SCDGX vs. SPY
Compare and contrast key facts about DWS Core Equity Fund (SCDGX) and State Street SPDR S&P 500 ETF (SPY).
SCDGX is managed by DWS. It was launched on May 31, 1929. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SCDGX vs. SPY - Performance Comparison
Loading graphics...
SCDGX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCDGX DWS Core Equity Fund | -7.39% | 16.32% | 20.01% | 25.55% | -15.61% | 25.54% | 16.14% | 35.68% | -6.06% | 21.52% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SCDGX achieves a -7.39% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, SCDGX has underperformed SPY with an annualized return of 13.19%, while SPY has yielded a comparatively higher 13.98% annualized return.
SCDGX
- 1D
- -0.42%
- 1M
- -7.41%
- YTD
- -7.39%
- 6M
- -4.90%
- 1Y
- 14.06%
- 3Y*
- 15.04%
- 5Y*
- 10.36%
- 10Y*
- 13.19%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCDGX vs. SPY - Expense Ratio Comparison
SCDGX has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SCDGX vs. SPY — Risk / Return Rank
SCDGX
SPY
SCDGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and State Street SPDR S&P 500 ETF (SPY). 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.
| SCDGX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.93 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.45 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.53 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.16 | 7.30 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCDGX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.93 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.78 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.56 | -0.05 |
Correlation
The correlation between SCDGX and SPY 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
SCDGX vs. SPY - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCDGX DWS Core Equity Fund | 11.48% | 10.50% | 9.11% | 5.12% | 9.28% | 14.09% | 6.70% | 8.88% | 14.12% | 6.15% | 6.92% | 8.72% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SCDGX vs. SPY - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SCDGX and SPY.
Loading graphics...
Drawdown Indicators
| SCDGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -55.19% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.05% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -24.50% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -33.72% | -1.35% |
Current DrawdownCurrent decline from peak | -9.43% | -6.24% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -9.09% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.52% | +0.32% |
Volatility
SCDGX vs. SPY - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCDGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.31% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.47% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 19.05% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.06% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 17.92% | +0.44% |