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EL4F.DE vs. EL4T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4F.DE vs. EL4T.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 Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.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 EL4T.DE's -0.14% return. Over the past 10 years, EL4F.DE has outperformed EL4T.DE with an annualized return of 8.87%, while EL4T.DE has yielded a comparatively lower -0.56% 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%

EL4T.DE

1D
0.05%
1M
-0.02%
YTD
-0.14%
6M
-0.19%
1Y
0.11%
3Y*
1.95%
5Y*
-0.85%
10Y*
-0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4F.DE vs. EL4T.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%
EL4T.DE
Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF
-0.14%1.23%1.66%4.09%-9.83%-1.28%-0.09%-0.15%0.48%-1.32%

Correlation

The correlation between EL4F.DE and EL4T.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.10

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

0.05

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2009

-0.17

The correlation between EL4F.DE and EL4T.DE shifts across timeframes, from -0.17 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EL4F.DE vs. EL4T.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

EL4T.DE
EL4T.DE Risk / Return Rank: 88
Overall Rank
EL4T.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EL4T.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EL4T.DE Omega Ratio Rank: 77
Omega Ratio Rank
EL4T.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EL4T.DE Martin Ratio Rank: 88
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. EL4T.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 Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.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.DEEL4T.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.04

0.99

+0.05

Calmar ratioReturn relative to maximum drawdown

0.18

-0.07

+0.25

Martin ratioReturn relative to average drawdown

0.57

-0.17

+0.74

EL4F.DE vs. EL4T.DE - Sharpe Ratio Comparison

The current EL4F.DE Sharpe Ratio is 0.14, which is higher than the EL4T.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of EL4F.DE and EL4T.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.DEEL4T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.06

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.24

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

-0.21

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.25

+0.11

Drawdowns

EL4F.DE vs. EL4T.DE - Drawdown Comparison

The maximum EL4F.DE drawdown since its inception was -45.08%, which is greater than EL4T.DE's maximum drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for EL4F.DE and EL4T.DE.


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Drawdown Indicators


EL4F.DEEL4T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.08%

-13.89%

-31.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-2.04%

-10.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

-2.28%

-13.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-12.08%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-38.59%

-13.89%

-24.70%

Current Drawdown

Current decline from peak

-2.26%

-6.64%

+4.38%

Average Drawdown

Average peak-to-trough decline

-8.33%

-3.05%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

0.81%

+3.17%

Volatility

EL4F.DE vs. EL4T.DE - Volatility Comparison

Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) has a higher volatility of 5.16% compared to Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.DE) at 0.98%. This indicates that EL4F.DE's price experiences larger fluctuations and is considered to be riskier than EL4T.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.DEEL4T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

0.98%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

2.08%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

2.36%

+13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

3.49%

+13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

2.69%

+15.56%

EL4F.DE vs. EL4T.DE - Expense Ratio Comparison

Both EL4F.DE and EL4T.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. EL4T.DE - Dividend Comparison

EL4F.DE's dividend yield for the trailing twelve months is around 1.80%, more than EL4T.DE's 1.35% 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%
EL4T.DE
Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF
1.35%1.33%1.34%0.83%0.21%0.61%0.96%0.99%0.91%1.44%1.56%1.80%

Frequently Asked Questions


EL4F.DE and EL4T.DE have a correlation of 0.28, 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 EL4T.DE have the same expense ratio: 0.15% per year.

EL4F.DE is categorized as Europe Equities, while EL4T.DE is European Government Bonds. EL4F.DE tracks DAX®, while EL4T.DE tracks Deutsche Börse EUROGOV® Germany 3-5.

Portfolio Optimizer

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