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EL46.DE vs. ICGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL46.DE vs. ICGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI China ex A Shares UCITS ETF (EL46.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL46.DE achieves a -10.01% return, which is significantly lower than ICGA.DE's -6.86% return.


EL46.DE

1D
-0.11%
1M
-4.15%
YTD
-10.01%
6M
-13.05%
1Y
-3.33%
3Y*
6.90%
5Y*
-5.27%
10Y*
3.87%

ICGA.DE

1D
-0.54%
1M
-3.40%
YTD
-6.86%
6M
-9.46%
1Y
2.44%
3Y*
7.72%
5Y*
-4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL46.DE vs. ICGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EL46.DE
Deka MSCI China ex A Shares UCITS ETF
-10.01%17.77%27.71%-14.54%-13.52%-21.82%14.00%14.58%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.86%16.64%27.28%-14.71%-15.17%-17.27%15.31%14.05%

Correlation

The correlation between EL46.DE and ICGA.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.93

The correlation between EL46.DE and ICGA.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

EL46.DE vs. ICGA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL46.DE
EL46.DE Risk / Return Rank: 88
Overall Rank
EL46.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EL46.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EL46.DE Omega Ratio Rank: 88
Omega Ratio Rank
EL46.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EL46.DE Martin Ratio Rank: 88
Martin Ratio Rank

ICGA.DE
ICGA.DE Risk / Return Rank: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
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.

EL46.DE vs. ICGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI China ex A Shares UCITS ETF (EL46.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.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.


EL46.DEICGA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.00

1.04

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.11

0.16

-0.28

Martin ratioReturn relative to average drawdown

-0.24

0.34

-0.58

EL46.DE vs. ICGA.DE - Sharpe Ratio Comparison

The current EL46.DE Sharpe Ratio is -0.12, which is lower than the ICGA.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of EL46.DE and ICGA.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


EL46.DEICGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.15

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.15

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.05

+0.07

Drawdowns

EL46.DE vs. ICGA.DE - Drawdown Comparison

The maximum EL46.DE drawdown since its inception was -58.21%, roughly equal to the maximum ICGA.DE drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for EL46.DE and ICGA.DE.


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Drawdown Indicators


EL46.DEICGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.21%

-55.95%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-21.01%

-16.84%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.65%

-24.41%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-51.07%

-49.32%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-58.21%

Current Drawdown

Current decline from peak

-36.65%

-32.56%

-4.09%

Average Drawdown

Average peak-to-trough decline

-22.26%

-28.80%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

8.08%

+1.88%

Volatility

EL46.DE vs. ICGA.DE - Volatility Comparison

Deka MSCI China ex A Shares UCITS ETF (EL46.DE) has a higher volatility of 8.28% compared to iShares MSCI China UCITS ETF USD Acc (ICGA.DE) at 7.19%. This indicates that EL46.DE's price experiences larger fluctuations and is considered to be riskier than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL46.DEICGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

7.19%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

13.31%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

18.64%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.36%

27.66%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.53%

26.97%

+0.56%

EL46.DE vs. ICGA.DE - Expense Ratio Comparison

EL46.DE has a 0.66% expense ratio, which is higher than ICGA.DE's 0.28% expense ratio.


Dividends

EL46.DE vs. ICGA.DE - Dividend Comparison

EL46.DE's dividend yield for the trailing twelve months is around 1.52%, while ICGA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EL46.DE
Deka MSCI China ex A Shares UCITS ETF
1.52%1.43%2.06%2.03%1.78%1.22%0.86%1.26%1.62%0.94%1.98%2.32%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EL46.DE and ICGA.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, ICGA.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGA.DE is cheaper with a 0.28% expense ratio, compared with 0.66% for EL46.DE.

EL46.DE tracks MSCI China ex A Shares, while ICGA.DE tracks MSCI China. They also come from different issuers: Deka Investment GmbH and iShares. Their fees differ too: 0.66% for EL46.DE and 0.28% for ICGA.DE.

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