TOLIX vs. ICF
TOLIX (DWS RREEF Global Infrastructure Fund) and ICF (iShares Cohen & Steers REIT ETF) are both funds - TOLIX is a Energy Equities fund managed by DWS, while ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index. Over the past 10 years, TOLIX returned 6.64%/yr vs 5.54%/yr for ICF. A 0.68 correlation means they provide meaningful diversification when combined. TOLIX charges 1.03%/yr vs 0.34%/yr for ICF.
Performance
TOLIX vs. ICF - Performance Comparison
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Returns By Period
In the year-to-date period, TOLIX achieves a 8.74% return, which is significantly lower than ICF's 12.19% return. Over the past 10 years, TOLIX has outperformed ICF with an annualized return of 6.64%, while ICF has yielded a comparatively lower 5.54% annualized return.
TOLIX
- 1D
- 0.85%
- 1M
- -2.23%
- YTD
- 8.74%
- 6M
- 9.17%
- 1Y
- 10.18%
- 3Y*
- 12.07%
- 5Y*
- 6.17%
- 10Y*
- 6.64%
ICF
- 1D
- 0.17%
- 1M
- -0.92%
- YTD
- 12.19%
- 6M
- 11.56%
- 1Y
- 11.29%
- 3Y*
- 10.12%
- 5Y*
- 3.01%
- 10Y*
- 5.54%
TOLIX vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOLIX DWS RREEF Global Infrastructure Fund | 8.74% | 12.73% | 11.98% | 1.93% | -9.26% | 20.37% | -1.90% | 29.21% | -11.05% | 13.61% |
ICF iShares Cohen & Steers REIT ETF | 12.19% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
Correlation
The correlation between TOLIX and ICF is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2008 | 0.68 |
The correlation between TOLIX and ICF has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
TOLIX vs. ICF — Risk / Return Rank
TOLIX
ICF
TOLIX vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) and iShares Cohen & Steers REIT ETF (ICF). 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.
| TOLIX | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.38 | +0.23 |
| Martin ratioReturn relative to average drawdown | 4.28 | 3.92 | +0.35 |
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
| TOLIX | ICF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.84 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.16 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.27 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Drawdowns
TOLIX vs. ICF - Drawdown Comparison
The maximum TOLIX drawdown since its inception was -42.68%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for TOLIX and ICF.
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Drawdown Indicators
| TOLIX | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.68% | -76.74% | +34.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -8.20% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.51% | -17.25% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -34.74% | +9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -40.22% | +5.03% |
Current DrawdownCurrent decline from peak | -4.91% | -2.67% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -14.18% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.88% | -0.59% |
Volatility
TOLIX vs. ICF - Volatility Comparison
DWS RREEF Global Infrastructure Fund (TOLIX) and iShares Cohen & Steers REIT ETF (ICF) have volatilities of 3.59% and 3.71%, 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.
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Volatility by Period
| TOLIX | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.71% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 9.85% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 13.57% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 18.91% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 20.58% | -4.67% |
TOLIX vs. ICF - Expense Ratio Comparison
TOLIX has a 1.03% expense ratio, which is higher than ICF's 0.34% expense ratio.
Dividends
TOLIX vs. ICF - Dividend Comparison
TOLIX's dividend yield for the trailing twelve months is around 10.07%, more than ICF's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.48% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
TOLIX DWS RREEF Global Infrastructure Fund | 10.07% | 10.99% | 9.47% | 2.67% | 8.92% | 6.06% | 1.68% | 2.00% | 2.57% | 2.10% | 1.34% | 1.86% |
Frequently Asked Questions
TOLIX and ICF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (3.71%) compared to TOLIX (3.59%). In terms of maximum drawdown, TOLIX dropped -42.68% vs ICF's -76.74%.
TOLIX currently has the higher Sharpe Ratio (0.90 vs 0.84), 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.
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