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EL4C.DE vs. EUPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4C.DE vs. EUPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4C.DE vs. EUPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4C.DE
EL4C.DE Risk / Return Rank: 1313
Overall Rank
EL4C.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EL4C.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EL4C.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EL4C.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EL4C.DE Martin Ratio Rank: 1212
Martin Ratio Rank

EUPE.DE
EUPE.DE Risk / Return Rank: 6969
Overall Rank
EUPE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EUPE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUPE.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EUPE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUPE.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEEUPE.DEDifference
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

EL4C.DE vs. EUPE.DE - Sharpe Ratio Comparison

The current EL4C.DE Sharpe Ratio is 0.23, which is lower than the EUPE.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of EL4C.DE and EUPE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL4C.DEEUPE.DEDifference

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.DEEUPE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-26.07%

-3.04%

-23.03%

Average Drawdown

Average peak-to-trough decline

-16.08%

-4.95%

-11.13%

Ulcer Index

Depth 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.DEEUPE.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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