EL4C.DE vs. WTEE.DE
EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EL4C.DE tracks the STOXX® Europe Strong Growth 20 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EL4C.DE returned -2.09%/yr vs 12.46%/yr for WTEE.DE. At a 0.44 correlation, their price movements are largely independent. EL4C.DE charges 0.65%/yr vs 0.29%/yr for WTEE.DE.
Performance
EL4C.DE vs. WTEE.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 WTEE.DE's 13.70% 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%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EL4C.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 12.27% | -3.34% | -6.07% | 15.53% | -35.98% | 26.15% | 12.49% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between EL4C.DE and WTEE.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 | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.44 |
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Return for Risk
EL4C.DE vs. WTEE.DE — Risk / Return Rank
EL4C.DE
WTEE.DE
EL4C.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.43 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 3.80 | -3.47 |
| Martin ratioReturn relative to average drawdown | 0.70 | 14.72 | -14.01 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 2.35 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.93 | -1.03 |
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 | 1.08 | -0.72 |
Drawdowns
EL4C.DE vs. WTEE.DE - Drawdown Comparison
The maximum EL4C.DE drawdown since its inception was -50.13%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for EL4C.DE and WTEE.DE.
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Drawdown Indicators
| EL4C.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.13% | -16.45% | -33.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -6.78% | -8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -28.07% | -14.12% | -13.95% |
Max Drawdown (5Y)Largest decline over 5 years | -44.48% | -16.45% | -28.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.48% | — | — |
Current DrawdownCurrent decline from peak | -26.07% | -1.96% | -24.11% |
Average DrawdownAverage peak-to-trough decline | -16.08% | -2.65% | -13.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 1.75% | +5.44% |
Volatility
EL4C.DE vs. WTEE.DE - Volatility Comparison
Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a higher volatility of 7.32% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that EL4C.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 3.73% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 8.73% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.87% | 10.94% | +10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 14.50% | +8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 14.99% | +6.56% |
EL4C.DE vs. WTEE.DE - Expense Ratio Comparison
EL4C.DE has a 0.65% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
EL4C.DE vs. WTEE.DE - Dividend Comparison
EL4C.DE's dividend yield for the trailing twelve months is around 0.79%, less than WTEE.DE's 4.55% 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% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4C.DE and WTEE.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, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.65% for EL4C.DE.
EL4C.DE tracks STOXX® Europe Strong Growth 20, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Deka and WisdomTree. Their fees differ too: 0.65% for EL4C.DE and 0.29% for WTEE.DE.
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