EL4C.DE vs. EL4F.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and EL4F.DE (Deka DAX (ausschüttend) UCITS ETF) are both Europe Equities funds from Deka - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while EL4F.DE tracks the DAX®. Both are passively managed. Over the past 10 years, EL4C.DE returned 7.35%/yr vs 8.87%/yr for EL4F.DE. At a 0.49 correlation, their price movements are largely independent. EL4C.DE charges 0.65%/yr vs 0.15%/yr for EL4F.DE.
Performance
EL4C.DE vs. EL4F.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 EL4F.DE's 1.34% return. Over the past 10 years, EL4C.DE has underperformed EL4F.DE with an annualized return of 7.35%, while EL4F.DE has yielded a comparatively higher 8.87% 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%
EL4F.DE
- 1D
- 0.54%
- 1M
- -0.05%
- YTD
- 1.34%
- 6M
- 3.38%
- 1Y
- 2.04%
- 3Y*
- 15.44%
- 5Y*
- 9.08%
- 10Y*
- 8.87%
EL4C.DE vs. EL4F.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% |
EL4F.DE Deka DAX (ausschüttend) UCITS ETF | 1.34% | 22.54% | 18.07% | 19.54% | -12.81% | 15.13% | 2.76% | 24.66% | -18.50% | 12.62% |
Correlation
The correlation between EL4C.DE and EL4F.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2008 | 0.49 |
Over the past year, EL4C.DE and EL4F.DE have become more correlated (0.70) than their long-term average of 0.49, meaning their price movements have been converging.
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Return for Risk
EL4C.DE vs. EL4F.DE — Risk / Return Rank
EL4C.DE
EL4F.DE
EL4C.DE vs. EL4F.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 Deka DAX (ausschüttend) UCITS ETF (EL4F.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 | EL4F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.04 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.18 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.70 | 0.57 | +0.13 |
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 | EL4F.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.14 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.52 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.48 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.36 | 0.00 |
Drawdowns
EL4C.DE vs. EL4F.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, which is greater than EL4F.DE's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and EL4F.DE.
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Drawdown Indicators
| EL4C.DE | EL4F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -45.08% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -12.36% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -15.79% | -12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -26.71% | -17.77% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | -38.59% | -5.89% |
Current DrawdownCurrent decline from peak | -26.07% | -2.26% | -23.81% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -8.33% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 3.98% | +3.21% |
Volatility
EL4C.DE vs. EL4F.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) at 5.16%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than EL4F.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 | EL4F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 5.16% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 13.00% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 16.09% | +5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 17.13% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 18.25% | +3.30% |
EL4C.DE vs. EL4F.DE - Expense Ratio Comparison
EL4C.DE has a 0.65% expense ratio, which is higher than EL4F.DE's 0.15% expense ratio.
Dividends
EL4C.DE vs. EL4F.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than EL4F.DE's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EL4F.DE Deka DAX (ausschüttend) UCITS ETF | 1.80% | 1.82% | 2.10% | 2.63% | 2.72% | 1.86% | 2.19% | 2.42% | 2.94% | 2.76% | 2.66% | 2.70% |
Frequently Asked Questions
EL4C.DE and EL4F.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4F.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4F.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for EL4C.DE.
EL4C.DE tracks STOXX® Europe Strong Growth 20, while EL4F.DE tracks DAX®. Their fees differ too: 0.65% for EL4C.DE and 0.15% for EL4F.DE.
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