Deka MSCI USA Large Cap UCITS ETF (EL4I.DE)
EL4I.DE is a passive ETF by Deka Investment GmbH tracking the investment results of the MSCI USA Large Cap. EL4I.DE launched on Aug 14, 2008 and has a 0.30% expense ratio.
ETF Info
| ISIN | DE000ETFL094 |
|---|---|
| WKN | ETFL09 |
| Issuer | Deka Investment GmbH |
| Inception Date | Aug 14, 2008 |
| Category | Large Cap Blend Equities |
| Index Tracked | MSCI USA Large Cap |
| Domicile | Germany |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Growth |
Expense Ratio
EL4I.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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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka MSCI USA Large Cap 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 USA Large Cap UCITS ETF had a return of 12.17% year-to-date (YTD) and 27.12% in the last 12 months. Over the past 10 years, Deka MSCI USA Large Cap UCITS ETF had an annualized return of 13.91%, outperforming the S&P 500 benchmark which had an annualized return of 10.99%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.17% | 11.18% |
| 1 month | 3.32% | 5.60% |
| 6 months | 17.68% | 17.48% |
| 1 year | 27.12% | 26.33% |
| 5 years (annualized) | 14.22% | 13.16% |
| 10 years (annualized) | 13.91% | 10.99% |
Monthly Returns
The table below presents the monthly returns of EL4I.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 | 3.60% | 4.20% | 2.87% | -1.73% | 12.17% | ||||||||
| 2023 | 2.85% | 1.03% | 0.94% | 0.24% | 3.48% | 6.08% | 2.46% | 0.54% | -1.97% | -3.48% | 6.24% | 3.22% | 23.35% |
| 2022 | -5.81% | -3.43% | -5.51% | -2.35% | -5.43% | -6.27% | 11.30% | -1.40% | -4.20% | 3.40% | -2.46% | -6.15% | -25.97% |
| 2021 | 0.75% | 2.75% | 6.14% | 2.45% | -1.38% | 6.25% | 2.49% | 22.21% | -5.01% | 7.02% | -0.79% | 4.07% | 55.08% |
| 2020 | 1.33% | -9.06% | -8.40% | 11.10% | 1.87% | 1.15% | 0.71% | 7.67% | -2.12% | -2.96% | 7.76% | 1.28% | 8.62% |
| 2019 | 7.56% | 4.12% | 2.71% | 3.92% | -5.04% | 3.93% | 5.26% | -1.62% | 2.59% | -0.36% | 5.35% | 1.72% | 33.82% |
| 2018 | 1.31% | -1.03% | -5.01% | 3.82% | 5.30% | 0.64% | 2.63% | 4.01% | 0.79% | -4.10% | 0.76% | -9.24% | -1.12% |
| 2017 | -1.82% | 6.33% | -0.67% | -1.12% | -1.91% | -1.09% | -1.21% | -0.70% | 2.22% | 4.01% | 0.26% | 1.09% | 5.15% |
| 2016 | -6.64% | 1.50% | 0.27% | -1.01% | 5.13% | -0.38% | 3.65% | 0.06% | -0.85% | 0.88% | 7.01% | 2.51% | 12.09% |
| 2015 | 3.68% | 6.05% | 2.11% | -2.82% | 2.52% | -3.76% | 3.50% | -7.83% | -3.02% | 10.77% | 4.40% | -3.94% | 10.62% |
| 2014 | -1.14% | 2.20% | 0.03% | 0.07% | 4.06% | 1.77% | 1.64% | 4.83% | 2.76% | 2.04% | 3.90% | 2.61% | 27.57% |
| 2013 | 3.12% | 5.37% | 4.83% | -0.75% | 5.46% | -3.18% | 3.06% | -2.97% | 0.25% | 4.54% | 2.79% | 0.34% | 24.79% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EL4I.DE is 72, 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.
EL4I.DE (Deka MSCI USA Large Cap UCITS ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka MSCI USA Large Cap UCITS ETF (EL4I.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 USA Large Cap UCITS ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | €0.00 | €0.00 | €0.00 | €0.00 | €0.71 | €1.66 | €0.99 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.34% | 0.87% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka MSCI USA Large Cap 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 | €0.00 | €0.00 | €0.00 | €0.00 | |||||||
| 2023 | €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 |
| 2022 | €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 |
| 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 | €0.71 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.71 |
| 2019 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.58 | €0.00 | €0.00 | €0.55 | €0.00 | €0.00 | €0.53 | €1.66 |
| 2018 | €0.47 | €0.00 | €0.00 | €0.52 | €0.99 |
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 USA Large Cap 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 USA Large Cap UCITS ETF was 38.74%, occurring on Mar 10, 2009. Recovery took 227 trading sessions.
The current Deka MSCI USA Large Cap UCITS ETF drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.74% | Sep 11, 2008 | 77 | Mar 10, 2009 | 227 | Apr 26, 2010 | 304 |
| -32.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 200 | Jan 7, 2021 | 223 |
| -28.22% | Jan 4, 2022 | 116 | Jun 16, 2022 | 453 | Mar 21, 2024 | 569 |
| -19.7% | Feb 15, 2011 | 131 | Aug 22, 2011 | 94 | Jan 2, 2012 | 225 |
| -19.57% | Dec 3, 2015 | 47 | Feb 11, 2016 | 193 | Nov 14, 2016 | 240 |
Volatility
Volatility Chart
The current Deka MSCI USA Large Cap UCITS ETF volatility is 3.75%, 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.