EL4G.DE vs. EL4N.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL4N.DE (Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while EL4N.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 5-7. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.95%/yr vs -0.14%/yr for EL4N.DE. At a 0.04 correlation, their price movements are largely independent. EL4G.DE charges 0.30%/yr vs 0.15%/yr for EL4N.DE.
Performance
EL4G.DE vs. EL4N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4G.DE achieves a 12.59% return, which is significantly higher than EL4N.DE's -0.32% return. Over the past 10 years, EL4G.DE has outperformed EL4N.DE with an annualized return of 7.95%, while EL4N.DE has yielded a comparatively lower -0.14% annualized return.
EL4G.DE
- 1D
- -0.08%
- 1M
- 1.63%
- 6M
- 11.38%
- YTD
- 12.59%
- 1Y
- 24.23%
- 3Y*
- 21.35%
- 5Y*
- 10.42%
- 10Y*
- 7.95%
EL4N.DE
- 1D
- 0.03%
- 1M
- -1.04%
- 6M
- -0.68%
- YTD
- -0.32%
- 1Y
- 0.34%
- 3Y*
- 2.69%
- 5Y*
- -1.60%
- 10Y*
- -0.14%
EL4G.DE vs. EL4N.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 | 12.59% | 42.40% | 7.75% | 4.13% | -12.98% | 23.27% | -18.16% | 22.52% | -11.27% | 9.51% |
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | -0.32% | 2.08% | 1.72% | 7.32% | -15.78% | -2.17% | 3.22% | 4.28% | 0.73% | 0.43% |
Correlation
The correlation between EL4G.DE and EL4N.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2009 | 0.04 |
Over the past year, EL4G.DE and EL4N.DE have become more correlated (0.29) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
EL4G.DE vs. EL4N.DE — Risk / Return Rank
EL4G.DE
EL4N.DE
EL4G.DE vs. EL4N.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 Sovereign Diversified 5-7 UCITS ETF (EL4N.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 | EL4N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.10 | +2.97 |
| Martin ratioReturn relative to average drawdown | 9.59 | 0.24 | +9.35 |
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Drawdowns
EL4G.DE vs. EL4N.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -58.32%, which is greater than EL4N.DE's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL4N.DE.
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Drawdown Indicators
| EL4G.DE | EL4N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -18.58% | -39.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -3.48% | -4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -3.48% | -9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -18.42% | -5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -18.58% | -23.83% |
Current DrawdownCurrent decline from peak | -0.08% | -8.70% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -3.95% | -9.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.42% | +1.10% |
Volatility
EL4G.DE vs. EL4N.DE - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 2.99% compared to Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) at 1.07%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than EL4N.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 | EL4N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 1.07% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 3.59% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 4.14% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 5.95% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 4.78% | +11.86% |
EL4G.DE vs. EL4N.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than EL4N.DE's 0.15% expense ratio.
Dividends
EL4G.DE vs. EL4N.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.48%, more than EL4N.DE's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.48% | 4.38% | 5.64% | 5.82% | 5.35% | 3.30% | 3.69% | 4.67% | 5.05% | 3.58% | 3.83% | 3.81% |
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 1.84% | 0.92% | 0.82% | 2.15% | 0.77% | 0.72% | 0.97% | 1.16% | 1.32% | 2.60% | 2.65% | 2.77% |
Frequently Asked Questions
EL4G.DE and EL4N.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4N.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4N.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while EL4N.DE is European Government Bonds. EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL4N.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 5-7. Their fees differ too: 0.30% for EL4G.DE and 0.15% for EL4N.DE.
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