EL4G.DE vs. ELFW.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and ELFW.DE (Deka MSCI World UCITS ETF Dist) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while ELFW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, EL4G.DE returned 9.08%/yr vs 12.52%/yr for ELFW.DE. A 0.63 correlation means they provide meaningful diversification when combined. EL4G.DE charges 0.30%/yr vs 0.31%/yr for ELFW.DE.
Performance
EL4G.DE vs. ELFW.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 lower than ELFW.DE's 10.68% 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%
ELFW.DE
- 1D
- -0.02%
- 1M
- 4.82%
- YTD
- 10.68%
- 6M
- 11.18%
- 1Y
- 23.44%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- —
EL4G.DE vs. ELFW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -10.69% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 10.68% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
Correlation
The correlation between EL4G.DE and ELFW.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2018 | 0.63 |
The correlation between EL4G.DE and ELFW.DE shifts across timeframes, from 0.47 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. ELFW.DE — Risk / Return Rank
EL4G.DE
ELFW.DE
EL4G.DE vs. ELFW.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 MSCI World UCITS ETF Dist (ELFW.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 | ELFW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.49 | -0.82 |
| Martin ratioReturn relative to average drawdown | 8.37 | 14.07 | -5.70 |
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 | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.09 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.87 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.77 | -0.50 |
Drawdowns
EL4G.DE vs. ELFW.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than ELFW.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and ELFW.DE.
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Drawdown Indicators
| EL4G.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -33.59% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -6.68% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -21.81% | +9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -21.81% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | — | — |
Current DrawdownCurrent decline from peak | -1.41% | -0.35% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -4.73% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.66% | +0.85% |
Volatility
EL4G.DE vs. ELFW.DE - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to Deka MSCI World UCITS ETF Dist (ELFW.DE) at 2.60%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than ELFW.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 | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.60% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 7.74% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.14% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 14.15% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 16.07% | +1.02% |
EL4G.DE vs. ELFW.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.
Dividends
EL4G.DE vs. ELFW.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than ELFW.DE's 0.89% 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% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 0.89% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4G.DE and ELFW.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4G.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4G.DE is cheaper with a 0.30% expense ratio, compared with 0.31% for ELFW.DE.
EL4G.DE is categorized as Europe Equities, while ELFW.DE is Global Equities. EL4G.DE tracks EURO STOXX® Select Dividend 30, while ELFW.DE tracks MSCI World. Their fees differ too: 0.30% for EL4G.DE and 0.31% for ELFW.DE.
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