- Issuer
- Deka
- Inception Date
- Mar 14, 2008
- Region
- Europe (Broad)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- STOXX Europe Strong Style Composite 40 Index
- Domicile
- Germany
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
EL4E.DE Performance Chart
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) is up 6.8% since the beginning of the year. EL4E.DE is currently trading at €45 per share. Investors who bought €1,000 worth of EL4E.DE shares 5 years ago would now be looking at an investment worth €1,140.
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Returns By Period
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has returned 6.79% so far this year and 9.67% over the past 12 months. Over the last ten years, EL4E.DE has returned 8.89% per year, falling short of the S&P 500 Index benchmark, which averaged 12.92% annually.
Deka STOXX Europe Strong Style Composite 40 UCITS ETF
- 1D
- -0.17%
- 1M
- -0.50%
- 6M
- 0.99%
- YTD
- 6.79%
- 1Y
- 9.67%
- 3Y*
- 10.78%
- 5Y*
- 2.65%
- 10Y*
- 8.89%
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
EL4E.DE Monthly Returns History
Based on dividend-adjusted daily data since Mar 14, 2008, EL4E.DE's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +21.4%, while the worst month was Mar 2020 at -17.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EL4E.DE closed higher 50% of trading days. The best single day was Apr 3, 2009 with a return of +12.7%, while the worst single day was Mar 12, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.95% | 1.80% | -10.14% | 7.15% | 3.13% | 0.15% | -1.38% | 6.79% | |||||
| 2025 | 6.78% | -0.63% | -7.64% | -0.37% | 8.30% | 0.86% | -1.05% | 0.77% | 4.06% | -1.02% | -2.43% | 3.52% | 10.62% |
| 2024 | -1.69% | 2.88% | 3.87% | -2.61% | 4.22% | -3.42% | 1.03% | 3.83% | 5.82% | -5.98% | 2.31% | 0.96% | 11.03% |
| 2023 | 10.65% | 2.12% | -2.74% | -2.10% | -2.45% | 4.02% | 3.45% | -7.95% | -2.38% | -7.07% | 16.51% | 5.77% | 16.21% |
| 2022 | -9.20% | -1.13% | 0.60% | -6.98% | -1.44% | -11.22% | 8.96% | -6.79% | -13.05% | 6.67% | 7.77% | -2.82% | -27.49% |
| 2021 | -2.45% | 7.19% | 3.04% | 5.79% | 2.76% | 2.39% | 3.13% | 2.29% | -2.70% | 3.86% | -4.91% | 2.00% | 23.99% |
Benchmark Metrics
Deka STOXX Europe Strong Style Composite 40 UCITS ETF has an annualized alpha of 1.98%, beta of 0.45, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since March 14, 2008.
- This ETF participated in 98.33% of S&P 500 Index downside but only 73.97% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R2 of 0.18 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.18 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.98%
- Beta
- 0.45
- R²
- 0.18
- Upside Capture
- 73.97%
- Downside Capture
- 98.33%
Expense Ratio
EL4E.DE has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EL4E.DE ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL4E.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.01 | -2.15 |
| Martin ratioReturn relative to average drawdown | 2.36 | 11.10 | -8.75 |
Dividends
Dividend History
Deka STOXX Europe Strong Style Composite 40 UCITS ETF provided a 1.30% dividend yield over the last twelve months, with an annual payout of €0.58 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.58 | €0.39 | €0.49 | €0.21 | €0.76 | €0.10 | €0.33 | €0.39 | €0.24 | €0.06 | €0.59 | €0.41 |
Dividend yield | 1.30% | 0.93% | 1.28% | 0.60% | 2.51% | 0.23% | 0.95% | 1.28% | 1.02% | 0.23% | 2.62% | 1.99% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka STOXX Europe Strong Style Composite 40 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.25 | €0.00 | €0.25 | |||||
| 2025 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.30 | €0.00 | €0.00 | €0.03 | €0.39 |
| 2024 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.22 | €0.00 | €0.00 | €0.11 | €0.49 |
| 2023 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.16 | €0.00 | €0.00 | €0.00 | €0.21 |
| 2022 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.76 | €0.00 | €0.00 | €0.00 | €0.76 |
| 2021 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.10 | €0.00 | €0.00 | €0.00 | €0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Deka STOXX Europe Strong Style Composite 40 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 Style Composite 40 UCITS ETF was 50.61%, occurring on Feb 25, 2009. Recovery took 1069 trading sessions.
The current Deka STOXX Europe Strong Style Composite 40 UCITS ETF drawdown is 3.49%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-50.61%Feb 2009 | 9mo 25d | 4y 2mo | 5y 2dMay 2008 - May 2013 | Financial crisis2007–2009 |
-40.69%Sep 2022 | 10mo 23d | 3y 8d | 3y 11moNov 2021 - Oct 2025 | Bear market2022 |
-37.61%Mar 2020 | 27d | 8mo 3d | 9moFeb 2020 - Nov 2020 | COVID crash2020 |
-27.17%Feb 2016 | 10mo 1d | 11mo 19d | 1y 9moApr 2015 - Jan 2017 | — |
-18.67%Dec 2018 | 3mo 28d | 4mo | 7mo 28dAug 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| EL4E.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -51.17% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -7.57% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -23.99% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -23.99% | -16.70% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | -33.42% | -7.27% |
Current DrawdownCurrent decline from peak | -3.49% | -0.52% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -8.90% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.04% | +2.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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