6PSE.DE vs. EL4I.DE
6PSE.DE (Invesco MSCI USA UCITS ETF Dist) and EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) are both Large Cap Blend Equities funds - 6PSE.DE tracks the MSCI USA while EL4I.DE tracks the MSCI USA Large Cap. Both are passively managed. Over the past 3 years, 6PSE.DE returned 19.18%/yr vs 19.35%/yr for EL4I.DE. Their correlation of 0.82 suggests significant overlap in exposure. 6PSE.DE charges 0.05%/yr vs 0.30%/yr for EL4I.DE.
Performance
6PSE.DE vs. EL4I.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 6PSE.DE having a 11.33% return and EL4I.DE slightly lower at 10.91%.
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
EL4I.DE
- 1D
- -0.33%
- 1M
- 4.51%
- YTD
- 10.91%
- 6M
- 10.29%
- 1Y
- 25.45%
- 3Y*
- 19.35%
- 5Y*
- 14.69%
- 10Y*
- 14.94%
6PSE.DE vs. EL4I.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 10.91% | 5.10% | 32.52% | 24.65% | -6.55% |
Correlation
The correlation between 6PSE.DE and EL4I.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.82 |
The correlation between 6PSE.DE and EL4I.DE shifts across timeframes, from 0.82 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
6PSE.DE vs. EL4I.DE — Risk / Return Rank
6PSE.DE
EL4I.DE
6PSE.DE vs. EL4I.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 6PSE.DE | EL4I.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.59 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.99 | 12.40 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSE.DE | EL4I.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.09 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.70 | +0.23 |
Drawdowns
6PSE.DE vs. EL4I.DE - Drawdown Comparison
The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum EL4I.DE drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and EL4I.DE.
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Drawdown Indicators
| 6PSE.DE | EL4I.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -38.74% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -7.19% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -23.91% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.88% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.56% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -5.37% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.08% | +0.02% |
Volatility
6PSE.DE vs. EL4I.DE - Volatility Comparison
Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) have volatilities of 2.73% and 2.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSE.DE | EL4I.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.74% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.90% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 12.37% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 17.10% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 16.98% | -1.57% |
6PSE.DE vs. EL4I.DE - Expense Ratio Comparison
6PSE.DE has a 0.05% expense ratio, which is lower than EL4I.DE's 0.30% expense ratio.
Dividends
6PSE.DE vs. EL4I.DE - Dividend Comparison
6PSE.DE's dividend yield for the trailing twelve months is around 1.05%, more than EL4I.DE's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 0.46% | 0.59% | 0.72% | 0.98% | 0.95% | 0.56% | 0.87% | 0.99% | 1.17% | 1.07% | 1.10% | 1.66% |
Frequently Asked Questions
With a correlation of 0.93, 6PSE.DE and EL4I.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EL4I.DE.
6PSE.DE tracks MSCI USA, while EL4I.DE tracks MSCI USA Large Cap. They also come from different issuers: Invesco and Deka Investment GmbH. Their fees differ too: 0.05% for 6PSE.DE and 0.30% for EL4I.DE.
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