SGSCX vs. ACWI
Compare and contrast key facts about DWS Global Small Cap Fund (SGSCX) and iShares MSCI ACWI ETF (ACWI).
SGSCX is managed by DWS. It was launched on Sep 9, 1991. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Performance
SGSCX vs. ACWI - Performance Comparison
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SGSCX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 2.01% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, SGSCX achieves a 2.01% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, SGSCX has underperformed ACWI with an annualized return of 6.87%, while ACWI has yielded a comparatively higher 11.58% annualized return.
SGSCX
- 1D
- -0.97%
- 1M
- -8.80%
- YTD
- 2.01%
- 6M
- 7.39%
- 1Y
- 29.96%
- 3Y*
- 14.87%
- 5Y*
- 5.54%
- 10Y*
- 6.87%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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SGSCX vs. ACWI - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
SGSCX vs. ACWI — Risk / Return Rank
SGSCX
ACWI
SGSCX vs. ACWI - Risk-Adjusted Trends Comparison
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.
| SGSCX | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.20 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.77 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.79 | +0.34 |
Martin ratioReturn relative to average drawdown | 9.09 | 8.26 | +0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGSCX | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.20 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.59 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.68 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.07 |
Correlation
The correlation between SGSCX and ACWI is 0.89, 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
SGSCX vs. ACWI - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 10.17%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 10.17% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
SGSCX vs. ACWI - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, 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.
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Drawdown Indicators
| SGSCX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -56.00% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.76% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -26.42% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -33.53% | -12.45% |
Current DrawdownCurrent decline from peak | -9.54% | -6.92% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -8.69% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.54% | +0.38% |
Volatility
SGSCX vs. ACWI - Volatility Comparison
The current volatility for DWS Global Small Cap Fund (SGSCX) is 5.47%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that SGSCX experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSCX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 6.38% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 10.05% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 17.48% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 15.97% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 17.08% | +2.36% |