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Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) Sharpe Ratio: 0.15

EL4C.DE's Sharpe Ratio of 0.15 indicates that for each unit of volatility, it generates 0.15 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EL4C.DE Sharpe Ratio Rank

EL4C.DE Sharpe Ratio Rank: 14.715
Concerning

EL4C.DE ranks above 14.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

EL4C.DE Sharpe Ratio Market Positioning

The chart shows EL4C.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.93+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Deka STOXX Europe Strong Growth 20 UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how EL4C.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SELD.DELyxor STOXX Europe Select Dividend 30 UCITS ETF Dist2.09
EXSH.DEiShares STOXX Europe Select Dividend 30 UCITS ETF (DE)2.08
XESD.DEXtrackers Spanish Equity UCITS ETF2.02
XESP.DEXtrackers Spanish Equity UCITS ETF2.01
AMES.DEAmundi ETF MSCI Spain UCITS ETF EUR1.97
FTGE.DEFirst Trust Eurozone AlphaDEX UCITS ETF Acc1.90
ZPRD.DESPDR FTSE UK All Share UCITS ETF1.86
FLXD.DEFranklin European Quality Dividend UCITS ETF1.84
LGGE.DEL&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF1.77
CEMS.DEiShares Edge MSCI Europe Value Factor UCITS ETF1.74
EL4C.DEDeka STOXX Europe Strong Growth 20 UCITS ETF0.15

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EL4C.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EL4C.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore EL4C.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

EL4C.DE Sortino Ratio