Deka MSCI USA UCITS ETF (EL4Z.DE)
EL4Z.DE is a passive ETF by Deka Investment GmbH tracking the investment results of the MSCI USA. EL4Z.DE launched on Jun 8, 2009 and has a 0.30% expense ratio.
ETF Info
| ISIN | DE000ETFL268 |
|---|---|
| WKN | ETFL26 |
| Issuer | Deka Investment GmbH |
| Inception Date | Jun 8, 2009 |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA |
| Domicile | Germany |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Growth |
Expense Ratio
EL4Z.DE features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka MSCI USA 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 UCITS ETF had a return of 17.96% year-to-date (YTD) and 23.05% in the last 12 months. Over the past 10 years, Deka MSCI USA UCITS ETF had an annualized return of 13.37%, outperforming the S&P 500 benchmark which had an annualized return of 11.12%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.96% | 19.79% |
| 1 month | 1.72% | 2.08% |
| 6 months | 5.60% | 9.01% |
| 1 year | 23.05% | 29.79% |
| 5 years (annualized) | 13.74% | 13.85% |
| 10 years (annualized) | 13.37% | 11.12% |
Monthly Returns
The table below presents the monthly returns of EL4Z.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 | 3.95% | 4.63% | 3.15% | -2.27% | 1.10% | 6.66% | -0.60% | -0.86% | 17.96% | ||||
| 2023 | 4.34% | 0.92% | -0.42% | -0.07% | 4.34% | 3.97% | 2.48% | 0.29% | -2.12% | -3.46% | 5.97% | 3.75% | 21.36% |
| 2022 | -6.50% | -1.90% | 5.79% | -3.30% | -4.49% | -5.96% | 11.47% | -1.24% | -5.52% | 4.55% | -2.25% | -6.65% | -16.37% |
| 2021 | 1.10% | 3.09% | 6.62% | 2.62% | -1.44% | 5.85% | 2.40% | 3.47% | -2.27% | 6.06% | 2.07% | 3.63% | 38.20% |
| 2020 | 1.29% | -9.00% | -9.62% | 11.07% | 2.46% | 1.30% | 0.70% | 7.05% | -1.61% | -2.35% | 8.10% | 1.46% | 9.12% |
| 2019 | 7.98% | 4.25% | 2.84% | 3.90% | -5.01% | 3.91% | 5.22% | -1.91% | 2.74% | -0.49% | 5.36% | 1.40% | 33.84% |
| 2018 | 1.03% | -1.13% | -4.56% | 3.63% | 5.20% | 1.16% | 2.42% | 3.96% | 0.56% | -4.44% | 0.83% | -9.44% | -1.78% |
| 2017 | -1.65% | 6.19% | -0.56% | -1.14% | -2.01% | -0.71% | -1.32% | -0.88% | 2.60% | 3.87% | 0.50% | 1.38% | 6.09% |
| 2016 | -6.98% | 1.79% | 0.75% | -0.79% | 5.02% | -0.18% | 3.90% | -0.05% | -0.41% | 0.63% | 7.47% | 2.48% | 13.72% |
| 2015 | 3.79% | 6.00% | 3.18% | -3.01% | 2.57% | -3.52% | 3.37% | -7.60% | -3.08% | 10.45% | 4.48% | -3.88% | 11.85% |
| 2014 | -0.78% | 2.35% | 0.18% | -0.31% | 4.31% | 1.99% | 1.23% | 5.01% | 3.15% | 2.19% | 3.77% | 3.01% | 29.26% |
| 2013 | 3.42% | 5.48% | 5.21% | -0.85% | 5.42% | -2.77% | 3.20% | -2.77% | 0.59% | 4.34% | 2.56% | 0.71% | 26.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of EL4Z.DE is 84, placing it in the top 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka MSCI USA UCITS ETF (EL4Z.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 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 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.00 | €0.00 | €0.37 | €0.21 | €0.28 | €0.28 | €0.21 | €0.22 | €0.22 | €0.27 | €0.19 | €0.14 |
Dividend yield | 0.00% | 0.00% | 1.09% | 0.52% | 0.94% | 1.03% | 1.00% | 1.03% | 1.07% | 1.47% | 1.17% | 1.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka MSCI USA 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 | €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 | €0.09 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.14 | €0.37 |
| 2021 | €0.00 | €0.00 | €0.07 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.05 | €0.21 |
| 2020 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.05 | €0.28 |
| 2019 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.07 | €0.28 |
| 2018 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.08 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.06 | €0.21 |
| 2017 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.05 | €0.22 |
| 2016 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.06 | €0.22 |
| 2015 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.10 | €0.27 |
| 2014 | €0.00 | €0.00 | €0.04 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.10 | €0.00 | €0.00 | €0.05 | €0.19 |
| 2013 | €0.03 | €0.00 | €0.00 | €0.03 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.08 | €0.14 |
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 MSCI USA 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 UCITS ETF was 34.19%, occurring on Mar 23, 2020. Recovery took 182 trading sessions.
The current Deka MSCI USA UCITS ETF drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 182 | Dec 8, 2020 | 205 |
| -20.04% | Feb 15, 2011 | 111 | Aug 9, 2011 | 97 | Dec 30, 2011 | 208 |
| -19.74% | Dec 3, 2015 | 47 | Feb 11, 2016 | 111 | Jul 20, 2016 | 158 |
| -18.54% | Jan 5, 2022 | 115 | Jun 16, 2022 | 382 | Dec 8, 2023 | 497 |
| -16.86% | Apr 14, 2015 | 93 | Aug 24, 2015 | 72 | Dec 2, 2015 | 165 |
Volatility
Volatility Chart
The current Deka MSCI USA UCITS ETF volatility is 4.22%, 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.