EL4G.DE vs. EL45.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL45.DE (Deka MSCI Japan Climate Change ESG CTB UCITS ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while EL45.DE is a Japan Equities fund tracking the MSCI Japan Climate Change ESG Select CTB Index. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.82%/yr vs 383.57%/yr for EL45.DE. At a 0.41 correlation, their price movements are largely independent. EL4G.DE charges 0.30%/yr vs 0.26%/yr for EL45.DE.
Performance
EL4G.DE vs. EL45.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4G.DE achieves a 12.22% return, which is significantly lower than EL45.DE's 15.53% return. Over the past 10 years, EL4G.DE has underperformed EL45.DE with an annualized return of 7.82%, while EL45.DE has yielded a comparatively higher 383.57% annualized return.
EL4G.DE
- 1D
- 0.25%
- 1M
- 2.06%
- 6M
- 11.26%
- YTD
- 12.22%
- 1Y
- 23.88%
- 3Y*
- 21.24%
- 5Y*
- 10.35%
- 10Y*
- 7.82%
EL45.DE
- 1D
- -1.72%
- 1M
- -0.71%
- 6M
- 10.63%
- YTD
- 15.53%
- 1Y
- 31.86%
- 3Y*
- 14.27%
- 5Y*
- 7.46%
- 10Y*
- 383.57%
EL4G.DE vs. EL45.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 | 12.22% | 42.40% | 7.75% | 4.13% | -12.98% | 23.27% | -18.16% | 22.52% | -11.27% | 9.51% |
EL45.DE Deka MSCI Japan Climate Change ESG CTB UCITS ETF | 15.53% | 10.57% | 11.51% | 12.77% | -14.83% | 9.65% | 491,262.69% | 840.15% | 41.10% | 6,472.17% |
Correlation
The correlation between EL4G.DE and EL45.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009 | 0.41 |
The correlation between EL4G.DE and EL45.DE shifts across timeframes, from 0.38 (10 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. EL45.DE — Risk / Return Rank
EL4G.DE
EL45.DE
EL4G.DE vs. EL45.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 Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.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.
| EL4G.DE | EL45.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.87 | +0.15 |
| Martin ratioReturn relative to average drawdown | 9.45 | 9.57 | -0.12 |
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Drawdowns
EL4G.DE vs. EL45.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -58.32%, which is greater than EL45.DE's maximum drawdown of -23.54%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL45.DE.
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Drawdown Indicators
| EL4G.DE | EL45.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -23.54% | -34.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -11.55% | +3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -16.76% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -21.28% | -2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -22.36% | -20.05% |
Current DrawdownCurrent decline from peak | 0.00% | -5.46% | +5.46% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -5.86% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.47% | -0.95% |
Volatility
EL4G.DE vs. EL45.DE - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.10%, while Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.DE) has a volatility of 7.50%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than EL45.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 | EL45.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 7.50% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 16.07% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 19.84% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 16.83% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 21,842.13% | -21,825.48% |
EL4G.DE vs. EL45.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than EL45.DE's 0.26% expense ratio.
Dividends
EL4G.DE vs. EL45.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.49%, more than EL45.DE's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL45.DE Deka MSCI Japan Climate Change ESG CTB UCITS ETF | 1.46% | 1.77% | 1.49% | 1.64% | 1.95% | 2.07% | 165.19% | 81.94% | 42.51% | 159.77% | 62.28% | 103.93% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.49% | 4.38% | 5.64% | 5.82% | 5.35% | 3.30% | 3.69% | 4.67% | 5.05% | 3.58% | 3.83% | 3.81% |
Frequently Asked Questions
EL4G.DE and EL45.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL45.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL45.DE is cheaper with a 0.26% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while EL45.DE is Japan Equities. EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL45.DE tracks MSCI Japan Climate Change ESG Select CTB Index. Their fees differ too: 0.30% for EL4G.DE and 0.26% for EL45.DE.
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