividends
ICF vs. TOLIX - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.48%, less than TOLIX's 10.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.48% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
TOLIX DWS RREEF Global Infrastructure Fund | 10.07% | 10.99% | 9.47% | 2.67% | 8.92% | 6.06% | 1.68% | 2.00% | 2.57% | 2.10% | 1.34% | 1.86% |
Frequently Asked Questions
ICF and TOLIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (3.71%) compared to TOLIX (3.59%). In terms of maximum drawdown, ICF dropped -76.74% vs TOLIX's -42.68%.
TOLIX currently has the higher Sharpe Ratio (0.90 vs 0.84), 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.
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