EL4E.DE vs. EXSH.DE
EL4E.DE (Deka STOXX Europe Strong Style Composite 40 UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - EL4E.DE tracks the STOXX Europe Strong Style Composite 40 Index while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EL4E.DE returned 8.89%/yr vs 10.03%/yr for EXSH.DE. A 0.70 correlation means they provide meaningful diversification when combined. EL4E.DE charges 0.66%/yr vs 0.32%/yr for EXSH.DE.
Performance
EL4E.DE vs. EXSH.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 EXSH.DE's 16.62% return. Over the past 10 years, EL4E.DE has underperformed EXSH.DE with an annualized return of 8.89%, while EXSH.DE has yielded a comparatively higher 10.03% 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%
EXSH.DE
- 1D
- 0.51%
- 1M
- 1.55%
- 6M
- 13.99%
- YTD
- 16.62%
- 1Y
- 34.13%
- 3Y*
- 23.60%
- 5Y*
- 12.91%
- 10Y*
- 10.03%
EL4E.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 16.62% | 44.77% | 4.92% | 9.87% | -11.13% | 23.58% | -10.14% | 26.86% | -5.35% | 4.51% |
Correlation
The correlation between EL4E.DE and EXSH.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2008 | 0.70 |
The correlation between EL4E.DE and EXSH.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
EL4E.DE vs. EXSH.DE — Risk / Return Rank
EL4E.DE
EXSH.DE
EL4E.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.49 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 5.11 | -4.26 |
| Martin ratioReturn relative to average drawdown | 2.36 | 16.19 | -13.83 |
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Drawdowns
EL4E.DE vs. EXSH.DE - Drawdown Comparison
The maximum EL4E.DE drawdown since its inception was -50.61%, smaller than the maximum EXSH.DE drawdown of -70.19%. Use the drawdown chart below to compare losses from any high point for EL4E.DE and EXSH.DE.
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Drawdown Indicators
| EL4E.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -70.19% | +19.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -6.65% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -14.42% | -8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -23.46% | -17.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | -40.37% | -0.32% |
Current DrawdownCurrent decline from peak | -3.49% | 0.00% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -24.77% | +12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.10% | +2.61% |
Volatility
EL4E.DE vs. EXSH.DE - Volatility Comparison
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.26% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.05%. This indicates that EL4E.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.05% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 10.09% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 12.28% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 14.60% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 16.83% | +3.16% |
EL4E.DE vs. EXSH.DE - Expense Ratio Comparison
EL4E.DE has a 0.66% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.
Dividends
EL4E.DE vs. EXSH.DE - Dividend Comparison
EL4E.DE's dividend yield for the trailing twelve months is around 1.30%, less than EXSH.DE's 4.95% 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.95% | 5.06% | 5.08% | 5.55% | 5.26% | 3.26% | 3.11% | 3.90% | 3.85% | 4.36% | 4.33% | 3.44% |
Frequently Asked Questions
EL4E.DE and EXSH.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.66% for EL4E.DE.
EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Deka and iShares. Their fees differ too: 0.66% for EL4E.DE and 0.32% for EXSH.DE.
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