Deka MSCI Japan UCITS ETF (EL44.DE)
EL44.DE is a passive ETF by Deka Investment GmbH tracking the investment results of the MSCI Japan. EL44.DE launched on Jun 9, 2009 and has a 0.50% expense ratio.
ETF Info
ISIN | DE000ETFL300 |
---|---|
WKN | ETFL30 |
Issuer | Deka Investment GmbH |
Inception Date | Jun 9, 2009 |
Category | Japan Equities |
Index Tracked | MSCI Japan |
Domicile | Germany |
Distribution Policy | Distributing |
Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Blend |
Expense Ratio
The Deka MSCI Japan UCITS ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka MSCI Japan 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 Japan UCITS ETF had a return of 8.45% year-to-date (YTD) and 17.81% in the last 12 months. Over the past 10 years, Deka MSCI Japan UCITS ETF had an annualized return of 8.30%, while the S&P 500 had an annualized return of 10.55%, indicating that Deka MSCI Japan UCITS ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 8.45% | 6.33% |
1 month | -3.90% | -2.81% |
6 months | 15.01% | 21.13% |
1 year | 17.81% | 24.56% |
5 years (annualized) | 6.06% | 11.55% |
10 years (annualized) | 8.30% | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.62% | 3.97% | 3.39% | |||||||||
2023 | 0.40% | -2.54% | 3.05% | 2.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Deka MSCI Japan UCITS ETF(EL44.DE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka MSCI Japan UCITS ETF (EL44.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 Japan UCITS ETF granted a 1.73% dividend yield in the last twelve months. The annual payout for that period amounted to €0.17 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | €0.17 | €0.24 | €0.15 | €0.12 | €0.12 | €0.17 | €0.10 | €0.10 | €0.11 | €0.07 | €0.03 |
Dividend yield | 1.73% | 2.60% | 1.83% | 1.27% | 1.34% | 2.01% | 1.35% | 1.18% | 1.41% | 1.02% | 0.53% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka MSCI Japan 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | €0.00 | €0.00 | €0.00 | |||||||||
2023 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.06 |
2022 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.02 |
2021 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.02 |
2020 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.00 |
2019 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.02 |
2018 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.00 |
2017 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.00 |
2016 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.00 |
2015 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 |
2014 | €0.03 | €0.00 | €0.00 | €0.00 |
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 Japan 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 Japan UCITS ETF was 27.86%, occurring on Mar 12, 2020. Recovery took 178 trading sessions.
The current Deka MSCI Japan UCITS ETF drawdown is 5.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.86% | Feb 12, 2020 | 22 | Mar 12, 2020 | 178 | Nov 23, 2020 | 200 |
-25.37% | Apr 23, 2015 | 205 | Feb 11, 2016 | 212 | Dec 9, 2016 | 417 |
-22.86% | Jan 13, 2011 | 156 | Aug 25, 2011 | 409 | Apr 10, 2013 | 565 |
-19.14% | Sep 17, 2021 | 279 | Oct 18, 2022 | 334 | Feb 7, 2024 | 613 |
-18.48% | May 23, 2013 | 227 | Apr 11, 2014 | 138 | Oct 31, 2014 | 365 |
Volatility
Volatility Chart
The current Deka MSCI Japan UCITS ETF volatility is 3.71%, 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.