EL4G.DE vs. EL4F.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL4F.DE (Deka DAX (ausschüttend) UCITS ETF) are both Europe Equities funds from Deka - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while EL4F.DE tracks the DAX®. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 8.87%/yr for EL4F.DE. A 0.76 correlation means they provide meaningful diversification when combined. EL4G.DE charges 0.30%/yr vs 0.15%/yr for EL4F.DE.
Performance
EL4G.DE vs. EL4F.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 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%
EL4G.DE vs. EL4F.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% |
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
EL4G.DE
EL4F.DE
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.DE | EL4F.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 | 0.57 | +7.80 |
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 | EL4F.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 | 0.36 | -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.DE | EL4F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.41% | -2.26% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -8.33% | -2.60% |
Ulcer IndexDepth 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.DE | EL4F.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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