EL4G.DE vs. EL4S.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EL4S.DE (Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while EL4S.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV® Germany 1-3. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs -0.20%/yr for EL4S.DE. At a correlation of -0.16, they often move in opposite directions. EL4G.DE charges 0.30%/yr vs 0.15%/yr for EL4S.DE.
Performance
EL4G.DE vs. EL4S.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 EL4S.DE's 0.11% return. Over the past 10 years, EL4G.DE has outperformed EL4S.DE with an annualized return of 7.22%, while EL4S.DE has yielded a comparatively lower -0.20% 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%
EL4S.DE
- 1D
- 0.02%
- 1M
- 0.23%
- YTD
- 0.11%
- 6M
- 0.14%
- 1Y
- 0.60%
- 3Y*
- 2.24%
- 5Y*
- 0.36%
- 10Y*
- -0.20%
EL4G.DE vs. EL4S.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% |
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 0.11% | 1.65% | 2.75% | 2.51% | -4.56% | -0.97% | -0.79% | -0.83% | -0.57% | -1.08% |
Correlation
The correlation between EL4G.DE and EL4S.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2009 | -0.16 |
The correlation between EL4G.DE and EL4S.DE shifts across timeframes, from -0.16 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. EL4S.DE — Risk / Return Rank
EL4G.DE
EL4S.DE
EL4G.DE vs. EL4S.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 Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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 | EL4S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.10 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.58 | +2.09 |
| Martin ratioReturn relative to average drawdown | 8.37 | 1.87 | +6.50 |
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 | EL4S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.54 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.24 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | -0.18 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.30 | +0.58 |
Drawdowns
EL4G.DE vs. EL4S.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than EL4S.DE's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL4S.DE.
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Drawdown Indicators
| EL4G.DE | EL4S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -13.04% | -42.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -1.03% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -1.03% | -11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -5.86% | -18.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -9.46% | -32.95% |
Current DrawdownCurrent decline from peak | -1.41% | -6.04% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -5.87% | -5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.32% | +2.19% |
Volatility
EL4G.DE vs. EL4S.DE - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) at 0.44%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than EL4S.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 | EL4S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 0.44% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 0.97% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 1.10% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 1.46% | +13.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 1.12% | +15.97% |
EL4G.DE vs. EL4S.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than EL4S.DE's 0.15% expense ratio.
Dividends
EL4G.DE vs. EL4S.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than EL4S.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.04% | 4.38% | 5.65% | 5.82% | 5.35% | 3.31% | 3.69% | 4.67% | 4.94% | 3.53% | 3.83% | 3.81% |
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 1.48% | 1.20% | 0.83% | 0.60% | 0.88% | 0.94% | 0.78% | 1.06% | 0.99% | 1.63% | 1.46% | 1.60% |
Frequently Asked Questions
EL4G.DE and EL4S.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4S.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4S.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while EL4S.DE is European Government Bonds. EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3. Their fees differ too: 0.30% for EL4G.DE and 0.15% for EL4S.DE.
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