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Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000ETFL037
WKNETFL03
IssuerDeka
Inception DateMar 14, 2008
CategoryEurope Equities
Index TrackedSTOXX® Europe Strong Growth 20
DomicileGermany
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Growth

Expense Ratio

EL4C.DE has a high expense ratio of 0.65%, indicating higher-than-average management fees.


Expense ratio chart for EL4C.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

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


Deka STOXX Europe Strong Growth 20 UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Deka STOXX Europe Strong Growth 20 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.


150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
190.92%
481.47%
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Deka STOXX Europe Strong Growth 20 UCITS ETF had a return of 1.08% year-to-date (YTD) and 6.06% in the last 12 months. Over the past 10 years, Deka STOXX Europe Strong Growth 20 UCITS ETF had an annualized return of 9.66%, while the S&P 500 had an annualized return of 10.99%, indicating that Deka STOXX Europe Strong Growth 20 UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.08%11.18%
1 month-1.20%5.60%
6 months11.22%17.48%
1 year6.06%26.33%
5 years (annualized)5.64%13.16%
10 years (annualized)9.66%10.99%

Monthly Returns

The table below presents the monthly returns of EL4C.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.35%7.30%0.33%-8.73%1.08%
20235.78%0.24%4.65%-1.26%-0.62%3.12%2.26%-8.62%-6.39%-4.69%15.63%6.73%15.53%
2022-18.11%-2.67%3.37%-9.77%-3.21%-10.40%14.26%-9.30%-13.76%4.78%9.19%-2.95%-36.02%
2021-2.29%0.19%1.38%7.94%-1.57%6.74%6.68%2.82%-5.86%6.69%-1.39%3.24%26.23%
20202.41%-7.34%-12.61%10.14%16.03%-1.98%2.02%7.07%1.91%-3.83%7.87%4.18%24.97%
201910.00%6.08%4.66%8.37%-2.35%5.64%2.31%-3.10%1.61%-0.71%7.57%0.77%48.01%
20185.17%0.05%-1.24%4.19%4.34%0.82%4.03%5.70%-4.66%-9.21%-6.03%-6.75%-5.01%
20172.52%3.31%4.06%2.33%2.98%-2.35%2.79%3.29%1.71%2.68%-1.95%-1.28%21.71%
2016-5.57%-0.61%2.80%-0.47%8.29%-0.99%2.99%-0.62%0.08%-4.79%1.06%2.55%4.08%
20155.90%4.64%0.61%1.36%1.58%-5.34%1.57%-7.38%-2.36%6.64%4.96%-2.12%9.35%
2014-0.99%4.09%-1.44%-0.97%3.20%-0.24%-2.96%1.87%2.37%-2.93%5.16%3.56%10.79%
20134.19%3.47%3.20%1.09%0.41%-3.26%3.69%-1.42%2.89%0.85%0.75%-0.10%16.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EL4C.DE is 17, indicating that it is in the bottom 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EL4C.DE is 1717
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF)
The Sharpe Ratio Rank of EL4C.DE is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of EL4C.DE is 1818Sortino Ratio Rank
The Omega Ratio Rank of EL4C.DE is 1717Omega Ratio Rank
The Calmar Ratio Rank of EL4C.DE is 1717Calmar Ratio Rank
The Martin Ratio Rank of EL4C.DE is 1717Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EL4C.DE
Sharpe ratio
The chart of Sharpe ratio for EL4C.DE, currently valued at 0.37, compared to the broader market0.002.004.000.37
Sortino ratio
The chart of Sortino ratio for EL4C.DE, currently valued at 0.63, compared to the broader market0.005.0010.000.63
Omega ratio
The chart of Omega ratio for EL4C.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.08
Calmar ratio
The chart of Calmar ratio for EL4C.DE, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15
Martin ratio
The chart of Martin ratio for EL4C.DE, currently valued at 0.79, compared to the broader market0.0020.0040.0060.0080.00100.000.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Deka STOXX Europe Strong Growth 20 UCITS ETF Sharpe ratio is 0.37. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Deka STOXX Europe Strong Growth 20 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.37
2.47
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Deka STOXX Europe Strong Growth 20 UCITS ETF granted a 0.47% dividend yield in the last twelve months. The annual payout for that period amounted to €0.23 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.23€0.20€1.91€0.00€0.00€0.00€0.06€0.05€0.06€0.04€0.05€0.05

Dividend yield

0.47%0.42%4.57%0.00%0.00%0.00%0.21%0.16%0.24%0.17%0.22%0.25%

Monthly Dividends

The table displays the monthly dividend distributions for Deka STOXX Europe Strong Growth 20 UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.03€0.00€0.00€0.03
2023€0.00€0.00€0.00€0.00€0.00€0.13€0.00€0.00€0.07€0.00€0.00€0.00€0.20
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.90€0.00€0.00€0.01€1.91
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.06€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.06
2017€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.05
2016€0.00€0.00€0.06€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.06
2015€0.00€0.00€0.04€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.04
2014€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.05
2013€0.05€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.05

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-26.69%
-0.08%
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Deka STOXX Europe Strong Growth 20 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 STOXX Europe Strong Growth 20 UCITS ETF was 49.22%, occurring on Mar 5, 2009. Recovery took 843 trading sessions.

The current Deka STOXX Europe Strong Growth 20 UCITS ETF drawdown is 26.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.22%Jun 11, 200833Mar 5, 2009843Mar 25, 2013876
-44.48%Nov 22, 2021230Oct 13, 2022
-36.15%Feb 20, 202020Mar 18, 202084Jul 20, 2020104
-26.34%Aug 31, 201884Jan 3, 201981Apr 30, 2019165
-21.1%Apr 28, 2015202Feb 11, 2016125Aug 9, 2016327

Volatility

Volatility Chart

The current Deka STOXX Europe Strong Growth 20 UCITS ETF volatility is 6.14%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
6.14%
3.03%
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF)
Benchmark (^GSPC)