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EL42.DE vs. EL4S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EL42.DE vs. EL4S.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka MSCI Europe UCITS ETF (EL42.DE) and Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE).

EL42.DE and EL4S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL42.DE is a passively managed fund by Deka that tracks the performance of the MSCI Europe. It was launched on Jun 9, 2009. EL4S.DE is a passively managed fund by Deka that tracks the performance of the Deutsche Börse EUROGOV® Germany 1-3. It was launched on Mar 16, 2009. Both EL42.DE and EL4S.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

EL42.DE vs. EL4S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Europe UCITS ETF (EL42.DE) and Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE). The values are adjusted to include any dividend payments, if applicable.

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EL42.DE vs. EL4S.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EL42.DE
Deka MSCI Europe UCITS ETF		1.49%20.03%7.79%15.64%-9.11%24.38%-3.36%27.36%-10.93%10.10%
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF		-0.28%1.65%2.75%2.51%-4.56%-0.97%-0.79%-0.83%-0.57%-1.08%

Returns By Period

In the year-to-date period, EL42.DE achieves a 1.49% return, which is significantly higher than EL4S.DE's -0.28% return. Over the past 10 years, EL42.DE has outperformed EL4S.DE with an annualized return of 8.73%, while EL4S.DE has yielded a comparatively lower -0.24% annualized return.

EL42.DE

1D
-0.10%
1M
-0.86%
YTD
1.49%
6M
5.88%
1Y
13.89%
3Y*
11.97%
5Y*
9.61%
10Y*
8.73%

EL4S.DE

1D
-0.05%
1M
-0.59%
YTD
-0.28%
6M
-0.04%
1Y
0.85%
3Y*
2.05%
5Y*
0.24%
10Y*
-0.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Deka MSCI Europe UCITS ETF

Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF

Often compared with EL42.DE:
EL42.DE vs. QQQEL42.DE vs. VTIEL42.DE vs. EL4F.DEEL42.DE vs. ELFB.DEEL42.DE vs. EL4A.DEEL42.DE vs. EL4X.DEEL42.DE vs. ELFC.DE
Often compared with EL4S.DE:
EL4S.DE vs. EGV3.DEEL4S.DE vs. JE13.DEEL4S.DE vs. IBCN.DEEL4S.DE vs. IBCA.DEEL4S.DE vs. MTDD.DEEL4S.DE vs. ELFC.DEEL4S.DE vs. EUNH.DE

EL42.DE vs. EL4S.DE - Expense Ratio Comparison

EL42.DE has a 0.30% expense ratio, which is higher than EL4S.DE's 0.15% expense ratio.

EL42.DE
Deka MSCI Europe UCITS ETF
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF

Return for Risk

EL42.DE vs. EL4S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL42.DE
EL42.DE Risk / Return Rank: 5050
Overall Rank
EL42.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EL42.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EL42.DE Omega Ratio Rank: 4848
Omega Ratio Rank
EL42.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EL42.DE Martin Ratio Rank: 5959
Martin Ratio Rank
EL4S.DE
EL4S.DE Risk / Return Rank: 3333
Overall Rank
EL4S.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EL4S.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EL4S.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EL4S.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EL4S.DE Martin Ratio Rank: 2828
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.

EL42.DE vs. EL4S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe UCITS ETF (EL42.DE) and Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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.

EL42.DEEL4S.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.83

+0.09

Sortino ratio

Return per unit of downside risk

1.25

1.13

+0.12

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.76

0.68

+1.08

Martin ratio

Return relative to average drawdown

7.05

2.99

+4.06

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

EL42.DE vs. EL4S.DE - Sharpe Ratio Comparison

The current EL42.DE Sharpe Ratio is 0.91, which is comparable to the EL4S.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EL42.DE and EL4S.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

EL42.DEEL4S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.83

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.17

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

-0.21

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.33

+0.91

Correlation

The correlation between EL42.DE and EL4S.DE is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

EL42.DE vs. EL4S.DE - Dividend Comparison

EL42.DE's dividend yield for the trailing twelve months is around 2.28%, more than EL4S.DE's 1.30% yield.

TTM20252024202320222021202020192018201720162015
EL42.DE
Deka MSCI Europe UCITS ETF		2.28%2.31%2.64%2.59%2.78%2.09%1.94%2.76%3.41%2.72%3.00%2.69%
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF		1.30%1.20%0.83%0.60%0.88%0.94%0.78%1.06%0.99%1.63%1.46%1.60%

Drawdowns

EL42.DE vs. EL4S.DE - Drawdown Comparison

The maximum EL42.DE drawdown since its inception was -35.85%, which is greater than EL4S.DE's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for EL42.DE and EL4S.DE.

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Drawdown Indicators

EL42.DEEL4S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.85%

-13.04%

-22.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-1.03%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-5.98%

-13.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.85%

-9.46%

-26.39%

Current Drawdown

Current decline from peak

-5.44%

-6.40%

+0.96%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.87%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

0.23%

+2.16%

Volatility

EL42.DE vs. EL4S.DE - Volatility Comparison

Deka MSCI Europe UCITS ETF (EL42.DE) has a higher volatility of 5.68% compared to Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) at 0.53%. This indicates that EL42.DE's price experiences larger fluctuations and is considered to be riskier than EL4S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EL42.DEEL4S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

0.53%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

0.71%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

1.03%

+14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

1.43%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

1.10%

+14.42%