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EL4G.DE vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EL4G.DE vs. QQQ

Last updated Apr 2, 2026

Compare and contrast key facts about Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) and Invesco QQQ ETF (QQQ).

EL4G.DE and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4G.DE is a passively managed fund by Deka that tracks the performance of the EURO STOXX® Select Dividend 30. It was launched on Jun 23, 2008. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both EL4G.DE and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL4G.DE vs. QQQ - 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 Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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EL4G.DE vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF		1.35%42.41%7.70%4.13%-12.83%23.11%-18.16%22.50%-11.36%9.45%
QQQ
Invesco QQQ ETF		-3.30%6.44%33.87%50.21%-28.40%36.95%36.37%42.10%4.56%16.36%
Different Trading Currencies

EL4G.DE is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EL4G.DE achieves a 1.35% return, which is significantly higher than QQQ's -4.43% return. Over the past 10 years, EL4G.DE has underperformed QQQ with an annualized return of 6.98%, while QQQ has yielded a comparatively higher 18.67% annualized return.

EL4G.DE

1D
2.24%
1M
-1.56%
YTD
1.35%
6M
7.13%
1Y
22.30%
3Y*
18.46%
5Y*
8.61%
10Y*
6.98%

QQQ

1D
0.00%
1M
-3.92%
YTD
-4.43%
6M
-2.67%
1Y
14.53%
3Y*
19.73%
5Y*
13.29%
10Y*
18.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Deka EURO STOXX Select Dividend 30 UCITS ETF

Invesco QQQ ETF

Often compared with EL4G.DE:
EL4G.DE vs. SRLNEL4G.DE vs. SPYEL4G.DE vs. SCHCEL4G.DE vs. VYMIEL4G.DE vs. WSML.LEL4G.DE vs. VOOEL4G.DE vs. ELFC.DE
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. QQQMQQQ vs. SMHQQQ vs. VUG

EL4G.DE vs. QQQ - Expense Ratio Comparison

EL4G.DE has a 0.30% expense ratio, which is higher than QQQ's 0.18% expense ratio.

EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
QQQ
Invesco QQQ ETF

Return for Risk

EL4G.DE vs. QQQ — 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: 7676
Overall Rank
EL4G.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 6969
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
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. QQQ - 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 Invesco QQQ ETF (QQQ). 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.DEQQQDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.59

+1.03

Sortino ratio

Return per unit of downside risk

2.06

0.98

+1.08

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratio

Return relative to maximum drawdown

2.03

1.09

+0.94

Martin ratio

Return relative to average drawdown

7.79

3.68

+4.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL4G.DE vs. QQQ - Sharpe Ratio Comparison

The current EL4G.DE Sharpe Ratio is 1.62, which is higher than the QQQ Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EL4G.DE and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EL4G.DEQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.59

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.61

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.83

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.71

-0.45

Correlation

The correlation between EL4G.DE and QQQ is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EL4G.DE vs. QQQ - Dividend Comparison

EL4G.DE's dividend yield for the trailing twelve months is around 4.30%, more than QQQ's 0.48% yield.

TTM20252024202320222021202020192018201720162015
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF		4.30%4.38%5.65%5.82%5.35%3.31%3.69%4.67%4.94%3.53%3.83%3.81%
QQQ
Invesco QQQ ETF		0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

EL4G.DE vs. QQQ - Drawdown Comparison

The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than QQQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and QQQ.

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Drawdown Indicators

EL4G.DEQQQDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-82.97%

+27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-12.62%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.15%

-35.12%

+10.97%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-35.12%

-7.29%

Current Drawdown

Current decline from peak

-3.26%

-7.86%

+4.60%

Average Drawdown

Average peak-to-trough decline

-11.03%

-32.99%

+21.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.44%

-0.58%

Volatility

EL4G.DE vs. QQQ - Volatility Comparison

The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 4.92%, while Invesco QQQ ETF (QQQ) has a volatility of 5.49%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EL4G.DEQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.49%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

13.00%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

24.84%

-11.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

22.03%

-7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

22.61%

-5.46%