EL4I.DE vs. 36B6.DE
EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - EL4I.DE tracks the MSCI USA Large Cap while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, EL4I.DE returned 14.69%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.82 suggests significant overlap in exposure. EL4I.DE charges 0.30%/yr vs 0.20%/yr for 36B6.DE.
Performance
EL4I.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4I.DE achieves a 10.91% return, which is significantly lower than 36B6.DE's 14.86% return.
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%
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
EL4I.DE vs. 36B6.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% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between EL4I.DE and 36B6.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.82 |
The correlation between EL4I.DE and 36B6.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
EL4I.DE vs. 36B6.DE — Risk / Return Rank
EL4I.DE
36B6.DE
EL4I.DE vs. 36B6.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 USA SRI UCITS ETF USD Dist (36B6.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 | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 3.10 | +0.49 |
| Martin ratioReturn relative to average drawdown | 12.40 | 10.29 | +2.11 |
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 | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.76 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.78 | +0.07 |
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 | 0.86 | -0.16 |
Drawdowns
EL4I.DE vs. 36B6.DE - Drawdown Comparison
The maximum EL4I.DE drawdown since its inception was -38.74%, which is greater than 36B6.DE's maximum drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for EL4I.DE and 36B6.DE.
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Drawdown Indicators
| EL4I.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -34.21% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -7.21% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -23.75% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -23.75% | -0.16% |
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% | -4.98% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.17% | -0.09% |
Volatility
EL4I.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) is 2.74%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that EL4I.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.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 | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.79% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.08% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.71% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 15.45% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 17.54% | -0.56% |
EL4I.DE vs. 36B6.DE - Expense Ratio Comparison
EL4I.DE has a 0.30% expense ratio, which is higher than 36B6.DE's 0.20% expense ratio.
Dividends
EL4I.DE vs. 36B6.DE - Dividend Comparison
EL4I.DE's dividend yield for the trailing twelve months is around 0.46%, less than 36B6.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% | 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 36B6.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EL4I.DE.
EL4I.DE tracks MSCI USA Large Cap, while 36B6.DE tracks MSCI USA 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 36B6.DE.
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