EL4B.DE vs. 5HEU.DE
EL4B.DE (Deka EURO STOXX 50 UCITS ETF) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - EL4B.DE tracks the EURO STOXX® 50 while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.69 correlation means they provide meaningful diversification when combined. EL4B.DE charges 0.15%/yr vs 0.75%/yr for 5HEU.DE.
Performance
EL4B.DE vs. 5HEU.DE - Performance Comparison
Loading charts...
Returns By Period
EL4B.DE
- 1D
- 0.71%
- 1M
- 1.73%
- YTD
- 7.06%
- 6M
- 8.43%
- 1Y
- 15.56%
- 3Y*
- 15.51%
- 5Y*
- 11.39%
- 10Y*
- 10.43%
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EL4B.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EL4B.DE Deka EURO STOXX 50 UCITS ETF | 7.06% | 22.15% | 10.94% | 22.39% | -6.19% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
Correlation
The correlation between EL4B.DE and 5HEU.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.69 |
Over the past year, the correlation between EL4B.DE and 5HEU.DE has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EL4B.DE vs. 5HEU.DE — Risk / Return Rank
EL4B.DE
5HEU.DE
EL4B.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX 50 UCITS ETF (EL4B.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| EL4B.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | — | — |
| Martin ratioReturn relative to average drawdown | 4.84 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EL4B.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | — | — |
Drawdowns
EL4B.DE vs. 5HEU.DE - Drawdown Comparison
Loading charts...
Drawdown Indicators
| EL4B.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.03% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | — | — |
Average DrawdownAverage peak-to-trough decline | -11.30% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | — | — |
Volatility
EL4B.DE vs. 5HEU.DE - Volatility Comparison
Loading charts...
Volatility by Period
| EL4B.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | — | — |
EL4B.DE vs. 5HEU.DE - Expense Ratio Comparison
EL4B.DE has a 0.15% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Dividends
EL4B.DE vs. 5HEU.DE - Dividend Comparison
EL4B.DE's dividend yield for the trailing twelve months is around 2.19%, while 5HEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4B.DE Deka EURO STOXX 50 UCITS ETF | 2.19% | 2.36% | 2.77% | 2.77% | 2.85% | 2.22% | 2.06% | 3.04% | 4.02% | 3.31% | 3.23% | 3.34% |
Frequently Asked Questions
EL4B.DE and 5HEU.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4B.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4B.DE is cheaper with a 0.15% expense ratio, compared with 0.75% for 5HEU.DE.
EL4B.DE tracks EURO STOXX® 50, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: Deka and Natixis. Their fees differ too: 0.15% for EL4B.DE and 0.75% for 5HEU.DE.
Find the right allocation for EL4B.DE and 5HEU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer