EL4C.DE vs. DXSA.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) are both Europe Equities funds - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while DXSA.DE tracks the EURO STOXX® Quality Dividend 50. Both are passively managed. Over the past 10 years, EL4C.DE returned 7.35%/yr vs 9.19%/yr for DXSA.DE. At a 0.39 correlation, their price movements are largely independent. EL4C.DE charges 0.65%/yr vs 0.30%/yr for DXSA.DE.
Performance
EL4C.DE vs. DXSA.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 higher than DXSA.DE's 9.28% return. Over the past 10 years, EL4C.DE has underperformed DXSA.DE with an annualized return of 7.35%, while DXSA.DE has yielded a comparatively higher 9.19% 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%
DXSA.DE
- 1D
- 0.23%
- 1M
- 1.51%
- YTD
- 9.28%
- 6M
- 11.75%
- 1Y
- 19.18%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
EL4C.DE vs. DXSA.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% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | 10.40% |
Correlation
The correlation between EL4C.DE and DXSA.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008 | 0.39 |
The correlation between EL4C.DE and DXSA.DE shifts across timeframes, from 0.39 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL4C.DE vs. DXSA.DE — Risk / Return Rank
EL4C.DE
DXSA.DE
EL4C.DE vs. DXSA.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 Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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 | DXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.34 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.59 | -2.26 |
| Martin ratioReturn relative to average drawdown | 0.70 | 8.70 | -8.00 |
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 | DXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.87 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.85 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.59 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.16 | +0.20 |
Drawdowns
EL4C.DE vs. DXSA.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and DXSA.DE.
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Drawdown Indicators
| EL4C.DE | DXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -71.31% | +21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -7.57% | -7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -15.08% | -12.99% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -23.14% | -21.34% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | -36.15% | -8.33% |
Current DrawdownCurrent decline from peak | -26.07% | -0.96% | -25.11% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -23.06% | +6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 2.26% | +4.93% |
Volatility
EL4C.DE vs. DXSA.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.73%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than DXSA.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 | DXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 2.73% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 8.39% | +9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 10.51% | +11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 14.03% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 15.60% | +5.95% |
EL4C.DE vs. DXSA.DE - Expense Ratio Comparison
EL4C.DE has a 0.65% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.
Dividends
EL4C.DE vs. DXSA.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than DXSA.DE's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
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 DXSA.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSA.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 DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.65% for EL4C.DE and 0.30% for DXSA.DE.
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