EL4G.DE vs. SRLN
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and SRLN (SPDR Blackstone Senior Loan ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while SRLN is a High Yield Bonds fund tracking the Markit iBoxx USD Liquid Leveraged Loan Index. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 4.29%/yr for SRLN. At a 0.11 correlation, their price movements are largely independent. EL4G.DE charges 0.30%/yr vs 0.70%/yr for SRLN.
Performance
EL4G.DE vs. SRLN - Performance Comparison
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Different Trading Currencies
EL4G.DE is traded in EUR, while SRLN is traded in USD. To make them comparable, the SRLN 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 7.82% return, which is significantly higher than SRLN's 1.87% return. Over the past 10 years, EL4G.DE has outperformed SRLN with an annualized return of 7.22%, while SRLN has yielded a comparatively lower 4.29% annualized 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%
SRLN
- 1D
- -0.09%
- 1M
- 1.00%
- YTD
- 1.87%
- 6M
- 1.58%
- 1Y
- 3.84%
- 3Y*
- 4.96%
- 5Y*
- 5.60%
- 10Y*
- 4.29%
EL4G.DE vs. SRLN - 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% |
SRLN SPDR Blackstone Senior Loan ETF | 1.87% | -5.90% | 15.59% | 8.27% | 0.57% | 12.30% | -5.37% | 12.51% | 4.01% | -9.32% |
Correlation
The correlation between EL4G.DE and SRLN is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.11 |
The correlation between EL4G.DE and SRLN shifts across timeframes, from -0.05 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EL4G.DE vs. SRLN — Risk / Return Rank
EL4G.DE
SRLN
EL4G.DE vs. SRLN - 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 SPDR Blackstone Senior Loan ETF (SRLN). 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 | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.78 | +1.89 |
| Martin ratioReturn relative to average drawdown | 8.37 | 2.25 | +6.12 |
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 | SRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.59 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.73 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.48 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.51 | -0.23 |
Drawdowns
EL4G.DE vs. SRLN - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than SRLN's maximum drawdown of -21.84%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and SRLN.
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Drawdown Indicators
| EL4G.DE | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -21.84% | -33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -4.94% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -12.51% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -12.51% | -11.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -21.84% | -20.57% |
Current DrawdownCurrent decline from peak | -1.41% | -5.48% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -4.64% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.71% | +0.80% |
Volatility
EL4G.DE vs. SRLN - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.04%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than SRLN 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 | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.04% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 4.61% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 6.52% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 7.74% | +6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 9.03% | +8.06% |
EL4G.DE vs. SRLN - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Dividends
EL4G.DE vs. SRLN - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, less than SRLN's 7.49% 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% |
SRLN SPDR Blackstone Senior Loan ETF | 7.49% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
EL4G.DE and SRLN have a correlation of 0.01, 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 0.70% for SRLN.
EL4G.DE is categorized as Europe Equities, while SRLN is High Yield Bonds. EL4G.DE tracks EURO STOXX® Select Dividend 30, while SRLN tracks Markit iBoxx USD Liquid Leveraged Loan Index. They also come from different issuers: Deka and State Street. Their fees differ too: 0.30% for EL4G.DE and 0.70% for SRLN.
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