EL4G.DE vs. SCHC

Last updated Apr 2, 2026

Compare and contrast key facts about Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) and Schwab International Small-Cap Equity ETF (SCHC).

EL4G.DE and SCHC 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. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010. Both EL4G.DE and SCHC 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. SCHC - 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 Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

EL4G.DE vs. SCHC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCHC Schwab International Small-Cap Equity ETF	5.73%	21.26%	8.70%	10.93%	-16.89%	20.40%	1.37%	25.88%	-14.78%	13.51%

Different Trading Currencies

EL4G.DE is traded in EUR, while SCHC is traded in USD. To make them comparable, the SCHC 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 lower than SCHC's 5.73% return. Over the past 10 years, EL4G.DE has underperformed SCHC with an annualized return of 6.98%, while SCHC has yielded a comparatively higher 7.86% 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%

SCHC

• 1D: 1.33%
• 1M: -5.86%
• YTD: 5.73%
• 6M: 9.05%
• 1Y: 27.62%
• 3Y*: 13.49%
• 5Y*: 6.93%
• 10Y*: 7.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4G.DE vs. SCHC - Expense Ratio Comparison

EL4G.DE has a 0.30% expense ratio, which is higher than SCHC's 0.11% expense ratio.

EL4G.DE

Deka EURO STOXX Select Dividend 30 UCITS ETF

SCHC

Schwab International Small-Cap Equity ETF

Return for Risk

EL4G.DE vs. SCHC — 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: 76
EL4G.DE Sharpe Ratio Rank: 81
EL4G.DE Sortino Ratio Rank: 77
EL4G.DE Omega Ratio Rank: 81
EL4G.DE Calmar Ratio Rank: 72
EL4G.DE Martin Ratio Rank: 69

SCHC

SCHC Risk / Return Rank: 91
SCHC Sharpe Ratio Rank: 91
SCHC Sortino Ratio Rank: 92
SCHC Omega Ratio Rank: 93
SCHC Calmar Ratio Rank: 89
SCHC Martin Ratio Rank: 89

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. SCHC - 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 Schwab International Small-Cap Equity ETF (SCHC). 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	SCHC	Difference
Sharpe ratio Return per unit of total volatility	1.62	1.70	-0.08
Sortino ratio Return per unit of downside risk	2.06	2.28	-0.22
Omega ratio Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio Return relative to maximum drawdown	2.03	2.59	-0.56
Martin ratio Return relative to average drawdown	7.79	10.45	-2.67
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. SCHC - Sharpe Ratio Comparison

The current EL4G.DE Sharpe Ratio is 1.62, which is comparable to the SCHC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EL4G.DE and SCHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EL4G.DE	SCHC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	1.70	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.48	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.48	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.52	-0.26

Correlation

The correlation between EL4G.DE and SCHC is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EL4G.DE vs. SCHC - Dividend Comparison

EL4G.DE's dividend yield for the trailing twelve months is around 4.30%, more than SCHC's 3.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHC Schwab International Small-Cap Equity ETF	3.52%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%

Drawdowns

EL4G.DE vs. SCHC - Drawdown Comparison

The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than SCHC's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and SCHC.

Drawdown Indicators

	EL4G.DE	SCHC	Difference
Max Drawdown Largest peak-to-trough decline	-55.57%	-43.94%	-11.63%
Max Drawdown (1Y) Largest decline over 1 year	-10.98%	-12.48%	+1.50%
Max Drawdown (5Y) Largest decline over 5 years	-24.15%	-36.48%	+12.33%
Max Drawdown (10Y) Largest decline over 10 years	-42.41%	-43.94%	+1.53%
Current Drawdown Current decline from peak	-3.26%	-8.01%	+4.75%
Average Drawdown Average peak-to-trough decline	-11.03%	-10.13%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	3.12%	-0.26%

Volatility

EL4G.DE vs. SCHC - Volatility Comparison

The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 4.92%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 6.42%. This indicates that EL4G.DE experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EL4G.DE	SCHC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	6.42%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	8.59%	10.44%	-1.85%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	16.34%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	14.48%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.15%	16.33%	+0.82%