EL4G.DE vs. VYMI
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 10.22%/yr for VYMI. A 0.62 correlation means they provide meaningful diversification when combined. EL4G.DE charges 0.30%/yr vs 0.07%/yr for VYMI.
Performance
EL4G.DE vs. VYMI - Performance Comparison
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Different Trading Currencies
EL4G.DE is traded in EUR, while VYMI is traded in USD. To make them comparable, the VYMI 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 lower than VYMI's 13.27% return. Over the past 10 years, EL4G.DE has underperformed VYMI with an annualized return of 7.22%, while VYMI has yielded a comparatively higher 10.22% 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%
VYMI
- 1D
- 0.47%
- 1M
- 2.32%
- YTD
- 13.27%
- 6M
- 15.43%
- 1Y
- 28.58%
- 3Y*
- 19.04%
- 5Y*
- 13.13%
- 10Y*
- 10.22%
EL4G.DE vs. VYMI - 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% |
VYMI Vanguard International High Dividend Yield ETF | 13.27% | 21.67% | 14.12% | 13.56% | -1.26% | 24.02% | -9.26% | 21.11% | -8.55% | 7.33% |
Correlation
The correlation between EL4G.DE and VYMI is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016 | 0.62 |
The correlation between EL4G.DE and VYMI has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
EL4G.DE vs. VYMI — Risk / Return Rank
EL4G.DE
VYMI
EL4G.DE vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.47 | -0.80 |
| Martin ratioReturn relative to average drawdown | 8.37 | 15.15 | -6.78 |
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 | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.60 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.05 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.65 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.65 | -0.37 |
Drawdowns
EL4G.DE vs. VYMI - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than VYMI's maximum drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and VYMI.
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Drawdown Indicators
| EL4G.DE | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -36.04% | -19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -8.27% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -13.70% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -13.70% | -10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -36.04% | -6.37% |
Current DrawdownCurrent decline from peak | -1.41% | -0.50% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -3.98% | -6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.89% | +0.62% |
Volatility
EL4G.DE vs. VYMI - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.11%. This indicates that EL4G.DE's price experiences larger fluctuations and is considered to be riskier than VYMI 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 | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.11% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.02% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.06% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 12.54% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 15.76% | +1.33% |
EL4G.DE vs. VYMI - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
EL4G.DE vs. VYMI - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, more than VYMI's 3.42% 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% |
VYMI Vanguard International High Dividend Yield ETF | 3.42% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
EL4G.DE and VYMI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE is categorized as Europe Equities, while VYMI is Dividend. EL4G.DE tracks EURO STOXX® Select Dividend 30, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Deka and Vanguard. Their fees differ too: 0.30% for EL4G.DE and 0.07% for VYMI.
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