EL41.DE vs. EL4Z.DE
Compare and contrast key facts about Deka MSCI USA MC UCITS ETF (EL41.DE) and Deka MSCI USA UCITS ETF (EL4Z.DE).
EL41.DE and EL4Z.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. EL4Z.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA. It was launched on Jun 8, 2009. Both EL41.DE and EL4Z.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. EL4Z.DE - Performance Comparison
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EL41.DE vs. EL4Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EL4Z.DE Deka MSCI USA UCITS ETF | -3.27% | 3.99% | 32.17% | 22.99% | -16.37% | 38.20% | 9.12% | 33.84% | -1.63% | 6.08% |
Returns By Period
In the year-to-date period, EL41.DE achieves a -0.87% return, which is significantly higher than EL4Z.DE's -3.27% return. Over the past 10 years, EL41.DE has underperformed EL4Z.DE with an annualized return of 9.86%, while EL4Z.DE has yielded a comparatively higher 13.11% 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%
EL4Z.DE
- 1D
- 1.82%
- 1M
- -3.02%
- YTD
- -3.27%
- 6M
- -0.54%
- 1Y
- 9.58%
- 3Y*
- 15.75%
- 5Y*
- 11.11%
- 10Y*
- 13.11%
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EL41.DE vs. EL4Z.DE - Expense Ratio Comparison
Both EL41.DE and EL4Z.DE have an expense ratio of 0.30%.
Return for Risk
EL41.DE vs. EL4Z.DE — Risk / Return Rank
EL41.DE
EL4Z.DE
EL41.DE vs. EL4Z.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 UCITS ETF (EL4Z.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.DE | EL4Z.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.54 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.34 | 0.83 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.13 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.12 | -0.83 |
Martin ratioReturn relative to average drawdown | 0.95 | 3.95 | -3.00 |
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
| EL41.DE | EL4Z.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.54 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.71 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.80 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.94 | -0.18 |
Correlation
The correlation between EL41.DE and EL4Z.DE is 0.86, 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. EL4Z.DE - Dividend Comparison
EL41.DE's dividend yield for the trailing twelve months is around 1.11%, more than EL4Z.DE's 0.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EL4Z.DE Deka MSCI USA UCITS ETF | 0.56% | 0.57% | 0.74% | 1.23% | 1.09% | 0.52% | 0.90% | 0.95% | 1.16% | 1.03% | 1.07% | 1.47% |
Drawdowns
EL41.DE vs. EL4Z.DE - Drawdown Comparison
The maximum EL41.DE drawdown since its inception was -39.71%, which is greater than EL4Z.DE's maximum drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for EL41.DE and EL4Z.DE.
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Drawdown Indicators
| EL41.DE | EL4Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.71% | -34.19% | -5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -13.64% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -24.03% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -34.19% | -5.52% |
Current DrawdownCurrent decline from peak | -10.52% | -5.40% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -4.26% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.45% | +0.39% |
Volatility
EL41.DE vs. EL4Z.DE - Volatility Comparison
Deka MSCI USA MC UCITS ETF (EL41.DE) has a higher volatility of 4.16% compared to Deka MSCI USA UCITS ETF (EL4Z.DE) at 3.90%. This indicates that EL41.DE's price experiences larger fluctuations and is considered to be riskier than EL4Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL41.DE | EL4Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.90% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 8.76% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 17.80% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 15.50% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 16.27% | +2.34% |