EL4A.DE vs. VTI

Last updated Apr 3, 2026

Compare and contrast key facts about Deka DAX UCITS ETF (EL4A.DE) and Vanguard Total Stock Market ETF (VTI).

EL4A.DE and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4A.DE is a passively managed fund by Deka that tracks the performance of the DAX®. It was launched on Mar 14, 2008. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both EL4A.DE and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL4A.DE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka DAX UCITS ETF (EL4A.DE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

EL4A.DE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EL4A.DE Deka DAX UCITS ETF	-5.79%	22.57%	18.09%	19.52%	-12.77%	15.21%	3.01%	24.61%	-18.58%	12.49%
VTI Vanguard Total Stock Market ETF	-1.38%	3.20%	31.98%	22.27%	-14.54%	35.08%	11.10%	33.62%	-0.79%	6.32%

Different Trading Currencies

EL4A.DE is traded in EUR, while VTI is traded in USD. To make them comparable, the VTI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EL4A.DE achieves a -5.79% return, which is significantly lower than VTI's -1.80% return. Over the past 10 years, EL4A.DE has underperformed VTI with an annualized return of 8.43%, while VTI has yielded a comparatively higher 13.56% annualized return.

EL4A.DE

• 1D: -0.78%
• 1M: -2.90%
• YTD: -5.79%
• 6M: -5.46%
• 1Y: 2.70%
• 3Y*: 13.42%
• 5Y*: 8.29%
• 10Y*: 8.43%

VTI

• 1D: 0.00%
• 1M: -3.05%
• YTD: -1.80%
• 6M: -0.11%
• 1Y: 10.15%
• 3Y*: 15.72%
• 5Y*: 11.02%
• 10Y*: 13.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4A.DE vs. VTI - Expense Ratio Comparison

EL4A.DE has a 0.15% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

EL4A.DE

Deka DAX UCITS ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

EL4A.DE vs. VTI — Risk / Return Rank

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

EL4A.DE

EL4A.DE Risk / Return Rank: 16
EL4A.DE Sharpe Ratio Rank: 15
EL4A.DE Sortino Ratio Rank: 14
EL4A.DE Omega Ratio Rank: 14
EL4A.DE Calmar Ratio Rank: 19
EL4A.DE Martin Ratio Rank: 20

VTI

VTI Risk / Return Rank: 54
VTI Sharpe Ratio Rank: 48
VTI Sortino Ratio Rank: 52
VTI Omega Ratio Rank: 56
VTI Calmar Ratio Rank: 51
VTI Martin Ratio Rank: 62

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.

EL4A.DE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAX UCITS ETF (EL4A.DE) and Vanguard Total Stock Market ETF (VTI). 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.

	EL4A.DE	VTI	Difference
Sharpe ratio Return per unit of total volatility	0.15	0.48	-0.32
Sortino ratio Return per unit of downside risk	0.33	0.80	-0.47
Omega ratio Gain probability vs. loss probability	1.04	1.13	-0.09
Calmar ratio Return relative to maximum drawdown	0.48	0.73	-0.25
Martin ratio Return relative to average drawdown	1.68	3.07	-1.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL4A.DE vs. VTI - Sharpe Ratio Comparison

The current EL4A.DE Sharpe Ratio is 0.15, which is lower than the VTI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EL4A.DE and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EL4A.DE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	0.48	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.64	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.72	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.55	-0.19

Correlation

The correlation between EL4A.DE and VTI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EL4A.DE vs. VTI - Dividend Comparison

EL4A.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.16%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EL4A.DE Deka DAX UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.65%	0.56%	0.65%	0.60%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Drawdowns

EL4A.DE vs. VTI - Drawdown Comparison

The maximum EL4A.DE drawdown since its inception was -46.64%, smaller than the maximum VTI drawdown of -51.46%. Use the drawdown chart below to compare losses from any high point for EL4A.DE and VTI.

Drawdown Indicators

	EL4A.DE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-46.64%	-55.45%	+8.81%
Max Drawdown (1Y) Largest decline over 1 year	-12.34%	-8.92%	-3.42%
Max Drawdown (5Y) Largest decline over 5 years	-26.76%	-25.36%	-1.40%
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	-35.00%	-3.68%
Current Drawdown Current decline from peak	-9.10%	-5.39%	-3.71%
Average Drawdown Average peak-to-trough decline	-8.95%	-8.08%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.62%	+0.91%

Volatility

EL4A.DE vs. VTI - Volatility Comparison

Deka DAX UCITS ETF (EL4A.DE) has a higher volatility of 6.68% compared to Vanguard Total Stock Market ETF (VTI) at 4.45%. This indicates that EL4A.DE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EL4A.DE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	4.45%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	10.07%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	21.34%	-3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	17.22%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	18.79%	-0.48%