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EL48.DE vs. 4UBF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL48.DE vs. 4UBF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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, EL48.DE achieves a 0.82% return, which is significantly lower than 4UBF.DE's 1.38% return.


EL48.DE

1D
0.00%
1M
0.48%
YTD
0.82%
6M
0.92%
1Y
1.38%
3Y*
3.27%
5Y*
-1.15%
10Y*
-0.39%

4UBF.DE

1D
0.00%
1M
0.56%
YTD
1.38%
6M
1.46%
1Y
2.46%
3Y*
5.09%
5Y*
-0.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL48.DE vs. 4UBF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
0.82%2.29%2.96%5.22%-14.74%-1.41%
4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc
1.38%3.23%4.51%8.22%-15.67%-0.31%

Correlation

The correlation between EL48.DE and 4UBF.DE is 0.54, 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

0.54

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

0.67

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

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2021

0.74

Over the past year, the correlation between EL48.DE and 4UBF.DE has dropped to 0.54 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

EL48.DE vs. 4UBF.DE — Risk / Return Rank

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

EL48.DE
EL48.DE Risk / Return Rank: 1616
Overall Rank
EL48.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EL48.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EL48.DE Omega Ratio Rank: 1616
Omega Ratio Rank
EL48.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EL48.DE Martin Ratio Rank: 1616
Martin Ratio Rank

4UBF.DE
4UBF.DE Risk / Return Rank: 2121
Overall Rank
4UBF.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
4UBF.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
4UBF.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBF.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
4UBF.DE Martin Ratio Rank: 2424
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.

EL48.DE vs. 4UBF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EL48.DE4UBF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratioReturn relative to maximum drawdown

0.62

0.86

-0.24

Martin ratioReturn relative to average drawdown

1.53

2.79

-1.26

EL48.DE vs. 4UBF.DE - Sharpe Ratio Comparison

The current EL48.DE Sharpe Ratio is 0.55, which is comparable to the 4UBF.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EL48.DE and 4UBF.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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Drawdowns

EL48.DE vs. 4UBF.DE - Drawdown Comparison

The maximum EL48.DE drawdown since its inception was -18.24%, smaller than the maximum 4UBF.DE drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for EL48.DE and 4UBF.DE.


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Drawdown Indicators


EL48.DE4UBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.24%

-19.99%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-2.88%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-2.22%

-2.88%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-19.99%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-18.24%

Current Drawdown

Current decline from peak

-7.89%

-2.18%

-5.71%

Average Drawdown

Average peak-to-trough decline

-4.24%

-8.47%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.88%

+0.02%

Volatility

EL48.DE vs. 4UBF.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) is 0.59%, while UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) has a volatility of 0.79%. This indicates that EL48.DE experiences smaller price fluctuations and is considered to be less risky than 4UBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL48.DE4UBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.79%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

3.03%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

3.68%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

5.09%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

5.00%

-1.77%

EL48.DE vs. 4UBF.DE - Expense Ratio Comparison

EL48.DE has a 0.09% expense ratio, which is lower than 4UBF.DE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EL48.DE vs. 4UBF.DE - Dividend Comparison

EL48.DE's dividend yield for the trailing twelve months is around 2.06%, while 4UBF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) 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%
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
2.06%2.45%1.70%1.66%0.19%0.15%0.19%0.28%0.28%0.87%0.90%0.94%

Frequently Asked Questions


EL48.DE and 4UBF.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL48.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL48.DE is cheaper with a 0.09% expense ratio, compared with 0.13% for 4UBF.DE.

EL48.DE tracks iBoxx® EUR Liquid Germany Covered Diversified, while 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable. They also come from different issuers: Deka and UBS. Their fees differ too: 0.09% for EL48.DE and 0.13% for 4UBF.DE.

Portfolio Optimizer

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