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SHYTX vs. BTIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYTX vs. BTIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Strategic High Yield Tax (SHYTX) and DWS Equity 500 Index Fund (BTIIX). The values are adjusted to include any dividend payments, if applicable.

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SHYTX vs. BTIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYTX
DWS Strategic High Yield Tax
-0.15%4.05%5.47%7.64%-17.22%5.44%5.04%9.64%-0.46%5.99%
BTIIX
DWS Equity 500 Index Fund
-4.38%17.56%24.83%26.04%-18.51%28.71%18.37%45.09%-4.99%21.61%

Returns By Period

In the year-to-date period, SHYTX achieves a -0.15% return, which is significantly higher than BTIIX's -4.38% return. Over the past 10 years, SHYTX has underperformed BTIIX with an annualized return of 2.19%, while BTIIX has yielded a comparatively higher 14.92% annualized return.


SHYTX

1D
0.39%
1M
-1.78%
YTD
-0.15%
6M
1.70%
1Y
3.79%
3Y*
4.58%
5Y*
0.41%
10Y*
2.19%

BTIIX

1D
2.93%
1M
-5.04%
YTD
-4.38%
6M
-2.25%
1Y
17.05%
3Y*
18.07%
5Y*
11.55%
10Y*
14.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYTX vs. BTIIX - Expense Ratio Comparison

SHYTX has a 0.59% expense ratio, which is higher than BTIIX's 0.20% expense ratio.


Return for Risk

SHYTX vs. BTIIX — Risk / Return Rank

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

SHYTX
SHYTX Risk / Return Rank: 2424
Overall Rank
SHYTX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SHYTX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SHYTX Omega Ratio Rank: 3636
Omega Ratio Rank
SHYTX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SHYTX Martin Ratio Rank: 1919
Martin Ratio Rank

BTIIX
BTIIX Risk / Return Rank: 5252
Overall Rank
BTIIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BTIIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BTIIX Omega Ratio Rank: 5353
Omega Ratio Rank
BTIIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BTIIX Martin Ratio Rank: 6161
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.

SHYTX vs. BTIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Strategic High Yield Tax (SHYTX) and DWS Equity 500 Index Fund (BTIIX). 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.


SHYTXBTIIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.98

-0.28

Sortino ratio

Return per unit of downside risk

0.95

1.53

-0.57

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

0.79

1.31

-0.51

Martin ratio

Return relative to average drawdown

2.42

6.27

-3.85

SHYTX vs. BTIIX - Sharpe Ratio Comparison

The current SHYTX Sharpe Ratio is 0.70, which is comparable to the BTIIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SHYTX and BTIIX, 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


SHYTXBTIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.98

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.52

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.71

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.50

+0.73

Correlation

The correlation between SHYTX and BTIIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SHYTX vs. BTIIX - Dividend Comparison

SHYTX's dividend yield for the trailing twelve months is around 5.50%, less than BTIIX's 13.77% yield.


TTM20252024202320222021202020192018201720162015
SHYTX
DWS Strategic High Yield Tax
5.50%5.59%4.01%3.14%2.90%2.88%4.44%4.87%4.35%3.49%4.29%4.79%
BTIIX
DWS Equity 500 Index Fund
13.77%13.18%20.02%26.57%14.49%15.07%20.31%23.22%22.74%15.17%11.11%8.32%

Drawdowns

SHYTX vs. BTIIX - Drawdown Comparison

The maximum SHYTX drawdown since its inception was -27.17%, smaller than the maximum BTIIX drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for SHYTX and BTIIX.


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Drawdown Indicators


SHYTXBTIIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-55.24%

+28.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-12.12%

+6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.59%

-24.60%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-33.83%

+11.24%

Current Drawdown

Current decline from peak

-2.68%

-6.26%

+3.58%

Average Drawdown

Average peak-to-trough decline

-2.76%

-10.15%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.53%

-0.60%

Volatility

SHYTX vs. BTIIX - Volatility Comparison

The current volatility for DWS Strategic High Yield Tax (SHYTX) is 1.46%, while DWS Equity 500 Index Fund (BTIIX) has a volatility of 5.16%. This indicates that SHYTX experiences smaller price fluctuations and is considered to be less risky than BTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYTXBTIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

5.16%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

9.48%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

18.07%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

22.46%

-17.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

21.19%

-16.19%