EL4G.DE vs. DBXI.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 14.91%/yr for DBXI.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
EL4G.DE vs. DBXI.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 DBXI.DE's 14.49% return. Over the past 10 years, EL4G.DE has underperformed DBXI.DE with an annualized return of 7.22%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
EL4G.DE vs. DBXI.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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between EL4G.DE and DBXI.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2008 | 0.73 |
The correlation between EL4G.DE and DBXI.DE shifts across timeframes, from 0.73 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. DBXI.DE — Risk / Return Rank
EL4G.DE
DBXI.DE
EL4G.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.17 | -0.50 |
| Martin ratioReturn relative to average drawdown | 8.37 | 11.42 | -3.05 |
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 | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.94 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.09 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.75 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.19 | +0.08 |
Drawdowns
EL4G.DE vs. DBXI.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and DBXI.DE.
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Drawdown Indicators
| EL4G.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -69.49% | +13.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -9.62% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -17.56% | +4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -25.10% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -40.46% | -1.95% |
Current DrawdownCurrent decline from peak | -1.41% | -0.77% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -29.56% | +18.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.67% | -0.16% |
Volatility
EL4G.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.32%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.63% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 12.34% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 15.69% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 18.31% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 20.37% | -3.28% |
EL4G.DE vs. DBXI.DE - Expense Ratio Comparison
Both EL4G.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
EL4G.DE vs. DBXI.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
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 DBXI.DE have a correlation of 0.82, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EL4G.DE and DBXI.DE have the same expense ratio: 0.30% per year.
EL4G.DE tracks EURO STOXX® Select Dividend 30, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Deka and Xtrackers.
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