EL4F.DE vs. SC0D.DE
EL4F.DE (Deka DAX (ausschüttend) UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EL4F.DE tracks the DAX® while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EL4F.DE returned 8.95%/yr vs 10.85%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. EL4F.DE charges 0.15%/yr vs 0.05%/yr for SC0D.DE.
Performance
EL4F.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4F.DE achieves a 0.82% return, which is significantly lower than SC0D.DE's 9.71% return. Over the past 10 years, EL4F.DE has underperformed SC0D.DE with an annualized return of 8.95%, while SC0D.DE has yielded a comparatively higher 10.85% annualized return.
EL4F.DE
- 1D
- -0.36%
- 1M
- -0.49%
- 6M
- -2.26%
- YTD
- 0.82%
- 1Y
- 1.36%
- 3Y*
- 14.83%
- 5Y*
- 9.18%
- 10Y*
- 8.95%
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
EL4F.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4F.DE Deka DAX (ausschüttend) UCITS ETF | 0.82% | 22.54% | 18.07% | 19.54% | -12.81% | 15.13% | 2.76% | 24.66% | -18.50% | 12.43% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between EL4F.DE and SC0D.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.91 |
The correlation between EL4F.DE and SC0D.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
EL4F.DE vs. SC0D.DE — Risk / Return Rank
EL4F.DE
SC0D.DE
EL4F.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| EL4F.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 1.71 | -1.60 |
| Martin ratioReturn relative to average drawdown | 0.34 | 6.00 | -5.66 |
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Drawdowns
EL4F.DE vs. SC0D.DE - Drawdown Comparison
The maximum EL4F.DE drawdown since its inception was -45.32%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EL4F.DE and SC0D.DE.
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Drawdown Indicators
| EL4F.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.32% | -38.50% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -10.93% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.79% | -16.54% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -23.38% | -3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -38.59% | -38.50% | -0.09% |
Current DrawdownCurrent decline from peak | -3.86% | -2.85% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -7.06% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 3.12% | +0.82% |
Volatility
EL4F.DE vs. SC0D.DE - Volatility Comparison
Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) has a higher volatility of 4.69% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.14%. This indicates that EL4F.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.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.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.14% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 13.36% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 16.12% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 17.55% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 17.90% | +0.10% |
EL4F.DE vs. SC0D.DE - Expense Ratio Comparison
EL4F.DE has a 0.15% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EL4F.DE vs. SC0D.DE - Dividend Comparison
EL4F.DE's dividend yield for the trailing twelve months is around 2.13%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4F.DE Deka DAX (ausschüttend) UCITS ETF | 2.13% | 1.82% | 2.10% | 2.63% | 2.72% | 1.86% | 2.19% | 2.42% | 2.94% | 2.60% | 2.66% | 2.70% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4F.DE and SC0D.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EL4F.DE.
EL4F.DE tracks DAX®, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.15% for EL4F.DE and 0.05% for SC0D.DE.
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