EL4C.DE vs. DBXI.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EL4C.DE returned 7.35%/yr vs 14.91%/yr for DBXI.DE. At a 0.39 correlation, their price movements are largely independent. EL4C.DE charges 0.65%/yr vs 0.30%/yr for DBXI.DE.
Performance
EL4C.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4C.DE achieves a 12.27% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, EL4C.DE has underperformed DBXI.DE with an annualized return of 7.35%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
EL4C.DE
- 1D
- 0.62%
- 1M
- -1.94%
- YTD
- 12.27%
- 6M
- 13.80%
- 1Y
- 4.48%
- 3Y*
- 1.76%
- 5Y*
- -2.09%
- 10Y*
- 7.35%
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
EL4C.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 12.27% | -3.34% | -6.07% | 15.53% | -35.98% | 26.15% | 24.97% | 48.01% | -5.01% | 21.71% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between EL4C.DE and DBXI.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008 | 0.39 |
The correlation between EL4C.DE and DBXI.DE shifts across timeframes, from 0.39 (all time) to 0.63 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL4C.DE vs. DBXI.DE — Risk / Return Rank
EL4C.DE
DBXI.DE
EL4C.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.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.
| EL4C.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.34 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 3.17 | -2.84 |
| Martin ratioReturn relative to average drawdown | 0.70 | 11.42 | -10.71 |
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
| EL4C.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.94 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 1.09 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.75 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.19 | +0.16 |
Drawdowns
EL4C.DE vs. DBXI.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and DBXI.DE.
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Drawdown Indicators
| EL4C.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -69.49% | +19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -9.62% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -17.56% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -25.10% | -19.38% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | -40.46% | -4.02% |
Current DrawdownCurrent decline from peak | -26.07% | -0.77% | -25.30% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -29.56% | +13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 2.67% | +4.52% |
Volatility
EL4C.DE vs. DBXI.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 4.63%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4C.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 4.63% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 12.34% | +5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 15.69% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 18.31% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 20.37% | +1.18% |
EL4C.DE vs. DBXI.DE - Expense Ratio Comparison
EL4C.DE has a 0.65% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.
Dividends
EL4C.DE vs. DBXI.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 0.79% | 0.79% | 0.67% | 0.42% | 4.57% | 0.00% | 0.00% | 0.00% | 0.21% | 0.16% | 0.24% | 0.17% |
Frequently Asked Questions
EL4C.DE and DBXI.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXI.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EL4C.DE.
EL4C.DE tracks STOXX® Europe Strong Growth 20, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.65% for EL4C.DE and 0.30% for DBXI.DE.
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