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RRRRX vs. QREARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RRRRX vs. QREARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Estate Securities Fund (RRRRX) and TIAA Real Estate Account (QREARX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RRRRX achieves a 10.74% return, which is significantly higher than QREARX's 0.95% return.


RRRRX

1D
-1.78%
1M
-1.90%
YTD
10.74%
6M
9.59%
1Y
9.08%
3Y*
8.98%
5Y*
2.30%
10Y*
5.66%

QREARX

1D
0.02%
1M
0.15%
YTD
0.95%
6M
1.12%
1Y
3.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RRRRX vs. QREARX - Yearly Performance Comparison


2026 (YTD)2025
RRRRX
DWS RREEF Real Estate Securities Fund
10.74%-1.09%
QREARX
TIAA Real Estate Account
0.95%3.93%

Correlation

The correlation between RRRRX and QREARX is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

-0.14

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Return for Risk

RRRRX vs. QREARX — Risk / Return Rank

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

RRRRX
RRRRX Risk / Return Rank: 1010
Overall Rank
RRRRX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RRRRX Sortino Ratio Rank: 88
Sortino Ratio Rank
RRRRX Omega Ratio Rank: 88
Omega Ratio Rank
RRRRX Calmar Ratio Rank: 1414
Calmar Ratio Rank
RRRRX Martin Ratio Rank: 1313
Martin Ratio Rank

QREARX
QREARX Risk / Return Rank: 9898
Overall Rank
QREARX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QREARX Sortino Ratio Rank: 9898
Sortino Ratio Rank
QREARX Omega Ratio Rank: 9898
Omega Ratio Rank
QREARX Calmar Ratio Rank: 9898
Calmar Ratio Rank
QREARX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

RRRRX vs. QREARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) and TIAA Real Estate Account (QREARX). 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.


RRRRXQREARXDifference

Sharpe ratio

Return per unit of total volatility

0.72

4.33

-3.61

Sortino ratio

Return per unit of downside risk

1.04

6.63

-5.59

Omega ratio

Gain probability vs. loss probability

1.13

2.51

-1.38

Calmar ratio

Return relative to maximum drawdown

1.35

8.63

-7.28

Martin ratio

Return relative to average drawdown

3.98

31.50

-27.53

RRRRX vs. QREARX - Sharpe Ratio Comparison

The current RRRRX Sharpe Ratio is 0.72, which is lower than the QREARX Sharpe Ratio of 4.33. The chart below compares the historical Sharpe Ratios of RRRRX and QREARX, 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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Sharpe Ratios by Period


RRRRXQREARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

4.33

-3.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

2.12

-1.78

Drawdowns

RRRRX vs. QREARX - Drawdown Comparison

The maximum RRRRX drawdown since its inception was -74.05%, which is greater than QREARX's maximum drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for RRRRX and QREARX.


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Drawdown Indicators


RRRRXQREARXDifference

Max Drawdown

Largest peak-to-trough decline

-74.05%

-1.45%

-72.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-0.37%

-7.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

-4.75%

-0.06%

-4.69%

Average Drawdown

Average peak-to-trough decline

-12.56%

-0.06%

-12.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.10%

+2.53%

Volatility

RRRRX vs. QREARX - Volatility Comparison

DWS RREEF Real Estate Securities Fund (RRRRX) has a higher volatility of 3.78% compared to TIAA Real Estate Account (QREARX) at 0.14%. This indicates that RRRRX's price experiences larger fluctuations and is considered to be riskier than QREARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RRRRXQREARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

0.14%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

0.45%

+9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

0.77%

+12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

1.66%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

1.66%

+18.98%

RRRRX vs. QREARX - Expense Ratio Comparison

RRRRX has a 0.61% expense ratio, which is lower than QREARX's 0.90% expense ratio.


Dividends

RRRRX vs. QREARX - Dividend Comparison

RRRRX's dividend yield for the trailing twelve months is around 2.29%, while QREARX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QREARX
TIAA Real Estate Account
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RRRRX
DWS RREEF Real Estate Securities Fund
2.29%2.02%2.77%1.82%4.44%7.68%3.53%7.94%4.56%4.97%12.39%13.74%

Frequently Asked Questions


RRRRX and QREARX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RRRRX has higher volatility (3.78%) compared to QREARX (0.14%). In terms of maximum drawdown, RRRRX dropped -74.05% vs QREARX's -1.45%.

QREARX currently has the higher Sharpe Ratio (4.33 vs 0.72), 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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