SUWIX vs. SCDGX

Last updated Jun 4, 2026

SUWIX (DWS Core Equity Fund Class I) and SCDGX (DWS Core Equity Fund) are both Large Cap Blend Equities funds from DWS. Over the past 10 years, SUWIX returned 15.12%/yr vs 15.11%/yr for SCDGX. With a 1.00 correlation, they move nearly in lockstep. SUWIX charges 0.58%/yr vs 0.55%/yr for SCDGX.

Performance

SUWIX vs. SCDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Core Equity Fund Class I (SUWIX) and DWS Core Equity Fund (SCDGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SUWIX having a 12.05% return and SCDGX slightly higher at 12.07%. Both investments have delivered pretty close results over the past 10 years, with SUWIX having a 15.12% annualized return and SCDGX not far behind at 15.11%.

SUWIX

• 1D: -0.05%
• 1M: 6.29%
• YTD: 12.05%
• 6M: 12.10%
• 1Y: 30.56%
• 3Y*: 21.23%
• 5Y*: 13.23%
• 10Y*: 15.12%

SCDGX

• 1D: -0.05%
• 1M: 6.28%
• YTD: 12.07%
• 6M: 12.08%
• 1Y: 30.54%
• 3Y*: 21.23%
• 5Y*: 13.23%
• 10Y*: 15.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUWIX vs. SCDGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUWIX DWS Core Equity Fund Class I	12.05%	16.32%	20.06%	25.57%	-15.62%	25.53%	16.13%	35.69%	-6.03%	21.55%
SCDGX DWS Core Equity Fund	12.07%	16.32%	20.01%	25.55%	-15.61%	25.54%	16.14%	35.68%	-6.06%	21.52%

Correlation

The correlation between SUWIX and SCDGX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jan 3, 2003	1.00

The correlation between SUWIX and SCDGX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

SUWIX vs. SCDGX — Risk / Return Rank

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

SUWIX

SUWIX Risk / Return Rank: 75
SUWIX Sharpe Ratio Rank: 80
SUWIX Sortino Ratio Rank: 73
SUWIX Omega Ratio Rank: 71
SUWIX Calmar Ratio Rank: 74
SUWIX Martin Ratio Rank: 78

SCDGX

SCDGX Risk / Return Rank: 76
SCDGX Sharpe Ratio Rank: 81
SCDGX Sortino Ratio Rank: 75
SCDGX Omega Ratio Rank: 72
SCDGX Calmar Ratio Rank: 74
SCDGX Martin Ratio Rank: 78

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.

SUWIX vs. SCDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund Class I (SUWIX) and DWS Core Equity Fund (SCDGX). 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.

	SUWIX	SCDGX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	2.63	0.00
Sortino ratio: Return per unit of downside risk	3.61	3.61	0.00
Omega ratio: Gain probability vs. loss probability	1.48	1.48	0.00
Calmar ratio: Return relative to maximum drawdown	3.36	3.36	0.00
Martin ratio: Return relative to average drawdown	14.59	14.63	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUWIX vs. SCDGX - Sharpe Ratio Comparison

The current SUWIX Sharpe Ratio is 2.63, which is comparable to the SCDGX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SUWIX and SCDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SUWIX	SCDGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	2.63	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.78	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.82	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.54	+0.04

Drawdowns

SUWIX vs. SCDGX - Drawdown Comparison

The maximum SUWIX drawdown since its inception was -55.10%, roughly equal to the maximum SCDGX drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for SUWIX and SCDGX.

Drawdown Indicators

	SUWIX	SCDGX	Difference
Max Drawdown Largest peak-to-trough decline	-55.10%	-55.85%	+0.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-9.43%	+0.01%
Max Drawdown (3Y) Largest decline over 3 years	-20.71%	-20.72%	+0.01%
Max Drawdown (5Y) Largest decline over 5 years	-22.78%	-22.77%	-0.01%
Max Drawdown (10Y) Largest decline over 10 years	-35.09%	-35.07%	-0.02%
Current Drawdown Current decline from peak	-0.05%	-0.05%	0.00%
Average Drawdown Average peak-to-trough decline	-6.62%	-8.57%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.15%	+0.01%

Volatility

SUWIX vs. SCDGX - Volatility Comparison

DWS Core Equity Fund Class I (SUWIX) and DWS Core Equity Fund (SCDGX) have volatilities of 3.25% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUWIX	SCDGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	3.23%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.15%	9.16%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	12.02%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	17.08%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.39%	18.40%	-0.01%

SUWIX vs. SCDGX - Expense Ratio Comparison

SUWIX has a 0.58% expense ratio, which is higher than SCDGX's 0.55% expense ratio.

Dividends

SUWIX vs. SCDGX - Dividend Comparison

SUWIX's dividend yield for the trailing twelve months is around 9.45%, which matches SCDGX's 9.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCDGX DWS Core Equity Fund	9.49%	10.50%	9.11%	5.12%	9.28%	14.09%	6.70%	8.88%	14.12%	6.15%	6.92%	8.72%
SUWIX DWS Core Equity Fund Class I	9.45%	10.46%	9.08%	5.10%	9.25%	14.07%	6.70%	8.89%	14.12%	6.16%	6.95%	8.77%

Frequently Asked Questions

Can I hold both SUWIX and SCDGX in my portfolio?

With a correlation of 1.00, SUWIX and SCDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SUWIX or SCDGX?

SUWIX has higher volatility (3.25%) compared to SCDGX (3.23%). In terms of maximum drawdown, SUWIX dropped -55.10% vs SCDGX's -55.85%.

Which has better risk-adjusted returns?

SUWIX currently has the higher Sharpe Ratio (2.63 vs 2.63), 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.