PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Deka Deutsche Boerse EUROGOV France UCITS ETF (EFQ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000ETFL425
WKNETFL42
IssuerDeka
Inception DateJan 24, 2011
CategoryEuropean Government Bonds
Index TrackedDeutsche Börse EUROGOV® France
DomicileGermany
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

The Deka Deutsche Boerse EUROGOV France UCITS ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Deka Deutsche Boerse EUROGOV France UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Deka Deutsche Boerse EUROGOV France UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
2.89%
14.31%
EFQ2.DE (Deka Deutsche Boerse EUROGOV France UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.90%
1 monthN/A-1.28%
6 monthsN/A15.51%
1 yearN/A21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.41%-1.31%
2023-1.23%0.66%1.60%2.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV France UCITS ETF (EFQ2.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EFQ2.DE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
0.81
2.08
EFQ2.DE (Deka Deutsche Boerse EUROGOV France UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Deka Deutsche Boerse EUROGOV France UCITS ETF granted a 1.17% dividend yield in the last twelve months. The annual payout for that period amounted to €0.94 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.94€2.54€1.41€1.54€1.91€2.26€1.61€3.69€2.45€3.28€3.18€2.61

Dividend yield

1.17%3.09%1.74%1.64%1.96%2.30%1.63%3.69%2.36%3.15%2.98%2.52%

Monthly Dividends

The table displays the monthly dividend distributions for Deka Deutsche Boerse EUROGOV France UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.28€0.00
2023€1.20€0.00€0.00€0.68€0.00€0.00€0.36€0.00€0.00€0.30€0.00€0.00
2022€0.35€0.00€0.00€0.29€0.00€0.00€0.41€0.00€0.00€0.36€0.00€0.00
2021€0.42€0.00€0.00€0.32€0.00€0.00€0.45€0.00€0.00€0.35€0.00€0.00
2020€0.50€0.00€0.00€0.38€0.00€0.00€0.58€0.00€0.00€0.45€0.00€0.00
2019€0.21€0.00€0.00€0.00€0.00€0.00€1.56€0.00€0.00€0.49€0.00€0.00
2018€0.19€0.00€0.00€0.34€0.00€0.00€0.66€0.00€0.00€0.42€0.00€0.00
2017€0.54€0.00€0.00€0.63€0.00€0.00€1.57€0.00€0.00€0.30€0.00€0.65
2016€0.00€0.48€0.00€0.67€0.00€0.00€0.58€0.00€0.00€0.72€0.00€0.00
2015€1.39€0.00€0.00€0.25€0.00€0.00€1.30€0.00€0.00€0.34€0.00€0.00
2014€1.57€0.00€0.00€0.72€0.00€0.00€0.89€0.00€0.00€0.00€0.00€0.00
2013€1.19€0.00€0.00€0.19€0.00€0.00€1.23€0.00€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
-12.55%
-0.27%
EFQ2.DE (Deka Deutsche Boerse EUROGOV France UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Deka Deutsche Boerse EUROGOV France UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Deka Deutsche Boerse EUROGOV France UCITS ETF was 15.97%, occurring on Mar 2, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.97%Aug 16, 2019903Mar 2, 2023
-5.94%Sep 12, 201134Nov 24, 2011126May 24, 2012160
-3.21%Sep 29, 2016121Mar 20, 2017503Mar 21, 2019624
-3.04%May 3, 201337Jun 24, 2013153Jan 31, 2014190
-2.55%Apr 16, 201538Jun 10, 2015122Nov 27, 2015160

Volatility

Volatility Chart

The current Deka Deutsche Boerse EUROGOV France UCITS ETF volatility is 0.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
0.73%
3.41%
EFQ2.DE (Deka Deutsche Boerse EUROGOV France UCITS ETF)
Benchmark (^GSPC)