PLUSX vs. WWWEX
PLUSX (DWS Multi-Asset Moderate Allocation Fund) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, PLUSX returned 7.11%/yr vs 15.16%/yr for WWWEX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. PLUSX charges 0.60%/yr vs 1.39%/yr for WWWEX.
Performance
PLUSX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, PLUSX achieves a 6.38% return, which is significantly higher than WWWEX's 4.79% return. Over the past 10 years, PLUSX has underperformed WWWEX with an annualized return of 7.11%, while WWWEX has yielded a comparatively higher 15.16% annualized return.
PLUSX
- 1D
- 1.21%
- 1M
- -1.18%
- 6M
- 3.60%
- YTD
- 6.38%
- 1Y
- 14.34%
- 3Y*
- 10.75%
- 5Y*
- 5.40%
- 10Y*
- 7.11%
- ALL TIME*
- 5.66%
WWWEX
- 1D
- 1.26%
- 1M
- 1.02%
- 6M
- -0.88%
- YTD
- 4.79%
- 1Y
- 0.83%
- 3Y*
- 28.06%
- 5Y*
- 13.30%
- 10Y*
- 15.16%
- ALL TIME*
- 4.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PLUSX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLUSX DWS Multi-Asset Moderate Allocation Fund | 6.38% | 13.39% | 8.31% | 13.89% | -14.98% | 13.24% | 8.21% | 19.71% | -7.64% | 13.81% |
WWWEX Kinetics The Global Fund | 4.79% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Correlation
The correlation between PLUSX and WWWEX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2004 | 0.59 |
The correlation between PLUSX and WWWEX has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
PLUSX vs. WWWEX — Risk / Return Rank
PLUSX
WWWEX
PLUSX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Multi-Asset Moderate Allocation Fund (PLUSX) and Kinetics The Global Fund (WWWEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PLUSX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.07 | +2.07 |
| Martin ratioReturn relative to average drawdown | 8.12 | -0.15 | +8.26 |
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Drawdowns
PLUSX vs. WWWEX - Drawdown Comparison
The maximum PLUSX drawdown since its inception was -53.39%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for PLUSX and WWWEX.
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Drawdown Indicators
| PLUSX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -82.60% | +29.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -13.86% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -11.31% | -17.66% | +6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -26.62% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | -25.65% | -36.00% | +10.35% |
Current DrawdownCurrent decline from peak | -2.23% | -9.61% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -41.12% | +33.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 6.63% | -5.00% |
Volatility
PLUSX vs. WWWEX - Volatility Comparison
The current volatility for DWS Multi-Asset Moderate Allocation Fund (PLUSX) is 2.73%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.67%. This indicates that PLUSX experiences smaller price fluctuations and is considered to be less risky than WWWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLUSX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.67% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 13.30% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.10% | 17.34% | -8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.87% | 19.41% | -8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.42% | 19.24% | -7.82% |
PLUSX vs. WWWEX - Expense Ratio Comparison
PLUSX has a 0.60% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
PLUSX vs. WWWEX - Dividend Comparison
PLUSX's dividend yield for the trailing twelve months is around 2.54%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLUSX DWS Multi-Asset Moderate Allocation Fund | 2.54% | 2.70% | 41.59% | 5.78% | 2.99% | 9.67% | 4.22% | 5.80% | 5.55% | 5.58% | 6.05% | 10.87% |
WWWEX Kinetics The Global Fund | 2.46% | 2.58% | 0.98% | 2.50% | 1.47% | 3.50% | 0.00% | 0.00% | 0.08% | 9.04% | 0.40% | 0.06% |
Frequently Asked Questions
PLUSX and WWWEX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWWEX has higher volatility (3.67%) compared to PLUSX (2.73%). In terms of maximum drawdown, PLUSX dropped -53.39% vs WWWEX's -82.60%.
PLUSX currently has the higher Sharpe Ratio (1.46 vs -0.06), 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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