PortfoliosLab logoPortfoliosLab logo
EL4G.DE vs. EL4W.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4G.DE vs. EL4W.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 Deutsche Börse EUROGOV Germany Money Market UCITS ETF (EL4W.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EL4G.DE achieves a 12.22% return, which is significantly higher than EL4W.DE's 0.92% return. Over the past 10 years, EL4G.DE has outperformed EL4W.DE with an annualized return of 7.82%, while EL4W.DE has yielded a comparatively lower 0.24% annualized return.


EL4G.DE

1D
0.25%
1M
2.06%
6M
11.26%
YTD
12.22%
1Y
23.88%
3Y*
21.24%
5Y*
10.35%
10Y*
7.82%

EL4W.DE

1D
0.02%
1M
0.18%
6M
0.86%
YTD
0.92%
1Y
1.69%
3Y*
2.60%
5Y*
1.45%
10Y*
0.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4G.DE vs. EL4W.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
12.22%42.40%7.75%4.13%-12.98%23.27%-18.16%22.52%-11.27%9.51%
EL4W.DE
Deka Deutsche Börse EUROGOV Germany Money Market UCITS ETF
0.92%1.91%3.36%2.64%-1.17%-0.77%-0.84%-0.85%-1.32%-1.05%

Correlation

The correlation between EL4G.DE and EL4W.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2009

-0.06

The correlation between EL4G.DE and EL4W.DE shifts across timeframes, from -0.06 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EL4G.DE vs. EL4W.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: 7575
Overall Rank
EL4G.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 6565
Martin Ratio Rank

EL4W.DE
EL4W.DE Risk / Return Rank: 9797
Overall Rank
EL4W.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EL4W.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
EL4W.DE Omega Ratio Rank: 9797
Omega Ratio Rank
EL4W.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EL4W.DE Martin Ratio Rank: 9898
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. EL4W.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 Börse EUROGOV Germany Money Market UCITS ETF (EL4W.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.DEEL4W.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.37

1.82

-0.45

Calmar ratioReturn relative to maximum drawdown

3.03

11.67

-8.65

Martin ratioReturn relative to average drawdown

9.45

68.70

-59.25

EL4G.DE vs. EL4W.DE - Sharpe Ratio Comparison

The current EL4G.DE Sharpe Ratio is 2.02, which is lower than the EL4W.DE Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of EL4G.DE and EL4W.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.


Loading charts...

Drawdowns

EL4G.DE vs. EL4W.DE - Drawdown Comparison

The maximum EL4G.DE drawdown since its inception was -58.32%, which is greater than EL4W.DE's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EL4W.DE.


Loading charts...

Drawdown Indicators


EL4G.DEEL4W.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-8.19%

-50.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-0.14%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.71%

-0.64%

-12.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-1.64%

-22.50%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-6.23%

-36.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.05%

-3.10%

-9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

0.02%

+2.50%

Volatility

EL4G.DE vs. EL4W.DE - Volatility Comparison

Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.10% compared to Deka Deutsche Börse EUROGOV Germany Money Market UCITS ETF (EL4W.DE) at 0.14%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than EL4W.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EL4G.DEEL4W.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

0.14%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

0.38%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

0.52%

+11.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

0.80%

+13.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

0.94%

+15.71%

EL4G.DE vs. EL4W.DE - Expense Ratio Comparison

EL4G.DE has a 0.30% expense ratio, which is higher than EL4W.DE's 0.12% expense ratio.


Dividends

EL4G.DE vs. EL4W.DE - Dividend Comparison

EL4G.DE's dividend yield for the trailing twelve months is around 4.49%, more than EL4W.DE's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
4.49%4.38%5.64%5.82%5.35%3.30%3.69%4.67%5.05%3.58%3.83%3.81%
EL4W.DE
Deka Deutsche Börse EUROGOV Germany Money Market UCITS ETF
2.08%3.05%2.03%1.04%0.25%0.63%0.46%1.00%0.41%1.37%1.55%1.54%

Frequently Asked Questions


EL4G.DE and EL4W.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4W.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4W.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for EL4G.DE.

EL4G.DE is categorized as Europe Equities, while EL4W.DE is Money Market. EL4G.DE tracks EURO STOXX® Select Dividend 30, while EL4W.DE tracks Deutsche Börse EUROGOV Germany Money Market Index. Their fees differ too: 0.30% for EL4G.DE and 0.12% for EL4W.DE.

Portfolio Optimizer

Find the right allocation for EL4G.DE and EL4W.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer