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SCHH vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHH vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

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SCHH vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHH
Schwab US REIT ETF
5.45%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%
AAAAX
DWS RREEF Real Assets Fund - Class A
10.09%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%

Returns By Period

In the year-to-date period, SCHH achieves a 5.45% return, which is significantly lower than AAAAX's 10.09% return. Over the past 10 years, SCHH has underperformed AAAAX with an annualized return of 3.46%, while AAAAX has yielded a comparatively higher 7.43% annualized return.


SCHH

1D
1.53%
1M
-4.18%
YTD
5.45%
6M
3.75%
1Y
4.49%
3Y*
7.65%
5Y*
3.84%
10Y*
3.46%

AAAAX

1D
0.29%
1M
-1.55%
YTD
10.09%
6M
12.43%
1Y
17.26%
3Y*
10.30%
5Y*
6.84%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHH vs. AAAAX - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

SCHH vs. AAAAX — Risk / Return Rank

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

SCHH
SCHH Risk / Return Rank: 1818
Overall Rank
SCHH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1818
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1717
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCHH Martin Ratio Rank: 2020
Martin Ratio Rank

AAAAX
AAAAX Risk / Return Rank: 7777
Overall Rank
AAAAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7575
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8888
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.

SCHH vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.


SCHHAAAAXDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.55

-1.27

Sortino ratio

Return per unit of downside risk

0.49

2.08

-1.59

Omega ratio

Gain probability vs. loss probability

1.07

1.31

-0.25

Calmar ratio

Return relative to maximum drawdown

0.40

1.96

-1.56

Martin ratio

Return relative to average drawdown

1.55

10.39

-8.84

SCHH vs. AAAAX - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 0.28, which is lower than the AAAAX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SCHH and AAAAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHHAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.55

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.56

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.59

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.06

Correlation

The correlation between SCHH and AAAAX is 0.71, 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

SCHH vs. AAAAX - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.97%, less than AAAAX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
SCHH
Schwab US REIT ETF
2.97%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.22%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

SCHH vs. AAAAX - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SCHH and AAAAX.


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Drawdown Indicators


SCHHAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-40.47%

-3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-8.37%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

-22.62%

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-29.41%

-14.81%

Current Drawdown

Current decline from peak

-5.65%

-3.25%

-2.40%

Average Drawdown

Average peak-to-trough decline

-9.54%

-6.89%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

1.80%

+1.38%

Volatility

SCHH vs. AAAAX - Volatility Comparison

Schwab US REIT ETF (SCHH) has a higher volatility of 4.96% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 2.85%. This indicates that SCHH's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHHAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

2.85%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

7.26%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

11.62%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

12.18%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

12.66%

+8.31%