EL4C.DE vs. EUPE.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EL4C.DE returned 7.35%/yr vs 8.97%/yr for EUPE.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
EL4C.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, EL4C.DE has underperformed EUPE.DE with an annualized return of 7.35%, while EUPE.DE has yielded a comparatively higher 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
EL4C.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between EL4C.DE and EUPE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.57 |
The correlation between EL4C.DE and EUPE.DE shifts across timeframes, from 0.47 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL4C.DE vs. EUPE.DE — Risk / Return Rank
EL4C.DE
EUPE.DE
EL4C.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 4.19 | -3.86 |
| Martin ratioReturn relative to average drawdown | 0.70 | 11.50 | -10.79 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 2.17 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.65 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.60 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.46 | -0.10 |
Drawdowns
EL4C.DE vs. EUPE.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and EUPE.DE.
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Drawdown Indicators
| EL4C.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -32.64% | -17.49% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -5.82% | -9.38% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -15.63% | -12.44% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -15.63% | -28.85% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | -32.64% | -11.84% |
Current DrawdownCurrent decline from peak | -26.07% | -3.04% | -23.03% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -4.95% | -11.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 2.13% | +5.06% |
Volatility
EL4C.DE vs. EUPE.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 3.64% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 8.56% | +9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 11.27% | +10.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 13.17% | +9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 14.99% | +6.56% |
EL4C.DE vs. EUPE.DE - Expense Ratio Comparison
Both EL4C.DE and EUPE.DE have an expense ratio of 0.65%.
Dividends
EL4C.DE vs. EUPE.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, while EUPE.DE has not paid dividends to shareholders.
| 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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (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% |
Frequently Asked Questions
EL4C.DE and EUPE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EL4C.DE and EUPE.DE have the same expense ratio: 0.65% per year.
EL4C.DE tracks STOXX® Europe Strong Growth 20, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Deka and Natixis.
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