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EL42.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL42.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Europe UCITS ETF (EL42.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EL42.DE having a 7.59% return and S6X0.DE slightly lower at 7.30%. Over the past 10 years, EL42.DE has underperformed S6X0.DE with an annualized return of 8.94%, while S6X0.DE has yielded a comparatively higher 10.39% annualized return.


EL42.DE

1D
0.56%
1M
1.11%
YTD
7.59%
6M
9.92%
1Y
15.89%
3Y*
13.43%
5Y*
9.71%
10Y*
8.94%

S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL42.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL42.DE
Deka MSCI Europe UCITS ETF
7.59%20.03%7.79%15.64%-9.11%24.38%-3.36%27.36%-10.93%10.10%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-13.84%12.57%

Correlation

The correlation between EL42.DE and S6X0.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.63

Over the past year, EL42.DE and S6X0.DE have become more correlated (0.95) than their long-term average of 0.63, meaning their price movements have been converging.

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Return for Risk

EL42.DE vs. S6X0.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: 3636
Overall Rank
EL42.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EL42.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EL42.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EL42.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
EL42.DE Martin Ratio Rank: 4040
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
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. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe UCITS ETF (EL42.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.67

1.44

+0.23

Martin ratioReturn relative to average drawdown

6.24

4.89

+1.35

EL42.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current EL42.DE Sharpe Ratio is 1.25, which is comparable to the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of EL42.DE and S6X0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL42.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.98

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.65

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.63

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.51

+0.09

Drawdowns

EL42.DE vs. S6X0.DE - Drawdown Comparison

The maximum EL42.DE drawdown since its inception was -35.85%, smaller than the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for EL42.DE and S6X0.DE.


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Drawdown Indicators


EL42.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.85%

-38.54%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-10.88%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-16.56%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-23.41%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.85%

-38.54%

+2.69%

Current Drawdown

Current decline from peak

-1.52%

-0.51%

-1.01%

Average Drawdown

Average peak-to-trough decline

-5.32%

-6.82%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.21%

-0.65%

Volatility

EL42.DE vs. S6X0.DE - Volatility Comparison

The current volatility for Deka MSCI Europe UCITS ETF (EL42.DE) is 4.22%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 4.96%. This indicates that EL42.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.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.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.96%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

12.92%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

15.93%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

17.56%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

20.60%

-5.04%

EL42.DE vs. S6X0.DE - Expense Ratio Comparison

EL42.DE has a 0.30% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.


Dividends

EL42.DE vs. S6X0.DE - Dividend Comparison

EL42.DE's dividend yield for the trailing twelve months is around 2.15%, less than S6X0.DE's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
EL42.DE
Deka MSCI Europe UCITS ETF
2.15%2.31%2.64%2.59%2.78%2.09%1.94%2.76%3.41%2.72%3.00%2.69%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


With a correlation of 0.95, EL42.DE and S6X0.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, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EL42.DE.

EL42.DE tracks MSCI Europe, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.30% for EL42.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

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