EL4G.DE vs. EXSH.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.81 suggests significant overlap in exposure. EL4G.DE charges 0.30%/yr vs 0.32%/yr for EXSH.DE.
Performance
EL4G.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, EL4G.DE has underperformed EXSH.DE with an annualized return of 7.22%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
EL4G.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between EL4G.DE and EXSH.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2008 | 0.81 |
The correlation between EL4G.DE and EXSH.DE shifts across timeframes, from 0.81 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. EXSH.DE — Risk / Return Rank
EL4G.DE
EXSH.DE
EL4G.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.48 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.85 | -2.18 |
| Martin ratioReturn relative to average drawdown | 8.37 | 16.10 | -7.73 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.69 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.86 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.60 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.32 | -0.04 |
Drawdowns
EL4G.DE vs. EXSH.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and EXSH.DE.
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Drawdown Indicators
| EL4G.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -70.20% | +14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -6.65% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -14.43% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -22.98% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -40.34% | -2.07% |
Current DrawdownCurrent decline from peak | -1.41% | -1.87% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -22.15% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.01% | +0.50% |
Volatility
EL4G.DE vs. EXSH.DE - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.32%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.90% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.77% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.99% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 14.61% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.15% | -0.06% |
EL4G.DE vs. EXSH.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
EL4G.DE vs. EXSH.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, less than EXSH.DE's 4.47% 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
EL4G.DE and EXSH.DE have a correlation of 0.89, 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 0.32% for EXSH.DE.
EL4G.DE tracks EURO STOXX® Select Dividend 30, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for EL4G.DE and 0.32% for EXSH.DE.
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