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EL4G.DE vs. EL4F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4G.DE vs. EL4F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) and Deka DAX (ausschüttend) UCITS ETF (EL4F.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EL4F.DE's 1.34% return. Over the past 10 years, EL4G.DE has underperformed EL4F.DE with an annualized return of 7.22%, while EL4F.DE has yielded a comparatively higher 8.87% annualized return.


EL4G.DE

1D
0.34%
1M
3.19%
YTD
7.82%
6M
10.77%
1Y
20.99%
3Y*
19.84%
5Y*
9.08%
10Y*
7.22%

EL4F.DE

1D
0.54%
1M
1.99%
YTD
1.34%
6M
3.98%
1Y
2.27%
3Y*
15.44%
5Y*
9.08%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4G.DE vs. EL4F.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF
1.34%22.54%18.07%19.54%-12.81%15.13%2.76%24.66%-18.50%12.62%

Correlation

The correlation between EL4G.DE and EL4F.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

0.77

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

0.76

The correlation between EL4G.DE and EL4F.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. EL4F.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4G.DE
EL4G.DE Risk / Return Rank: 5353
Overall Rank
EL4G.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 5656
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 5050
Martin Ratio Rank

EL4F.DE
EL4F.DE Risk / Return Rank: 1111
Overall Rank
EL4F.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EL4F.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EL4F.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EL4F.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EL4F.DE Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL4G.DE vs. EL4F.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 (ausschüttend) UCITS ETF (EL4F.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.DEEL4F.DEDifference
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

0.57

+7.80

EL4G.DE vs. EL4F.DE - Sharpe Ratio Comparison

The current EL4G.DE Sharpe Ratio is 1.82, which is higher than the EL4F.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EL4G.DE and EL4F.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL4G.DEEL4F.DEDifference

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

0.36

-0.08

Drawdowns

EL4G.DE vs. EL4F.DE - Drawdown Comparison

The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than EL4F.DE's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL4F.DE.


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Drawdown Indicators


EL4G.DEEL4F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-45.08%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-12.36%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-12.71%

-15.79%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.15%

-26.71%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-38.59%

-3.82%

Current Drawdown

Current decline from peak

-1.41%

-2.26%

+0.85%

Average Drawdown

Average peak-to-trough decline

-10.93%

-8.33%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.98%

-1.47%

Volatility

EL4G.DE vs. EL4F.DE - Volatility Comparison

The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.32%, while Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) has a volatility of 5.16%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than EL4F.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.DEEL4F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

5.16%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

13.00%

-3.63%

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%

17.13%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

18.25%

-1.16%

EL4G.DE vs. EL4F.DE - Expense Ratio Comparison

EL4G.DE has a 0.30% expense ratio, which is higher than EL4F.DE's 0.15% expense ratio.


Dividends

EL4G.DE vs. EL4F.DE - Dividend Comparison

EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than EL4F.DE's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF
1.80%1.82%2.10%2.63%2.72%1.86%2.19%2.42%2.94%2.76%2.66%2.70%
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 EL4F.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, EL4F.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4F.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 EL4F.DE tracks DAX®. Their fees differ too: 0.30% for EL4G.DE and 0.15% for EL4F.DE.

Portfolio Optimizer

Find the right allocation for EL4G.DE and EL4F.DE

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