EL4G.DE vs. SCHC
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and SCHC (Schwab International Small-Cap Equity ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while SCHC is a Foreign Small & Mid Cap Equities fund tracking the FTSE Developed Small Cap ex U.S. Liquid Index. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.82%/yr vs 7.66%/yr for SCHC. A 0.58 correlation means they provide meaningful diversification when combined. EL4G.DE charges 0.30%/yr vs 0.08%/yr for SCHC.
Performance
EL4G.DE vs. SCHC - Performance Comparison
Loading charts...
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 12.22% return, which is significantly higher than SCHC's 9.66% return. Both investments have delivered pretty close results over the past 10 years, with EL4G.DE having a 7.82% annualized return and SCHC not far behind at 7.66%.
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%
SCHC
- 1D
- 0.38%
- 1M
- -1.87%
- 6M
- 4.67%
- YTD
- 9.66%
- 1Y
- 19.86%
- 3Y*
- 14.58%
- 5Y*
- 7.05%
- 10Y*
- 7.66%
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 | 12.22% | 42.40% | 7.75% | 4.13% | -12.98% | 23.27% | -18.16% | 22.52% | -11.27% | 9.51% |
SCHC Schwab International Small-Cap Equity ETF | 9.66% | 21.26% | 8.70% | 10.93% | -16.89% | 20.40% | 1.37% | 25.88% | -14.78% | 13.51% |
Correlation
The correlation between EL4G.DE and SCHC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2010 | 0.58 |
The correlation between EL4G.DE and SCHC shifts across timeframes, from 0.47 (3 years) to 0.58 (all time), 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. SCHC — Risk / Return Rank
EL4G.DE
SCHC
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.
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.DE | SCHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.89 | +1.14 |
| Martin ratioReturn relative to average drawdown | 9.45 | 7.28 | +2.17 |
Loading charts...
Drawdowns
EL4G.DE vs. SCHC - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -58.32%, 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.
Loading charts...
Drawdown Indicators
| EL4G.DE | SCHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -39.29% | -19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -10.56% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -15.32% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -24.00% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -39.29% | -3.12% |
Current DrawdownCurrent decline from peak | 0.00% | -3.28% | +3.28% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -6.31% | -6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.73% | -0.21% |
Volatility
EL4G.DE vs. SCHC - Volatility Comparison
The current volatility for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) is 3.10%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 3.45%. 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.
Loading charts...
Volatility by Period
| EL4G.DE | SCHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.45% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 12.03% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 13.98% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 14.77% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 16.29% | +0.36% |
EL4G.DE vs. SCHC - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than SCHC's 0.08% expense ratio.
Dividends
EL4G.DE vs. SCHC - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.49%, more than SCHC's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.49% | 4.38% | 5.64% | 5.82% | 5.35% | 3.30% | 3.69% | 4.67% | 5.05% | 3.58% | 3.83% | 3.81% |
SCHC Schwab International Small-Cap Equity ETF | 3.46% | 3.66% | 3.72% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.73% | 2.01% | 2.34% |
Frequently Asked Questions
EL4G.DE and SCHC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHC is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHC is cheaper with a 0.08% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while SCHC is Foreign Small & Mid Cap Equities. EL4G.DE tracks EURO STOXX® Select Dividend 30, while SCHC tracks FTSE Developed Small Cap ex U.S. Liquid Index. They also come from different issuers: Deka and Charles Schwab. Their fees differ too: 0.30% for EL4G.DE and 0.08% for SCHC.
Find the right allocation for EL4G.DE and SCHC
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