Deka MSCI Europe UCITS ETF (EL42.DE)
EL42.DE is a passive ETF by Deka tracking the investment results of the MSCI Europe. EL42.DE launched on Jun 9, 2009 and has a 0.30% expense ratio.
ETF Info
| ISIN | DE000ETFL284 |
|---|---|
| WKN | ETFL28 |
| Issuer | Deka |
| Inception Date | Jun 9, 2009 |
| Category | Europe Equities |
| Index Tracked | MSCI Europe |
| Domicile | Germany |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Blend |
Expense Ratio
EL42.DE has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: EL42.DE vs. QQQ
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka MSCI Europe 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.
Returns By Period
Deka MSCI Europe UCITS ETF had a return of 10.61% year-to-date (YTD) and 14.71% in the last 12 months. Over the past 10 years, Deka MSCI Europe UCITS ETF had an annualized return of 7.00%, while the S&P 500 had an annualized return of 10.99%, indicating that Deka MSCI Europe UCITS ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.61% | 11.18% |
| 1 month | 5.87% | 5.60% |
| 6 months | 16.24% | 17.48% |
| 1 year | 14.71% | 26.33% |
| 5 years (annualized) | 8.96% | 13.16% |
| 10 years (annualized) | 7.00% | 10.99% |
Monthly Returns
The table below presents the monthly returns of EL42.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.56% | 1.75% | 3.92% | -0.86% | 10.61% | ||||||||
| 2023 | 6.50% | 1.70% | -0.12% | 2.52% | -2.31% | 2.18% | 1.98% | -2.50% | -1.44% | -3.54% | 6.34% | 3.92% | 15.64% |
| 2022 | -3.54% | -3.11% | 1.07% | -0.62% | -0.71% | -7.82% | 7.67% | -4.85% | -6.44% | 6.35% | 6.85% | -3.23% | -9.43% |
| 2021 | -1.30% | 2.62% | 6.34% | 1.99% | 2.84% | 1.78% | 1.62% | 1.89% | -3.03% | 4.73% | -2.42% | 5.78% | 24.81% |
| 2020 | -1.61% | -8.53% | -13.93% | 5.61% | 2.71% | 3.05% | -1.54% | 3.18% | -1.36% | -4.90% | 13.72% | 2.98% | -3.36% |
| 2019 | 6.65% | 4.13% | 2.13% | 3.75% | -4.48% | 4.14% | 0.11% | -1.09% | 3.45% | 0.90% | 2.67% | 2.54% | 27.37% |
| 2018 | 1.55% | -3.88% | -1.77% | 4.35% | 0.09% | -0.54% | 3.29% | -2.29% | 0.54% | -5.29% | -1.07% | -5.94% | -10.93% |
| 2017 | -0.49% | 2.85% | 3.41% | 1.61% | 1.51% | -2.26% | -0.31% | -0.93% | 3.69% | 1.67% | -1.64% | 0.76% | 10.10% |
| 2016 | -6.97% | -1.89% | 1.14% | 1.92% | 2.48% | -4.12% | 3.53% | 0.43% | 0.42% | -1.02% | 0.95% | 5.90% | 2.12% |
| 2015 | 7.15% | 6.68% | 1.84% | 0.37% | 1.17% | -4.41% | 3.90% | -8.40% | -4.46% | 8.57% | 2.58% | -4.65% | 9.11% |
| 2014 | -1.34% | 4.96% | -1.12% | 2.18% | 2.56% | -0.43% | -1.69% | 1.89% | 0.59% | -1.86% | 3.19% | -1.59% | 7.30% |
| 2013 | 2.89% | 1.02% | 1.59% | 1.76% | 2.02% | -5.16% | 5.07% | -0.77% | 4.37% | 3.74% | 1.08% | 0.46% | 19.16% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EL42.DE is 63, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
EL42.DE (Deka MSCI Europe UCITS ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka MSCI Europe UCITS ETF (EL42.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Deka MSCI Europe UCITS ETF granted a 2.35% dividend yield in the last twelve months. The annual payout for that period amounted to €0.42 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.42 | €0.42 | €0.40 | €0.34 | €0.26 | €0.39 | €0.39 | €0.36 | €0.37 | €0.34 | €0.31 | €0.30 |
Dividend yield | 2.35% | 2.59% | 2.78% | 2.08% | 1.94% | 2.76% | 3.41% | 2.72% | 3.00% | 2.69% | 2.64% | 2.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka MSCI Europe UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.03 | |||||||
| 2023 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.23 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.04 | €0.42 |
| 2022 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.20 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.08 | €0.40 |
| 2021 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.07 | €0.34 |
| 2020 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.04 | €0.26 |
| 2019 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.19 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.06 | €0.39 |
| 2018 | €0.03 | €0.00 | €0.00 | €0.00 | €0.00 | €0.21 | €0.00 | €0.00 | €0.09 | €0.00 | €0.00 | €0.06 | €0.39 |
| 2017 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.16 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.05 | €0.36 |
| 2016 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.16 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.05 | €0.37 |
| 2015 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.16 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.03 | €0.34 |
| 2014 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.13 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.03 | €0.31 |
| 2013 | €0.03 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.04 | €0.30 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Deka MSCI Europe 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 MSCI Europe UCITS ETF was 35.85%, occurring on Mar 18, 2020. Recovery took 261 trading sessions.
The current Deka MSCI Europe UCITS ETF drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.85% | Feb 20, 2020 | 20 | Mar 18, 2020 | 261 | Mar 30, 2021 | 281 |
| -25.83% | Apr 28, 2015 | 202 | Feb 11, 2016 | 313 | May 5, 2017 | 515 |
| -23.81% | Feb 21, 2011 | 137 | Sep 22, 2011 | 311 | Dec 6, 2012 | 448 |
| -19.44% | Jan 6, 2022 | 189 | Sep 29, 2022 | 162 | May 19, 2023 | 351 |
| -15.7% | May 23, 2018 | 153 | Dec 27, 2018 | 76 | Apr 16, 2019 | 229 |
Volatility
Volatility Chart
The current Deka MSCI Europe UCITS ETF volatility is 2.49%, 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.