EL43.DE vs. EXSG.DE
EL43.DE (Deka MSCI Europe MC UCITS ETF) and EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - EL43.DE tracks the MSCI Europe Mid Cap while EXSG.DE tracks the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL43.DE returned 8.48%/yr vs 7.41%/yr for EXSG.DE. A 0.75 correlation means they provide meaningful diversification when combined. EL43.DE charges 0.30%/yr vs 0.32%/yr for EXSG.DE.
Performance
EL43.DE vs. EXSG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EL43.DE having a 7.83% return and EXSG.DE slightly higher at 7.97%. Over the past 10 years, EL43.DE has outperformed EXSG.DE with an annualized return of 8.48%, while EXSG.DE has yielded a comparatively lower 7.41% annualized return.
EL43.DE
- 1D
- 0.20%
- 1M
- 1.26%
- YTD
- 7.83%
- 6M
- 10.02%
- 1Y
- 15.49%
- 3Y*
- 14.70%
- 5Y*
- 7.18%
- 10Y*
- 8.48%
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
EL43.DE vs. EXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL43.DE Deka MSCI Europe MC UCITS ETF | 7.83% | 23.35% | 7.52% | 14.30% | -19.19% | 21.35% | 4.43% | 31.27% | -13.55% | 14.21% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
Correlation
The correlation between EL43.DE and EXSG.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2009 | 0.75 |
The correlation between EL43.DE and EXSG.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
EL43.DE vs. EXSG.DE — Risk / Return Rank
EL43.DE
EXSG.DE
EL43.DE vs. EXSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe MC UCITS ETF (EL43.DE) and iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EL43.DE | EXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.71 | -0.86 |
| Martin ratioReturn relative to average drawdown | 6.82 | 8.47 | -1.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL43.DE | EXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.80 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.61 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.42 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.27 | +0.31 |
Drawdowns
EL43.DE vs. EXSG.DE - Drawdown Comparison
The maximum EL43.DE drawdown since its inception was -37.81%, smaller than the maximum EXSG.DE drawdown of -70.80%. Use the drawdown chart below to compare losses from any high point for EL43.DE and EXSG.DE.
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Drawdown Indicators
| EL43.DE | EXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.81% | -70.80% | +32.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -7.84% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -12.86% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.37% | -24.70% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -37.81% | -43.45% | +5.64% |
Current DrawdownCurrent decline from peak | -1.88% | -1.33% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -21.25% | +14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.51% | -0.24% |
Volatility
EL43.DE vs. EXSG.DE - Volatility Comparison
Deka MSCI Europe MC UCITS ETF (EL43.DE) and iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) have volatilities of 3.39% and 3.34%, 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
| EL43.DE | EXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.34% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.52% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.77% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 14.75% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 17.72% | -0.13% |
EL43.DE vs. EXSG.DE - Expense Ratio Comparison
EL43.DE has a 0.30% expense ratio, which is lower than EXSG.DE's 0.32% expense ratio.
Dividends
EL43.DE vs. EXSG.DE - Dividend Comparison
EL43.DE's dividend yield for the trailing twelve months is around 2.19%, less than EXSG.DE's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL43.DE Deka MSCI Europe MC UCITS ETF | 2.19% | 2.69% | 4.09% | 2.52% | 2.53% | 1.64% | 1.79% | 2.18% | 2.56% | 1.60% | 2.76% | 2.05% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
EL43.DE and EXSG.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL43.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL43.DE is cheaper with a 0.30% expense ratio, compared with 0.32% for EXSG.DE.
EL43.DE tracks MSCI Europe Mid Cap, while EXSG.DE tracks EURO STOXX® Select Dividend 30. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for EL43.DE and 0.32% for EXSG.DE.
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