XME vs. AAAZX
Compare and contrast key facts about SPDR S&P Metals & Mining ETF (XME) and DWS RREEF Real Assets Fund (AAAZX).
XME is a passively managed fund by State Street that tracks the performance of the S&P Metals & Mining Select Industry Index. It was launched on Jun 19, 2006. AAAZX is managed by DWS. It was launched on Jul 29, 2007.
Performance
XME vs. AAAZX - Performance Comparison
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XME vs. AAAZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XME SPDR S&P Metals & Mining ETF | 6.14% | 83.47% | -4.54% | 21.51% | 13.13% | 34.92% | 15.95% | 14.69% | -26.78% | 21.17% |
AAAZX DWS RREEF Real Assets Fund | 9.82% | 13.14% | 5.49% | 2.64% | -9.57% | 23.83% | 3.91% | 21.79% | -5.05% | 14.97% |
Returns By Period
In the year-to-date period, XME achieves a 6.14% return, which is significantly lower than AAAZX's 9.82% return. Over the past 10 years, XME has outperformed AAAZX with an annualized return of 19.75%, while AAAZX has yielded a comparatively lower 7.71% annualized return.
XME
- 1D
- 1.75%
- 1M
- -9.91%
- YTD
- 6.14%
- 6M
- 15.52%
- 1Y
- 97.42%
- 3Y*
- 28.24%
- 5Y*
- 23.31%
- 10Y*
- 19.75%
AAAZX
- 1D
- 1.03%
- 1M
- -3.57%
- YTD
- 9.82%
- 6M
- 11.98%
- 1Y
- 17.72%
- 3Y*
- 10.49%
- 5Y*
- 7.11%
- 10Y*
- 7.71%
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XME vs. AAAZX - Expense Ratio Comparison
XME has a 0.35% expense ratio, which is lower than AAAZX's 0.90% expense ratio.
Return for Risk
XME vs. AAAZX — Risk / Return Rank
XME
AAAZX
XME vs. AAAZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and DWS RREEF Real Assets Fund (AAAZX). 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.
| XME | AAAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 1.59 | +1.14 |
Sortino ratioReturn per unit of downside risk | 3.15 | 2.13 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 1.94 | +2.36 |
Martin ratioReturn relative to average drawdown | 12.24 | 10.35 | +1.89 |
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
| XME | AAAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 1.59 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.59 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.40 | -0.24 |
Correlation
The correlation between XME and AAAZX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XME vs. AAAZX - Dividend Comparison
XME's dividend yield for the trailing twelve months is around 0.35%, less than AAAZX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XME SPDR S&P Metals & Mining ETF | 0.35% | 0.38% | 0.65% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% |
AAAZX DWS RREEF Real Assets Fund | 3.78% | 4.15% | 2.85% | 2.40% | 4.50% | 2.62% | 1.60% | 2.07% | 1.89% | 1.79% | 1.82% | 2.53% |
Drawdowns
XME vs. AAAZX - Drawdown Comparison
The maximum XME drawdown since its inception was -85.89%, which is greater than AAAZX's maximum drawdown of -40.45%. Use the drawdown chart below to compare losses from any high point for XME and AAAZX.
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Drawdown Indicators
| XME | AAAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.89% | -40.45% | -45.44% |
Max Drawdown (1Y)Largest decline over 1 year | -22.60% | -9.56% | -13.04% |
Max Drawdown (5Y)Largest decline over 5 years | -37.27% | -22.52% | -14.75% |
Max Drawdown (10Y)Largest decline over 10 years | -61.69% | -29.44% | -32.25% |
Current DrawdownCurrent decline from peak | -16.34% | -3.57% | -12.77% |
Average DrawdownAverage peak-to-trough decline | -44.44% | -6.67% | -37.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 1.79% | +6.15% |
Volatility
XME vs. AAAZX - Volatility Comparison
SPDR S&P Metals & Mining ETF (XME) has a higher volatility of 11.19% compared to DWS RREEF Real Assets Fund (AAAZX) at 3.32%. This indicates that XME's price experiences larger fluctuations and is considered to be riskier than AAAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XME | AAAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.19% | 3.32% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 7.29% | +20.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.81% | 11.60% | +24.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.47% | 12.20% | +20.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.97% | 12.68% | +20.29% |