TOLIX vs. SPY
Compare and contrast key facts about DWS RREEF Global Infrastructure Fund (TOLIX) and State Street SPDR S&P 500 ETF (SPY).
TOLIX is managed by DWS. It was launched on Jun 23, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TOLIX vs. SPY - Performance Comparison
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TOLIX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOLIX DWS RREEF Global Infrastructure Fund | 9.00% | 12.73% | 11.98% | 1.93% | -9.26% | 20.37% | -1.90% | 29.21% | -11.05% | 13.61% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TOLIX achieves a 9.00% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, TOLIX has underperformed SPY with an annualized return of 7.12%, while SPY has yielded a comparatively higher 13.98% annualized return.
TOLIX
- 1D
- 0.42%
- 1M
- -4.57%
- YTD
- 9.00%
- 6M
- 8.46%
- 1Y
- 14.76%
- 3Y*
- 11.49%
- 5Y*
- 7.92%
- 10Y*
- 7.12%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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TOLIX vs. SPY - Expense Ratio Comparison
TOLIX has a 1.03% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TOLIX vs. SPY — Risk / Return Rank
TOLIX
SPY
TOLIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.93 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.45 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.53 | +0.29 |
Martin ratioReturn relative to average drawdown | 7.72 | 7.30 | +0.42 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.93 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.69 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.78 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.56 | -0.12 |
Correlation
The correlation between TOLIX and SPY is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TOLIX vs. SPY - Dividend Comparison
TOLIX's dividend yield for the trailing twelve months is around 10.04%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOLIX DWS RREEF Global Infrastructure Fund | 10.04% | 10.99% | 9.47% | 2.67% | 8.92% | 6.06% | 1.68% | 2.00% | 2.57% | 2.10% | 1.34% | 1.86% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TOLIX vs. SPY - Drawdown Comparison
The maximum TOLIX drawdown since its inception was -42.68%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TOLIX and SPY.
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Drawdown Indicators
| TOLIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.68% | -55.19% | +12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -12.05% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -24.50% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -33.72% | -1.47% |
Current DrawdownCurrent decline from peak | -4.68% | -6.24% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -9.09% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.52% | -0.47% |
Volatility
TOLIX vs. SPY - Volatility Comparison
The current volatility for DWS RREEF Global Infrastructure Fund (TOLIX) is 3.72%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that TOLIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOLIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.31% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.47% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 19.05% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 17.06% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 17.92% | -2.05% |