EL4I.DE vs. SXRU.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE).

EL4I.DE and SXRU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4I.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA Large Cap. It was launched on Aug 14, 2008. SXRU.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 26, 2010. Both EL4I.DE and SXRU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL4I.DE vs. SXRU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE). The values are adjusted to include any dividend payments, if applicable.

EL4I.DE vs. SXRU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EL4I.DE Deka MSCI USA Large Cap UCITS ETF	-3.74%	5.10%	32.52%	24.65%	-16.01%	38.80%	9.21%	34.03%	-0.66%	6.31%
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc)	-2.02%	2.08%	21.16%	11.74%	-2.47%	31.86%	-1.58%	28.17%	-0.48%	12.04%

Returns By Period

In the year-to-date period, EL4I.DE achieves a -3.74% return, which is significantly lower than SXRU.DE's -2.02% return. Over the past 10 years, EL4I.DE has outperformed SXRU.DE with an annualized return of 13.58%, while SXRU.DE has yielded a comparatively lower 11.60% annualized return.

EL4I.DE

• 1D: 1.80%
• 1M: -2.62%
• YTD: -3.74%
• 6M: -1.18%
• 1Y: 10.49%
• 3Y*: 16.44%
• 5Y*: 11.88%
• 10Y*: 13.58%

SXRU.DE

• 1D: 1.45%
• 1M: -2.89%
• YTD: -2.02%
• 6M: 2.22%
• 1Y: 4.93%
• 3Y*: 10.80%
• 5Y*: 8.85%
• 10Y*: 11.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4I.DE vs. SXRU.DE - Expense Ratio Comparison

EL4I.DE has a 0.30% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.

SXRU.DE

iShares Dow Jones Industrial Average UCITS ETF (Acc)

EL4I.DE

Deka MSCI USA Large Cap UCITS ETF

Return for Risk

EL4I.DE vs. SXRU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4I.DE

EL4I.DE Risk / Return Rank: 44
EL4I.DE Sharpe Ratio Rank: 28
EL4I.DE Sortino Ratio Rank: 28
EL4I.DE Omega Ratio Rank: 28
EL4I.DE Calmar Ratio Rank: 73
EL4I.DE Martin Ratio Rank: 64

SXRU.DE

SXRU.DE Risk / Return Rank: 28
SXRU.DE Sharpe Ratio Rank: 19
SXRU.DE Sortino Ratio Rank: 18
SXRU.DE Omega Ratio Rank: 18
SXRU.DE Calmar Ratio Rank: 45
SXRU.DE Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL4I.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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	SXRU.DE	Difference
Sharpe ratio Return per unit of total volatility	0.58	0.30	+0.29
Sortino ratio Return per unit of downside risk	0.90	0.51	+0.39
Omega ratio Gain probability vs. loss probability	1.13	1.07	+0.06
Calmar ratio Return relative to maximum drawdown	2.40	1.43	+0.97
Martin ratio Return relative to average drawdown	7.86	4.53	+3.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL4I.DE vs. SXRU.DE - Sharpe Ratio Comparison

The current EL4I.DE Sharpe Ratio is 0.58, which is higher than the SXRU.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of EL4I.DE and SXRU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EL4I.DE	SXRU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.30	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.62	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.72	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.63	+0.03

Correlation

The correlation between EL4I.DE and SXRU.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EL4I.DE vs. SXRU.DE - Dividend Comparison

EL4I.DE's dividend yield for the trailing twelve months is around 0.53%, while SXRU.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EL4I.DE Deka MSCI USA Large Cap UCITS ETF	0.53%	0.59%	0.72%	0.98%	0.95%	0.56%	0.87%	0.99%	1.17%	1.07%	1.10%	1.66%
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (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%

Drawdowns

EL4I.DE vs. SXRU.DE - Drawdown Comparison

The maximum EL4I.DE drawdown since its inception was -38.74%, which is greater than SXRU.DE's maximum drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for EL4I.DE and SXRU.DE.

Drawdown Indicators

	EL4I.DE	SXRU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.74%	-36.09%	-2.65%
Max Drawdown (1Y) Largest decline over 1 year	-8.01%	-7.83%	-0.18%
Max Drawdown (5Y) Largest decline over 5 years	-23.91%	-21.13%	-2.78%
Max Drawdown (10Y) Largest decline over 10 years	-32.88%	-36.09%	+3.21%
Current Drawdown Current decline from peak	-5.23%	-5.46%	+0.23%
Average Drawdown Average peak-to-trough decline	-5.41%	-5.45%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.31%	-0.11%

Volatility

EL4I.DE vs. SXRU.DE - Volatility Comparison

Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) have volatilities of 3.83% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EL4I.DE	SXRU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	3.93%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	8.70%	+0.50%
Volatility (1Y) Calculated over the trailing 1-year period	17.88%	16.57%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.15%	14.03%	+3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	16.04%	+0.98%