EL4G.DE vs. EL49.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL49.DE (Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while EL49.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Liquid Corporates Diversified. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 0.63%/yr for EL49.DE. At a 0.07 correlation, their price movements are largely independent. EL4G.DE charges 0.30%/yr vs 0.20%/yr for EL49.DE.
Performance
EL4G.DE vs. EL49.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 higher than EL49.DE's 0.49% return. Over the past 10 years, EL4G.DE has outperformed EL49.DE with an annualized return of 7.22%, while EL49.DE has yielded a comparatively lower 0.63% 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%
EL49.DE
- 1D
- 0.02%
- 1M
- 0.71%
- YTD
- 0.49%
- 6M
- 0.04%
- 1Y
- 1.39%
- 3Y*
- 4.31%
- 5Y*
- -0.16%
- 10Y*
- 0.63%
EL4G.DE vs. EL49.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% |
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 0.49% | 2.66% | 4.06% | 7.13% | -13.01% | -1.51% | 1.80% | 5.80% | -1.28% | 0.93% |
Correlation
The correlation between EL4G.DE and EL49.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2010 | 0.07 |
Over the past year, EL4G.DE and EL49.DE have become more correlated (0.37) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
EL4G.DE vs. EL49.DE — Risk / Return Rank
EL4G.DE
EL49.DE
EL4G.DE vs. EL49.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 iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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 | EL49.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.07 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.46 | +2.22 |
| Martin ratioReturn relative to average drawdown | 8.37 | 1.52 | +6.85 |
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 | EL49.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.36 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.03 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.12 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.47 | -0.19 |
Drawdowns
EL4G.DE vs. EL49.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than EL49.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL49.DE.
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Drawdown Indicators
| EL4G.DE | EL49.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -16.77% | -38.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -3.05% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -3.05% | -9.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -16.77% | -7.38% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -16.77% | -25.64% |
Current DrawdownCurrent decline from peak | -1.41% | -1.87% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -3.21% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.92% | +1.59% |
Volatility
EL4G.DE vs. EL49.DE - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) at 1.28%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than EL49.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 | EL49.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.28% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 3.42% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 3.85% | +7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 4.88% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 5.25% | +11.84% |
EL4G.DE vs. EL49.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than EL49.DE's 0.20% expense ratio.
Dividends
EL4G.DE vs. EL49.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than EL49.DE's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 3.49% | 3.50% | 3.24% | 3.04% | 0.75% | 0.69% | 0.69% | 0.88% | 0.75% | 1.15% | 1.52% | 1.82% |
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 EL49.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL49.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL49.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while EL49.DE is European Corporate Bonds. EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. Their fees differ too: 0.30% for EL4G.DE and 0.20% for EL49.DE.
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