Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE)
EL4K.DE is a passive ETF by Deka tracking the investment results of the iBoxx® EUR Liquid Sovereigns Diversified 1-10. EL4K.DE launched on Mar 2, 2009 and has a 0.15% expense ratio.
ETF Info
| ISIN | DE000ETFL110 |
|---|---|
| WKN | ETFL11 |
| Issuer | Deka |
| Inception Date | Mar 2, 2009 |
| Category | European Government Bonds |
| Leveraged | 1x |
| Index Tracked | iBoxx® EUR Liquid Sovereigns Diversified 1-10 |
| Domicile | Germany |
| Distribution Policy | Distributing |
| Asset Class | Bond |
Expense Ratio
EL4K.DE has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka iBoxx EUR Liquid Sovereign Diversified 1-10 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 iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF had a return of 1.59% year-to-date (YTD) and 7.12% in the last 12 months. Over the past 10 years, Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF had an annualized return of 0.28%, while the S&P 500 had an annualized return of 10.92%, indicating that Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.59% | 17.95% |
| 1 month | 0.66% | 3.13% |
| 6 months | 3.29% | 9.95% |
| 1 year | 7.12% | 24.88% |
| 5 years (annualized) | -2.42% | 13.37% |
| 10 years (annualized) | 0.28% | 10.92% |
Monthly Returns
The table below presents the monthly returns of EL4K.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 | -0.53% | -1.36% | 0.80% | -1.14% | -0.15% | 0.55% | 1.95% | 0.33% | 1.59% | ||||
| 2023 | 2.25% | -2.35% | 2.79% | -0.07% | 0.56% | -0.65% | 0.00% | 0.36% | -2.47% | 0.67% | 2.85% | 3.41% | 7.39% |
| 2022 | -1.41% | -1.76% | -2.67% | -3.17% | -1.55% | -1.59% | 4.02% | -5.40% | -4.00% | 0.38% | 1.73% | -4.01% | -18.12% |
| 2021 | -0.25% | -1.55% | 0.48% | -0.81% | -0.01% | 0.41% | 1.45% | -0.54% | -1.14% | -1.29% | 1.78% | -1.02% | -2.54% |
| 2020 | 1.90% | -0.01% | -1.85% | 0.08% | 0.38% | 0.81% | 0.69% | -0.67% | 1.11% | 0.82% | 0.06% | 0.05% | 3.36% |
| 2019 | 1.07% | -0.29% | 1.65% | -0.01% | 0.93% | 1.58% | 1.40% | 1.67% | -0.48% | -0.90% | -0.84% | -0.70% | 5.14% |
| 2018 | -0.95% | 0.16% | 1.60% | -0.34% | -0.64% | 0.68% | -0.33% | -0.32% | -0.40% | 0.15% | 0.70% | 0.82% | 1.09% |
| 2017 | -1.57% | 1.16% | -0.55% | 0.46% | 0.52% | -0.69% | 0.21% | 0.78% | -0.36% | 0.82% | 0.19% | -0.63% | 0.30% |
| 2016 | 1.85% | 0.68% | 0.32% | -0.65% | 0.77% | 1.30% | 0.60% | -0.17% | 0.31% | -1.66% | -1.22% | 0.86% | 2.97% |
| 2015 | 1.19% | 0.71% | 0.39% | -0.94% | -1.04% | -1.87% | 1.90% | -0.96% | 1.38% | 1.00% | 0.65% | -1.01% | 1.33% |
| 2014 | 2.33% | 0.55% | 0.94% | 0.92% | 0.91% | 1.14% | 0.81% | 1.43% | 0.34% | 0.21% | 1.09% | 0.71% | 11.96% |
| 2013 | -0.59% | 0.56% | 0.69% | 2.33% | -1.27% | -1.56% | 0.91% | -0.57% | 0.91% | 1.46% | 0.35% | -0.94% | 2.21% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EL4K.DE is 51, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF granted a 1.12% dividend yield in the last twelve months. The annual payout for that period amounted to €1.15 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €1.15 | €1.26 | €0.54 | €0.71 | €0.82 | €1.05 | €0.92 | €2.16 | €2.21 | €2.80 | €3.16 | €3.32 |
Dividend yield | 1.12% | 1.24% | 0.56% | 0.60% | 0.67% | 0.89% | 0.81% | 1.90% | 1.92% | 2.45% | 2.74% | 3.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 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 | €0.29 | €0.00 | €0.00 | €0.46 | €0.00 | €0.00 | €0.27 | €0.00 | €0.00 | €1.02 | |||
| 2023 | €0.91 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.14 | €0.00 | €0.00 | €0.13 | €0.00 | €0.00 | €1.26 |
| 2022 | €0.15 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.13 | €0.00 | €0.00 | €0.54 |
| 2021 | €0.19 | €0.00 | €0.00 | €0.14 | €0.00 | €0.00 | €0.21 | €0.00 | €0.00 | €0.17 | €0.00 | €0.00 | €0.71 |
| 2020 | €0.21 | €0.00 | €0.00 | €0.19 | €0.00 | €0.00 | €0.23 | €0.00 | €0.00 | €0.19 | €0.00 | €0.00 | €0.82 |
| 2019 | €0.29 | €0.00 | €0.00 | €0.31 | €0.00 | €0.00 | €0.24 | €0.00 | €0.00 | €0.21 | €0.00 | €0.00 | €1.05 |
| 2018 | €0.23 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.31 | €0.00 | €0.00 | €0.38 | €0.00 | €0.00 | €0.92 |
| 2017 | €0.39 | €0.00 | €0.00 | €0.45 | €0.00 | €0.00 | €0.50 | €0.00 | €0.00 | €0.60 | €0.00 | €0.22 | €2.16 |
| 2016 | €0.56 | €0.00 | €0.00 | €0.51 | €0.00 | €0.00 | €0.62 | €0.00 | €0.00 | €0.52 | €0.00 | €0.00 | €2.21 |
| 2015 | €0.68 | €0.00 | €0.00 | €0.53 | €0.00 | €0.00 | €0.96 | €0.00 | €0.00 | €0.63 | €0.00 | €0.00 | €2.80 |
| 2014 | €0.72 | €0.00 | €0.00 | €0.76 | €0.00 | €0.00 | €0.61 | €0.00 | €0.00 | €1.07 | €0.00 | €0.00 | €3.16 |
| 2013 | €0.90 | €0.00 | €0.00 | €0.38 | €0.00 | €0.00 | €0.94 | €0.00 | €0.00 | €1.10 | €0.00 | €0.00 | €3.32 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Deka iBoxx EUR Liquid Sovereign Diversified 1-10 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 iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF was 21.22%, occurring on Mar 2, 2023. The portfolio has not yet recovered.
The current Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF drawdown is 13.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.22% | Dec 14, 2020 | 567 | Mar 2, 2023 | — | — | — |
| -6.58% | Sep 12, 2011 | 49 | Nov 25, 2011 | 43 | Jan 26, 2012 | 92 |
| -5.95% | Sep 4, 2019 | 135 | Mar 18, 2020 | 148 | Oct 16, 2020 | 283 |
| -5.88% | Sep 1, 2010 | 128 | Mar 8, 2011 | 121 | Sep 7, 2011 | 249 |
| -4.71% | Mar 12, 2015 | 64 | Jun 15, 2015 | 159 | Jan 28, 2016 | 223 |
Volatility
Volatility Chart
The current Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF volatility is 1.06%, 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.