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EL41.DE vs. EL4I.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EL41.DE vs. EL4I.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Deka MSCI USA MC UCITS ETF (EL41.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE).

EL41.DE and EL4I.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL41.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA Mid Cap. It was launched on Jun 8, 2009. EL4I.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA Large Cap. It was launched on Aug 14, 2008. Both EL41.DE and EL4I.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL41.DE vs. EL4I.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI USA MC UCITS ETF (EL41.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE). The values are adjusted to include any dividend payments, if applicable.

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EL41.DE vs. EL4I.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EL41.DE
Deka MSCI USA MC UCITS ETF		-0.87%-3.55%21.16%11.00%-14.05%36.90%8.70%32.80%-6.66%4.98%
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF		-3.47%5.10%32.52%24.65%-16.01%38.80%9.21%34.03%-0.66%6.31%

Returns By Period

In the year-to-date period, EL41.DE achieves a -0.87% return, which is significantly higher than EL4I.DE's -3.47% return. Over the past 10 years, EL41.DE has underperformed EL4I.DE with an annualized return of 9.86%, while EL4I.DE has yielded a comparatively higher 13.63% annualized return.

EL41.DE

1D
2.21%
1M
-4.12%
YTD
-0.87%
6M
-0.06%
1Y
2.92%
3Y*
8.96%
5Y*
5.76%
10Y*
9.86%

EL4I.DE

1D
2.08%
1M
-2.72%
YTD
-3.47%
6M
-0.51%
1Y
10.65%
3Y*
16.82%
5Y*
11.95%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Deka MSCI USA MC UCITS ETF

Deka MSCI USA Large Cap UCITS ETF

Often compared with EL41.DE:
EL41.DE vs. IJHEL41.DE vs. EL40.DEEL41.DE vs. EL4Z.DEEL41.DE vs. EL46.DEEL41.DE vs. ELFE.DE
Often compared with EL4I.DE:
EL4I.DE vs. VGTEL4I.DE vs. SPYEL4I.DE vs. EL40.DEEL4I.DE vs. USUE.DEEL4I.DE vs. EL4Z.DEEL4I.DE vs. USCP.DEEL4I.DE vs. EL46.DE

EL41.DE vs. EL4I.DE - Expense Ratio Comparison

Both EL41.DE and EL4I.DE have an expense ratio of 0.30%.

EL41.DE
Deka MSCI USA MC UCITS ETF
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF

Return for Risk

EL41.DE vs. EL4I.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL41.DE
EL41.DE Risk / Return Rank: 1616
Overall Rank
EL41.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL41.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EL41.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EL41.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EL41.DE Martin Ratio Rank: 1717
Martin Ratio Rank
EL4I.DE
EL4I.DE Risk / Return Rank: 3535
Overall Rank
EL4I.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EL4I.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EL4I.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EL4I.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
EL4I.DE Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL41.DE vs. EL4I.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA MC UCITS ETF (EL41.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.

EL41.DEEL4I.DEDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.59

-0.43

Sortino ratio

Return per unit of downside risk

0.34

0.92

-0.58

Omega ratio

Gain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.28

1.35

-1.06

Martin ratio

Return relative to average drawdown

0.95

4.60

-3.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL41.DE vs. EL4I.DE - Sharpe Ratio Comparison

The current EL41.DE Sharpe Ratio is 0.16, which is lower than the EL4I.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EL41.DE and EL4I.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EL41.DEEL4I.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.59

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.69

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.79

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.66

+0.11

Correlation

The correlation between EL41.DE and EL4I.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EL41.DE vs. EL4I.DE - Dividend Comparison

EL41.DE's dividend yield for the trailing twelve months is around 1.11%, more than EL4I.DE's 0.53% yield.

TTM20252024202320222021202020192018201720162015
EL41.DE
Deka MSCI USA MC UCITS ETF		1.11%1.52%1.13%1.54%1.99%0.37%0.94%0.81%0.96%1.20%0.60%1.25%
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF		0.53%0.59%0.72%0.98%0.95%0.56%0.87%0.99%1.17%1.07%1.10%1.66%

Drawdowns

EL41.DE vs. EL4I.DE - Drawdown Comparison

The maximum EL41.DE drawdown since its inception was -39.71%, roughly equal to the maximum EL4I.DE drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for EL41.DE and EL4I.DE.

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Drawdown Indicators

EL41.DEEL4I.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.71%

-38.74%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-13.32%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-23.91%

-2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

-32.88%

-6.83%

Current Drawdown

Current decline from peak

-10.52%

-4.97%

-5.55%

Average Drawdown

Average peak-to-trough decline

-5.83%

-5.41%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.34%

+0.50%

Volatility

EL41.DE vs. EL4I.DE - Volatility Comparison

Deka MSCI USA MC UCITS ETF (EL41.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) have volatilities of 4.16% and 4.13%, 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

EL41.DEEL4I.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.13%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

9.28%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

17.98%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

17.17%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

17.03%

+1.58%