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EL4F.DE vs. EL4P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4F.DE vs. EL4P.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.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, EL4F.DE achieves a 1.34% return, which is significantly higher than EL4P.DE's 0.16% return. Over the past 10 years, EL4F.DE has outperformed EL4P.DE with an annualized return of 8.87%, while EL4P.DE has yielded a comparatively lower -0.11% annualized return.


EL4F.DE

1D
0.54%
1M
-0.05%
YTD
1.34%
6M
3.38%
1Y
2.04%
3Y*
15.44%
5Y*
9.08%
10Y*
8.87%

EL4P.DE

1D
0.06%
1M
0.03%
YTD
0.16%
6M
0.17%
1Y
0.76%
3Y*
2.69%
5Y*
-2.34%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4F.DE vs. EL4P.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF
1.34%22.54%18.07%19.54%-12.81%15.13%2.76%24.66%-18.50%12.62%
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
0.16%1.64%1.06%8.67%-20.09%-3.04%4.34%6.96%1.47%0.72%

Correlation

The correlation between EL4F.DE and EL4P.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.22

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

0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2009

0.05

Over the past year, EL4F.DE and EL4P.DE have become more correlated (0.39) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

EL4F.DE vs. EL4P.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4F.DE
EL4F.DE Risk / Return Rank: 1111
Overall Rank
EL4F.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EL4F.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EL4F.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EL4F.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EL4F.DE Martin Ratio Rank: 1212
Martin Ratio Rank

EL4P.DE
EL4P.DE Risk / Return Rank: 1010
Overall Rank
EL4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EL4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EL4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
EL4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
EL4P.DE Martin Ratio Rank: 1010
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.

EL4F.DE vs. EL4P.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.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.


EL4F.DEEL4P.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.04

1.02

+0.02

Calmar ratioReturn relative to maximum drawdown

0.18

0.08

+0.10

Martin ratioReturn relative to average drawdown

0.57

0.21

+0.36

EL4F.DE vs. EL4P.DE - Sharpe Ratio Comparison

The current EL4F.DE Sharpe Ratio is 0.14, which is higher than the EL4P.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of EL4F.DE and EL4P.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


EL4F.DEEL4P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.07

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.31

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

-0.02

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.44

-0.08

Drawdowns

EL4F.DE vs. EL4P.DE - Drawdown Comparison

The maximum EL4F.DE drawdown since its inception was -45.08%, which is greater than EL4P.DE's maximum drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for EL4F.DE and EL4P.DE.


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Drawdown Indicators


EL4F.DEEL4P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.08%

-23.50%

-21.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-4.09%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

-4.65%

-11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-23.13%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.59%

-23.50%

-15.09%

Current Drawdown

Current decline from peak

-2.26%

-13.76%

+11.50%

Average Drawdown

Average peak-to-trough decline

-8.33%

-5.77%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

1.53%

+2.45%

Volatility

EL4F.DE vs. EL4P.DE - Volatility Comparison

Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) has a higher volatility of 5.16% compared to Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) at 1.99%. This indicates that EL4F.DE's price experiences larger fluctuations and is considered to be riskier than EL4P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4F.DEEL4P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

1.99%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

4.11%

+8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

4.97%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

7.48%

+9.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

6.06%

+12.19%

EL4F.DE vs. EL4P.DE - Expense Ratio Comparison

Both EL4F.DE and EL4P.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EL4F.DE vs. EL4P.DE - Dividend Comparison

EL4F.DE's dividend yield for the trailing twelve months is around 1.80%, less than EL4P.DE's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF
1.80%1.82%2.10%2.63%2.72%1.86%2.19%2.42%2.94%2.76%2.66%2.70%
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
3.64%2.66%1.83%1.37%0.39%0.62%0.83%1.08%0.64%1.41%1.80%2.32%

Frequently Asked Questions


EL4F.DE and EL4P.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EL4F.DE and EL4P.DE have the same expense ratio: 0.15% per year.

EL4F.DE is categorized as Europe Equities, while EL4P.DE is European Government Bonds. EL4F.DE tracks DAX®, while EL4P.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 7-10.

Portfolio Optimizer

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