XOEX vs TSI

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

XOEX vs TSI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

XOEX

$232M

Winner

TSI

$233M

Expense Ratio

XOEX

0.15%

TSI

N/A

Max Drawdown

Winner

XOEX

15.64%

TSI

80.85%

Sharpe Ratio

Winner

XOEX

1.57

TSI

-0.70

5Y Beta

XOEX

0.70

Winner

TSI

0.12

P/E Ratio

XOEX

23.48

TSI

N/A

Forward P/E

XOEX

17.80

TSI

N/A

5Y Dividends CAGR

XOEX

N/A

TSI

11.85%

5Y EPS CAGR

XOEX

11.29%

TSI

N/A

Debt to Equity

XOEX

44.38%

TSI

N/A

P/S Ratio

XOEX

2.38

TSI

N/A

P/B Ratio

XOEX

3.64

TSI

N/A

XOEX vs TSI - Historical Returns

Returns include dividend reinvestment.

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

Winner

XOEX

-0.21%

TSI

-0.71%

Winner

XOEX

+8.23%

TSI

-1.88%

Winner

XOEX

+8.09%

TSI

-6.85%

Winner

XOEX

+23.29%

TSI

-2.71%

5Y(CAGR)

XOEX

N/A

TSI

+1.57%

10Y(CAGR)

XOEX

N/A

TSI

+4.76%

Max(CAGR)

Winner

XOEX

+16.37%

TSI

+7.69%

XOEX vs TSI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

XOEX vs TSI Drawdown Comparison

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

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

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

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

Correlation

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

0.89

-101

Dividend Comparison (1999 - 2026)

XOEX vs TSI dividend yield comparison.

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