EL4E.DE vs. EL4G.DE
EL4E.DE (Deka STOXX Europe Strong Style Composite 40 UCITS ETF) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both Europe Equities funds from Deka - EL4E.DE tracks the STOXX Europe Strong Style Composite 40 Index while EL4G.DE tracks the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL4E.DE returned 8.89%/yr vs 7.82%/yr for EL4G.DE. A 0.72 correlation means they provide meaningful diversification when combined. EL4E.DE charges 0.66%/yr vs 0.30%/yr for EL4G.DE.
Performance
EL4E.DE vs. EL4G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4E.DE achieves a 6.79% return, which is significantly lower than EL4G.DE's 12.22% return. Over the past 10 years, EL4E.DE has outperformed EL4G.DE with an annualized return of 8.89%, while EL4G.DE has yielded a comparatively lower 7.82% annualized return.
EL4E.DE
- 1D
- -0.17%
- 1M
- -0.50%
- 6M
- 0.99%
- YTD
- 6.79%
- 1Y
- 9.67%
- 3Y*
- 10.78%
- 5Y*
- 2.65%
- 10Y*
- 8.89%
EL4G.DE
- 1D
- 0.25%
- 1M
- 2.06%
- 6M
- 11.26%
- YTD
- 12.22%
- 1Y
- 23.88%
- 3Y*
- 21.24%
- 5Y*
- 10.35%
- 10Y*
- 7.82%
EL4E.DE vs. EL4G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 6.79% | 10.62% | 11.03% | 16.21% | -27.49% | 23.99% | 14.63% | 31.38% | -7.27% | 14.23% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 12.22% | 42.40% | 7.75% | 4.13% | -12.98% | 23.27% | -18.16% | 22.52% | -11.27% | 9.51% |
Correlation
The correlation between EL4E.DE and EL4G.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2008 | 0.72 |
The correlation between EL4E.DE and EL4G.DE shifts across timeframes, from 0.58 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EL4E.DE vs. EL4G.DE — Risk / Return Rank
EL4E.DE
EL4G.DE
EL4E.DE vs. EL4G.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) and Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL4E.DE | EL4G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.03 | -2.17 |
| Martin ratioReturn relative to average drawdown | 2.36 | 9.45 | -7.10 |
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Drawdowns
EL4E.DE vs. EL4G.DE - Drawdown Comparison
The maximum EL4E.DE drawdown since its inception was -50.61%, smaller than the maximum EL4G.DE drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for EL4E.DE and EL4G.DE.
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Drawdown Indicators
| EL4E.DE | EL4G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -58.32% | +7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -7.86% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -12.71% | -10.24% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -24.14% | -16.55% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | -42.41% | +1.72% |
Current DrawdownCurrent decline from peak | -3.49% | 0.00% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -13.05% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.52% | +2.19% |
Volatility
EL4E.DE vs. EL4G.DE - Volatility Comparison
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.26% compared to Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) at 3.10%. This indicates that EL4E.DE's price experiences larger fluctuations and is considered to be riskier than EL4G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4E.DE | EL4G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.10% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 9.61% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 11.76% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 14.53% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 16.65% | +3.34% |
EL4E.DE vs. EL4G.DE - Expense Ratio Comparison
EL4E.DE has a 0.66% expense ratio, which is higher than EL4G.DE's 0.30% expense ratio.
Dividends
EL4E.DE vs. EL4G.DE - Dividend Comparison
EL4E.DE's dividend yield for the trailing twelve months is around 1.30%, less than EL4G.DE's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 1.30% | 0.93% | 1.28% | 0.60% | 2.51% | 0.23% | 0.95% | 1.28% | 1.02% | 0.23% | 2.62% | 1.99% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.49% | 4.38% | 5.64% | 5.82% | 5.35% | 3.30% | 3.69% | 4.67% | 5.05% | 3.58% | 3.83% | 3.81% |
Frequently Asked Questions
EL4E.DE and EL4G.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4G.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4G.DE is cheaper with a 0.30% expense ratio, compared with 0.66% for EL4E.DE.
EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while EL4G.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.66% for EL4E.DE and 0.30% for EL4G.DE.
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