Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE)

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Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) is down 0.8% since the beginning of the year. EL4Q.DE is currently trading at €91 per share. Investors who bought €1,000 worth of EL4Q.DE shares 5 years ago would now be looking at an investment worth €635.

Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) has returned -0.80% so far this year and -0.76% over the past 12 months. Over the last ten years, EL4Q.DE has returned -2.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.92% annually.

Based on dividend-adjusted daily data since Mar 3, 2009, EL4Q.DE's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jul 2022 with a return of +10.1%, while the worst month was Dec 2022 at -11.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EL4Q.DE closed higher 47% of trading days. The best single day was Aug 24, 2009 with a return of +5.1%, while the worst single day was Mar 13, 2020 at -6.7%.

Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF has an annualized alpha of 3.90%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 03, 2009.

• This ETF participated in 27.27% of S&P 500 Index downside but only 19.68% of its upside - more exposed to losses than it benefited from rallies.
• Beta of -0.00 may look defensive, but with R2 of 0.00 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 0.00 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.

EL4Q.DE has an expense ratio of 0.15%, which is considered low.

EL4Q.DE ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF provided a 3.29% dividend yield over the last twelve months, with an annual payout of €2.99 per share.

The table displays the monthly dividend distributions for Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Deka iBoxx EUR Liquid Sovereign Diversified 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 10+ UCITS ETF was 47.27%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF drawdown is 40.57%.

The chart below shows the rolling one-month volatility.