TSI vs XOEX

Comparison between TCW Strategic Income Fund Inc (TSI, ETF) and Xtrackers S&P 500 Value Scored & Screened ETF (XOEX, ETF).

TSI vs XOEX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSI(ETF)	XOEX(ETF)
Net Assets	$233M	$232M
Expense Ratio	N/A	0.15%
Max Drawdown	80.85%	15.64%
Sharpe Ratio	-0.70	1.57
5Y Beta	0.12	0.70
P/E Ratio	N/A	23.48
Forward P/E	N/A	17.80
5Y Dividends CAGR	11.85%	N/A
5Y EPS CAGR	N/A	11.29%
Debt to Equity	N/A	44.38%
P/S Ratio	N/A	2.38
P/B Ratio	N/A	3.64

Net Assets

Winner

TSI

$233M

XOEX

$232M

Expense Ratio

TSI

N/A

XOEX

0.15%

Max Drawdown

TSI

80.85%

Winner

XOEX

15.64%

Sharpe Ratio

TSI

-0.70

Winner

XOEX

1.57

5Y Beta

Winner

TSI

0.12

XOEX

0.70

P/E Ratio

TSI

N/A

XOEX

23.48

Forward P/E

TSI

N/A

XOEX

17.80

5Y Dividends CAGR

TSI

11.85%

XOEX

N/A

5Y EPS CAGR

TSI

N/A

XOEX

11.29%

Debt to Equity

TSI

N/A

XOEX

44.38%

P/S Ratio

TSI

N/A

XOEX

2.38

P/B Ratio

TSI

N/A

XOEX

3.64

TSI vs XOEX - Historical Returns

Returns include dividend reinvestment.

Period	TSI	XOEX
1 month	-0.71%	-0.21%
3 months	-1.88%	+8.23%
6 months	-6.85%	+8.09%
1 year	-2.71%	+23.29%
5 years(CAGR)	+1.57%	N/A
10 years(CAGR)	+4.76%	N/A
Max(CAGR)	+7.69%	+16.37%

TSI

-0.71%

Winner

XOEX

-0.21%

TSI

-1.88%

Winner

XOEX

+8.23%

TSI

-6.85%

Winner

XOEX

+8.09%

TSI

-2.71%

Winner

XOEX

+23.29%

5Y(CAGR)

TSI

+1.57%

XOEX

N/A

10Y(CAGR)

TSI

+4.76%

XOEX

N/A

Max(CAGR)

TSI

+7.69%

Winner

XOEX

+16.37%

TSI vs XOEX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TSI	XOEX
2026	-6.63%	+9.57%
2025	+9.44%	+19.10%
2024	+12.15%	+11.90%
2023	+8.07%	+15.70%
2022	-12.95%	+2.99%
2021	+9.57%	N/A
2020	+4.12%	N/A
2019	+18.83%	N/A
2018	-0.31%	N/A
2017	+16.58%	N/A
2016	+6.35%	N/A
2015	+2.01%	N/A
2014	+6.06%	N/A
2013	+4.20%	N/A
2012	+24.50%	N/A
2011	+11.60%	N/A
2010	+36.73%	N/A
2009	+54.43%	N/A
2008	-4.53%	N/A
2007	-20.85%	N/A
2006	+19.35%	N/A
2005	-2.84%	N/A
2004	+76.19%	N/A
2003	+21.73%	N/A
2002	-43.07%	N/A
2001	-3.28%	N/A
2000	+17.97%	N/A
1999	+10.26%	N/A

TSI vs XOEX Drawdown Comparison

The maximum drawdown for TSI was -60.18%, occurring on Oct 9, 2002. Recovery took 1063 trading sessions.

The maximum drawdown for XOEX was -14.68%, occurring on Apr 8, 2025. Recovery took 146 trading sessions.

The current TSI drawdown is -7.23%. The current XOEX drawdown is -2.00%.

Rank	TSI	XOEX
#1	-60.18% Sep 29, 2000 - Dec 27, 2004	-14.68% Nov 29, 2024 - Jul 3, 2025
#2	-48.14% Mar 30, 2007 - Sep 15, 2009	-11.14% Jul 25, 2023 - Nov 30, 2023
#3	-30.00% Jan 15, 2020 - Jul 31, 2020	-9.93% Feb 2, 2023 - Jul 12, 2023
#4	-18.54% Dec 31, 2021 - Jul 12, 2024	-7.31% Feb 9, 2026 - Apr 30, 2026
#5	-12.62% May 2, 2013 - Sep 3, 2014	-6.26% Mar 28, 2024 - Jul 16, 2024
#6	-9.90% Jul 17, 2000 - Aug 31, 2000	-5.53% Jul 31, 2024 - Aug 21, 2024
#7	-9.69% Mar 28, 2000 - Jul 13, 2000	-5.25% Dec 1, 2022 - Jan 11, 2023
#8	-9.45% May 31, 2011 - Dec 28, 2011	-3.99% Nov 12, 2025 - Nov 28, 2025
#9	-8.69% Dec 29, 2017 - Feb 28, 2019	-3.28% Jan 13, 2023 - Jan 31, 2023
#10	-8.53% Mar 29, 2006 - Sep 13, 2006	-3.21% Oct 16, 2024 - Nov 6, 2024
#11	-8.36% Mar 14, 2005 - Mar 16, 2006	-3.06% Jun 4, 2026 - Jun 15, 2026
#12	-8.30% Jan 15, 2026 - Mar 30, 2026	-3.01% Oct 8, 2025 - Oct 20, 2025
#13	-8.25% Oct 18, 2012 - Dec 7, 2012	-2.88% Jul 25, 2025 - Aug 12, 2025
#14	-8.21% Sep 26, 2014 - Jun 22, 2016	-2.61% Aug 30, 2024 - Sep 16, 2024
#15	-7.84% Nov 9, 2009 - Feb 18, 2010	-2.46% Jul 6, 2026 - Jul 20, 2026

Correlation

Correlation between TSI and XOEX is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (1999 - 2026)

TSI vs XOEX dividend yield comparison.

Year	TSI	XOEX
2026	4.04%	0.53%
2025	6.58%	1.95%
2024	8.00%	2.09%
2023	7.73%	1.72%
2022	7.00%	0.42%
2021	6.36%	0.00%
2020	4.83%	0.00%
2019	7.39%	0.00%
2018	7.07%	0.00%
2017	5.36%	0.00%
2016	5.21%	0.00%
2015	4.08%	0.00%
2014	4.69%	0.00%
2013	7.34%	0.00%
2012	10.19%	0.00%
2011	18.40%	0.00%
2010	11.82%	0.00%
2009	11.76%	0.00%
2008	14.98%	0.00%
2007	11.80%	0.00%
2006	9.12%	0.00%
2005	8.59%	0.00%
2004	47.05%	0.00%
2003	5.62%	0.00%
2002	21.15%	0.00%
2001	11.58%	0.00%
2000	8.09%	0.00%
1999	9.62%	0.00%