EL4C.DE vs. VALD.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and VALD.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) are both Europe Equities funds - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while VALD.DE tracks the BNP Paribas Value Europe ESG. Both are passively managed. Over the past 5 years, EL4C.DE returned -2.09%/yr vs 7.81%/yr for VALD.DE. A 0.63 correlation means they provide meaningful diversification when combined. EL4C.DE charges 0.65%/yr vs 0.30%/yr for VALD.DE.
Performance
EL4C.DE vs. VALD.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 VALD.DE's 10.40% 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%
VALD.DE
- 1D
- 0.88%
- 1M
- -0.37%
- YTD
- 10.40%
- 6M
- 13.25%
- 1Y
- 18.49%
- 3Y*
- 16.67%
- 5Y*
- 7.81%
- 10Y*
- —
EL4C.DE vs. VALD.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% | 14.92% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.40% | 23.55% | 9.24% | 14.99% | -19.44% | 23.32% | -12.12% | 17.75% | -12.42% | 14.18% |
Correlation
The correlation between EL4C.DE and VALD.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2017 | 0.63 |
The correlation between EL4C.DE and VALD.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
EL4C.DE vs. VALD.DE — Risk / Return Rank
EL4C.DE
VALD.DE
EL4C.DE vs. VALD.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 BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.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 | VALD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.47 | -2.14 |
| Martin ratioReturn relative to average drawdown | 0.70 | 8.35 | -7.65 |
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 | VALD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.62 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.54 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.03 |
Drawdowns
EL4C.DE vs. VALD.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, which is greater than VALD.DE's maximum drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and VALD.DE.
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Drawdown Indicators
| EL4C.DE | VALD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -41.02% | -9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -7.54% | -7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -14.17% | -13.90% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -31.14% | -13.34% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | — | — |
Current DrawdownCurrent decline from peak | -26.07% | -0.96% | -25.11% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -8.18% | -7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 2.24% | +4.95% |
Volatility
EL4C.DE vs. VALD.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) at 3.80%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than VALD.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 | VALD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 3.80% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 9.29% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 11.54% | +10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 14.41% | +8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 15.89% | +5.66% |
EL4C.DE vs. VALD.DE - Expense Ratio Comparison
EL4C.DE has a 0.65% expense ratio, which is higher than VALD.DE's 0.30% expense ratio.
Dividends
EL4C.DE vs. VALD.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than VALD.DE's 3.00% 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% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 3.00% | 3.36% | 3.35% | 3.36% | 3.99% | 2.17% | 5.02% | 4.92% | 4.84% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4C.DE and VALD.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VALD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VALD.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 VALD.DE tracks BNP Paribas Value Europe ESG. They also come from different issuers: Deka and BNP Paribas. Their fees differ too: 0.65% for EL4C.DE and 0.30% for VALD.DE.
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