PortfoliosLab logoPortfoliosLab logo
SKIRX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKIRX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Enhanced Commodity Strategy Fund (SKIRX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SKIRX achieves a 19.51% return, which is significantly higher than SCINX's 8.21% return. Over the past 10 years, SKIRX has underperformed SCINX with an annualized return of 5.27%, while SCINX has yielded a comparatively higher 9.57% annualized return.


SKIRX

1D
-0.43%
1M
-3.71%
YTD
19.51%
6M
18.16%
1Y
27.02%
3Y*
11.13%
5Y*
8.27%
10Y*
5.27%

SCINX

1D
-0.72%
1M
1.47%
YTD
8.21%
6M
10.96%
1Y
30.76%
3Y*
21.02%
5Y*
9.93%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKIRX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKIRX
DWS Enhanced Commodity Strategy Fund
19.51%11.95%2.64%-5.17%8.33%30.40%-1.68%2.72%-11.57%1.54%
SCINX
DWS CROCI International Fund
8.21%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between SKIRX and SCINX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.22

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

0.26

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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2005

0.43

Over the past year, the correlation between SKIRX and SCINX has dropped to 0.04 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SKIRX vs. SCINX — Risk / Return Rank

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

SKIRX
SKIRX Risk / Return Rank: 4343
Overall Rank
SKIRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SKIRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SKIRX Omega Ratio Rank: 4141
Omega Ratio Rank
SKIRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SKIRX Martin Ratio Rank: 5252
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 5252
Overall Rank
SCINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SCINX Omega Ratio Rank: 5656
Omega Ratio Rank
SCINX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4141
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.

SKIRX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Enhanced Commodity Strategy Fund (SKIRX) and DWS CROCI International Fund (SCINX). 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.


SKIRXSCINXDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.33

1.41

-0.08

Calmar ratioReturn relative to maximum drawdown

2.91

2.56

+0.35

Martin ratioReturn relative to average drawdown

10.27

8.67

+1.60

SKIRX vs. SCINX - Sharpe Ratio Comparison

The current SKIRX Sharpe Ratio is 1.61, which is comparable to the SCINX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SKIRX and SCINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SKIRXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.26

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.63

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.60

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.33

-0.47

Drawdowns

SKIRX vs. SCINX - Drawdown Comparison

The maximum SKIRX drawdown since its inception was -88.19%, which is greater than SCINX's maximum drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SKIRX and SCINX.


Loading charts...

Drawdown Indicators


SKIRXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-88.19%

-63.90%

-24.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.52%

-12.28%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-10.83%

-14.23%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

-30.06%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

-35.59%

+3.26%

Current Drawdown

Current decline from peak

-72.62%

-4.71%

-67.91%

Average Drawdown

Average peak-to-trough decline

-67.88%

-16.90%

-50.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.61%

-0.92%

Volatility

SKIRX vs. SCINX - Volatility Comparison

DWS Enhanced Commodity Strategy Fund (SKIRX) has a higher volatility of 4.61% compared to DWS CROCI International Fund (SCINX) at 4.16%. This indicates that SKIRX's price experiences larger fluctuations and is considered to be riskier than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SKIRXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.16%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

10.75%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

13.92%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

15.83%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.33%

16.08%

-2.75%

SKIRX vs. SCINX - Expense Ratio Comparison

SKIRX has a 0.89% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Dividends

SKIRX vs. SCINX - Dividend Comparison

SKIRX's dividend yield for the trailing twelve months is around 5.55%, more than SCINX's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
SCINX
DWS CROCI International Fund
2.54%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%
SKIRX
DWS Enhanced Commodity Strategy Fund
5.55%5.39%3.03%1.93%50.74%43.89%1.53%1.74%12.16%0.41%7.04%0.40%

Frequently Asked Questions


SKIRX and SCINX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKIRX has higher volatility (4.61%) compared to SCINX (4.16%). In terms of maximum drawdown, SKIRX dropped -88.19% vs SCINX's -63.90%.

SCINX currently has the higher Sharpe Ratio (2.26 vs 1.61), 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 SKIRX and SCINX

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

Open Portfolio Optimizer