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SGSCX vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGSCX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Global Small Cap Fund (SGSCX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGSCX achieves a 21.52% return, which is significantly higher than ACWI's 9.86% return. Over the past 10 years, SGSCX has underperformed ACWI with an annualized return of 8.72%, while ACWI has yielded a comparatively higher 13.09% annualized return.


SGSCX

1D
1.63%
1M
1.32%
YTD
21.52%
6M
19.63%
1Y
42.73%
3Y*
20.04%
5Y*
8.60%
10Y*
8.72%

ACWI

1D
-2.00%
1M
-0.35%
YTD
9.86%
6M
9.11%
1Y
25.60%
3Y*
20.00%
5Y*
10.74%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGSCX vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGSCX
DWS Global Small Cap Fund
21.52%20.22%5.35%24.62%-24.63%15.10%16.98%22.29%-21.96%19.80%
ACWI
iShares MSCI ACWI ETF
9.86%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between SGSCX and ACWI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.89

The correlation between SGSCX and ACWI has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

SGSCX vs. ACWI — Risk / Return Rank

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

SGSCX
SGSCX Risk / Return Rank: 8787
Overall Rank
SGSCX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGSCX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SGSCX Omega Ratio Rank: 7878
Omega Ratio Rank
SGSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SGSCX Martin Ratio Rank: 9191
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 5858
Overall Rank
ACWI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACWI Omega Ratio Rank: 5858
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5555
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6565
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGSCXACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.46

1.34

+0.12

Calmar ratioReturn relative to maximum drawdown

4.54

2.64

+1.89

Martin ratioReturn relative to average drawdown

16.95

11.51

+5.45

SGSCX vs. ACWI - Sharpe Ratio Comparison

The current SGSCX Sharpe Ratio is 2.72, which is higher than the ACWI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SGSCX and ACWI, 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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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


SGSCXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-56.00%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-9.73%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.37%

-16.55%

-5.82%

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 Drawdown

Current decline from peak

-0.25%

-2.83%

+2.58%

Average Drawdown

Average peak-to-trough decline

-14.10%

-8.59%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.23%

+0.31%

Volatility

SGSCX vs. ACWI - Volatility Comparison

DWS Global Small Cap Fund (SGSCX) has a higher volatility of 5.95% compared to iShares MSCI ACWI ETF (ACWI) at 5.57%. 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.


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Volatility by Period


SGSCXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

5.57%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

11.38%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

13.64%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

16.20%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

17.08%

+2.48%

SGSCX vs. ACWI - Expense Ratio Comparison

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


Dividends

SGSCX vs. ACWI - Dividend Comparison

SGSCX's dividend yield for the trailing twelve months is around 8.53%, more than ACWI's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.45%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
SGSCX
DWS Global Small Cap Fund
8.53%10.37%6.35%5.12%5.42%16.72%0.36%0.29%18.31%11.13%7.52%6.04%

Frequently Asked Questions


SGSCX and ACWI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGSCX has higher volatility (5.95%) compared to ACWI (5.57%). In terms of maximum drawdown, SGSCX dropped -62.26% vs ACWI's -56.00%.

SGSCX currently has the higher Sharpe Ratio (2.72 vs 1.89), 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.

Portfolio Optimizer

Find the right allocation for SGSCX and ACWI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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