EL4G.DE vs. CEMS.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.90 suggests significant overlap in exposure. EL4G.DE charges 0.30%/yr vs 0.25%/yr for CEMS.DE.
Performance
EL4G.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4G.DE achieves a 7.82% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, EL4G.DE has underperformed CEMS.DE with an annualized return of 7.22%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
EL4G.DE
- 1D
- 0.34%
- 1M
- 1.11%
- YTD
- 7.82%
- 6M
- 10.85%
- 1Y
- 20.67%
- 3Y*
- 19.84%
- 5Y*
- 9.08%
- 10Y*
- 7.22%
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
EL4G.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 7.82% | 42.41% | 7.70% | 4.13% | -12.83% | 23.11% | -18.16% | 22.50% | -11.36% | 9.45% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Correlation
The correlation between EL4G.DE and CEMS.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
The correlation between EL4G.DE and CEMS.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
EL4G.DE vs. CEMS.DE — Risk / Return Rank
EL4G.DE
CEMS.DE
EL4G.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| EL4G.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.29 | -0.62 |
| Martin ratioReturn relative to average drawdown | 8.37 | 12.37 | -4.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL4G.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.37 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.94 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.61 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.49 | -0.21 |
Drawdowns
EL4G.DE vs. CEMS.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than CEMS.DE's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and CEMS.DE.
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Drawdown Indicators
| EL4G.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -40.20% | -15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -9.99% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -17.57% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -19.55% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -40.20% | -2.21% |
Current DrawdownCurrent decline from peak | -1.41% | -1.26% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -7.49% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.66% | -0.15% |
Volatility
EL4G.DE vs. CEMS.DE - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.32%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4G.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.65% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 11.17% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 13.87% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 15.23% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.43% | -0.34% |
EL4G.DE vs. CEMS.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.
Dividends
EL4G.DE vs. CEMS.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor 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% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.04% | 4.38% | 5.65% | 5.82% | 5.35% | 3.31% | 3.69% | 4.67% | 4.94% | 3.53% | 3.83% | 3.81% |
Frequently Asked Questions
EL4G.DE and CEMS.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE tracks EURO STOXX® Select Dividend 30, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for EL4G.DE and 0.25% for CEMS.DE.
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