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PLUSX vs. WWWEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLUSX vs. WWWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Multi-Asset Moderate Allocation Fund (PLUSX) and Kinetics The Global Fund (WWWEX). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

PLUSX
PLUSX Risk / Return Rank: 5757
Overall Rank
PLUSX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PLUSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PLUSX Omega Ratio Rank: 5757
Omega Ratio Rank
PLUSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
PLUSX Martin Ratio Rank: 6262
Martin Ratio Rank

WWWEX
WWWEX Risk / Return Rank: 44
Overall Rank
WWWEX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WWWEX Sortino Ratio Rank: 44
Sortino Ratio Rank
WWWEX Omega Ratio Rank: 44
Omega Ratio Rank
WWWEX Calmar Ratio Rank: 44
Calmar Ratio Rank
WWWEX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


PLUSXWWWEXDifference
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

PLUSX vs. WWWEX - Sharpe Ratio Comparison

The current PLUSX Sharpe Ratio is 1.46, which is higher than the WWWEX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PLUSX and WWWEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


PLUSXWWWEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.23%

-9.61%

+7.38%

Average Drawdown

Average peak-to-trough decline

-7.46%

-41.12%

+33.66%

Ulcer Index

Depth 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


PLUSXWWWEXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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