SGSCX vs. ACWI

In the year-to-date period, SGSCX achieves a -0.56% return, which is significantly higher than ACWI's -0.70% return. Over the past 10 years, SGSCX has underperformed ACWI with an annualized return of -2.49%, while ACWI has yielded a comparatively higher 9.46% annualized return.

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SGSCX has a 1.12% expense ratio, which is higher than ACWI's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) and iShares MSCI ACWI ETF (ACWI). 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.

The current SGSCX Sharpe Ratio is 0.10, which is lower than the ACWI Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SGSCX and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SGSCX has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.72%.

The maximum SGSCX drawdown since its inception was -64.99%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SGSCX and ACWI. For additional features, visit the drawdowns tool.

DWS Global Small Cap Fund (SGSCX) has a higher volatility of 7.59% compared to iShares MSCI ACWI ETF (ACWI) at 4.25%. This indicates that SGSCX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.