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

Performance

EL4C.DE vs. EXSB.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 iShares DivDAX UCITS ETF (DE) (EXSB.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 higher than EXSB.DE's 1.54% return. Both investments have delivered pretty close results over the past 10 years, with EL4C.DE having a 7.35% annualized return and EXSB.DE not far ahead at 7.59%.


EL4C.DE

1D
0.62%
1M
-0.01%
YTD
12.27%
6M
13.94%
1Y
5.07%
3Y*
1.76%
5Y*
-2.09%
10Y*
7.35%

EXSB.DE

1D
-0.71%
1M
-0.92%
YTD
1.54%
6M
3.75%
1Y
8.12%
3Y*
9.41%
5Y*
5.53%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4C.DE vs. EXSB.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%
EXSB.DE
iShares DivDAX UCITS ETF (DE)
1.54%21.72%4.26%17.02%-11.05%13.58%2.20%23.19%-16.62%13.85%

Correlation

The correlation between EL4C.DE and EXSB.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2008

0.39

The correlation between EL4C.DE and EXSB.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. EXSB.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

EXSB.DE
EXSB.DE Risk / Return Rank: 1919
Overall Rank
EXSB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 2020
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. EXSB.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 iShares DivDAX UCITS ETF (DE) (EXSB.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.DEEXSB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratioReturn relative to maximum drawdown

0.33

0.82

-0.49

Martin ratioReturn relative to average drawdown

0.70

2.26

-1.56

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

The current EL4C.DE Sharpe Ratio is 0.23, which is lower than the EXSB.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of EL4C.DE and EXSB.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.DEEXSB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.55

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.32

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.40

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.34

+0.02

Drawdowns

EL4C.DE vs. EXSB.DE - Drawdown Comparison

The maximum EL4C.DE drawdown since its inception was -50.13%, smaller than the maximum EXSB.DE drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and EXSB.DE.


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Drawdown Indicators


EL4C.DEEXSB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.13%

-60.17%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.20%

-9.88%

-5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.07%

-15.89%

-12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-44.48%

-25.49%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.48%

-41.68%

-2.80%

Current Drawdown

Current decline from peak

-26.07%

-5.13%

-20.94%

Average Drawdown

Average peak-to-trough decline

-16.08%

-12.25%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

3.58%

+3.61%

Volatility

EL4C.DE vs. EXSB.DE - Volatility Comparison

Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to iShares DivDAX UCITS ETF (DE) (EXSB.DE) at 3.57%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than EXSB.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.DEEXSB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

3.57%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

11.51%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

21.87%

14.64%

+7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

16.99%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

18.65%

+2.90%

EL4C.DE vs. EXSB.DE - Expense Ratio Comparison

EL4C.DE has a 0.65% expense ratio, which is higher than EXSB.DE's 0.31% expense ratio.


Dividends

EL4C.DE vs. EXSB.DE - Dividend Comparison

EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than EXSB.DE's 3.06% yield.


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%
EXSB.DE
iShares DivDAX UCITS ETF (DE)
3.06%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%

Frequently Asked Questions


EL4C.DE and EXSB.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSB.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSB.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for EL4C.DE.

EL4C.DE tracks STOXX® Europe Strong Growth 20, while EXSB.DE tracks DivDAX®. They also come from different issuers: Deka and iShares. Their fees differ too: 0.65% for EL4C.DE and 0.31% for EXSB.DE.

Portfolio Optimizer

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