EL4G.DE vs. EL4A.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL4A.DE (Deka DAX UCITS ETF) are both Europe Equities funds from Deka - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while EL4A.DE tracks the DAX®. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 8.89%/yr for EL4A.DE. A 0.75 correlation means they provide meaningful diversification when combined. EL4G.DE charges 0.30%/yr vs 0.15%/yr for EL4A.DE.
Performance
EL4G.DE vs. EL4A.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 EL4A.DE's 1.28% return. Over the past 10 years, EL4G.DE has underperformed EL4A.DE with an annualized return of 7.22%, while EL4A.DE has yielded a comparatively higher 8.89% 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%
EL4A.DE
- 1D
- 0.51%
- 1M
- 1.96%
- YTD
- 1.28%
- 6M
- 3.93%
- 1Y
- 2.23%
- 3Y*
- 15.42%
- 5Y*
- 9.09%
- 10Y*
- 8.89%
EL4G.DE vs. EL4A.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% |
EL4A.DE Deka DAX UCITS ETF | 1.28% | 22.57% | 18.09% | 19.52% | -12.77% | 15.21% | 3.01% | 24.61% | -18.58% | 12.49% |
Correlation
The correlation between EL4G.DE and EL4A.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2008 | 0.75 |
The correlation between EL4G.DE and EL4A.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
EL4G.DE vs. EL4A.DE — Risk / Return Rank
EL4G.DE
EL4A.DE
EL4G.DE vs. EL4A.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 DAX UCITS ETF (EL4A.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 | EL4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.04 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.18 | +2.49 |
| Martin ratioReturn relative to average drawdown | 8.37 | 0.56 | +7.81 |
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 | EL4A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.14 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.52 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.37 | -0.09 |
Drawdowns
EL4G.DE vs. EL4A.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than EL4A.DE's maximum drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL4A.DE.
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Drawdown Indicators
| EL4G.DE | EL4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -46.64% | -8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -12.34% | +4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -15.89% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -26.76% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -38.68% | -3.73% |
Current DrawdownCurrent decline from peak | -1.41% | -2.29% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -8.91% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.98% | -1.47% |
Volatility
EL4G.DE vs. EL4A.DE - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.32%, while Deka DAX UCITS ETF (EL4A.DE) has a volatility of 5.14%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than EL4A.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 | EL4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 5.14% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 12.97% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 16.09% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 17.18% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 18.36% | -1.27% |
EL4G.DE vs. EL4A.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than EL4A.DE's 0.15% expense ratio.
Dividends
EL4G.DE vs. EL4A.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, while EL4A.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4A.DE Deka DAX UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.56% | 0.65% | 0.60% |
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 EL4A.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4A.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL4A.DE tracks DAX®. Their fees differ too: 0.30% for EL4G.DE and 0.15% for EL4A.DE.
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