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

Performance

EL42.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Europe UCITS ETF (EL42.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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EL42.DE vs. SELD.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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.02%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%

Returns By Period

In the year-to-date period, EL42.DE achieves a 1.49% return, which is significantly lower than SELD.DE's 5.02% return. Both investments have delivered pretty close results over the past 10 years, with EL42.DE having a 8.73% annualized return and SELD.DE not far ahead at 9.15%.


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%

SELD.DE

1D
0.09%
1M
1.89%
YTD
5.02%
6M
14.74%
1Y
30.35%
3Y*
18.44%
5Y*
10.43%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both EL42.DE and SELD.DE have an expense ratio of 0.30%.


Return for Risk

EL42.DE vs. SELD.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

SELD.DE
SELD.DE Risk / Return Rank: 9292
Overall Rank
SELD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 9595
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. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe UCITS ETF (EL42.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DESELD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.09

-1.17

Sortino ratio

Return per unit of downside risk

1.25

2.58

-1.33

Omega ratio

Gain probability vs. loss probability

1.20

1.41

-0.22

Calmar ratio

Return relative to maximum drawdown

1.76

5.10

-3.33

Martin ratio

Return relative to average drawdown

7.05

17.35

-10.30

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

The current EL42.DE Sharpe Ratio is 0.91, which is lower than the SELD.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EL42.DE and SELD.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.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.09

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.70

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.52

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.15

+0.42

Correlation

The correlation between EL42.DE and SELD.DE is 0.76, 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

EL42.DE vs. SELD.DE - Dividend Comparison

EL42.DE's dividend yield for the trailing twelve months is around 2.28%, less than SELD.DE's 6.17% 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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
6.17%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Drawdowns

EL42.DE vs. SELD.DE - Drawdown Comparison

The maximum EL42.DE drawdown since its inception was -35.85%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for EL42.DE and SELD.DE.


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Drawdown Indicators


EL42.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.85%

-70.30%

+34.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-9.93%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-23.02%

+3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.85%

-40.65%

+4.80%

Current Drawdown

Current decline from peak

-5.44%

-2.13%

-3.31%

Average Drawdown

Average peak-to-trough decline

-5.35%

-25.54%

+20.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.97%

+0.42%

Volatility

EL42.DE vs. SELD.DE - Volatility Comparison

Deka MSCI Europe UCITS ETF (EL42.DE) has a higher volatility of 5.68% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 5.15%. This indicates that EL42.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

5.15%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.78%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

14.48%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

14.76%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

17.42%

-1.90%