EL4I.DE vs. 2B7K.DE
EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - EL4I.DE tracks the MSCI USA Large Cap while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, EL4I.DE returned 14.69%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.82 suggests significant overlap in exposure. EL4I.DE charges 0.30%/yr vs 0.20%/yr for 2B7K.DE.
Performance
EL4I.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EL4I.DE having a 10.91% return and 2B7K.DE slightly lower at 10.83%.
EL4I.DE
- 1D
- -0.33%
- 1M
- 4.51%
- YTD
- 10.91%
- 6M
- 10.29%
- 1Y
- 25.45%
- 3Y*
- 19.35%
- 5Y*
- 14.69%
- 10Y*
- 14.94%
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
EL4I.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 10.91% | 5.10% | 32.52% | 24.65% | -16.01% | 38.80% | 9.21% | 19.65% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
Correlation
The correlation between EL4I.DE and 2B7K.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.82 |
The correlation between EL4I.DE and 2B7K.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
EL4I.DE vs. 2B7K.DE — Risk / Return Rank
EL4I.DE
2B7K.DE
EL4I.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). 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.
| EL4I.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.37 | +1.22 |
| Martin ratioReturn relative to average drawdown | 12.40 | 8.64 | +3.77 |
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
| EL4I.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.48 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.71 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.79 | -0.09 |
Drawdowns
EL4I.DE vs. 2B7K.DE - Drawdown Comparison
The maximum EL4I.DE drawdown since its inception was -38.74%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for EL4I.DE and 2B7K.DE.
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Drawdown Indicators
| EL4I.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -31.65% | -7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -7.81% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -21.29% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -21.29% | -2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -5.16% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.15% | -0.07% |
Volatility
EL4I.DE vs. 2B7K.DE - Volatility Comparison
The current volatility for Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) is 2.74%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that EL4I.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4I.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.69% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.21% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.48% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 14.60% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.18% | +0.80% |
EL4I.DE vs. 2B7K.DE - Expense Ratio Comparison
EL4I.DE has a 0.30% expense ratio, which is higher than 2B7K.DE's 0.20% expense ratio.
Dividends
EL4I.DE vs. 2B7K.DE - Dividend Comparison
EL4I.DE's dividend yield for the trailing twelve months is around 0.46%, while 2B7K.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 0.46% | 0.59% | 0.72% | 0.98% | 0.95% | 0.56% | 0.87% | 0.99% | 1.17% | 1.07% | 1.10% | 1.66% |
Frequently Asked Questions
EL4I.DE and 2B7K.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EL4I.DE.
EL4I.DE tracks MSCI USA Large Cap, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Deka Investment GmbH and iShares. Their fees differ too: 0.30% for EL4I.DE and 0.20% for 2B7K.DE.
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