EL4I.DE vs. UBUR.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE).

EL4I.DE and UBUR.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. UBUR.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Dynamic 50% Risk Weighted. It was launched on Aug 26, 2015. Both EL4I.DE and UBUR.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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

EL4I.DE vs. UBUR.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%	5.90%
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	3.82%	-5.64%	20.63%	2.15%	-0.28%	33.09%	-5.58%	30.74%	1.50%	3.98%

Returns By Period

In the year-to-date period, EL4I.DE achieves a -3.74% return, which is significantly lower than UBUR.DE's 3.82% 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%

UBUR.DE

• 1D: 1.14%
• 1M: -3.43%
• YTD: 3.82%
• 6M: 3.16%
• 1Y: -4.99%
• 3Y*: 7.16%
• 5Y*: 7.81%
• 10Y*: —

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

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

EL4I.DE has a 0.30% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.

EL4I.DE

Deka MSCI USA Large Cap UCITS ETF

UBUR.DE

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

Return for Risk

EL4I.DE vs. UBUR.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

UBUR.DE

UBUR.DE Risk / Return Rank: 6
UBUR.DE Sharpe Ratio Rank: 4
UBUR.DE Sortino Ratio Rank: 4
UBUR.DE Omega Ratio Rank: 4
UBUR.DE Calmar Ratio Rank: 8
UBUR.DE Martin Ratio Rank: 9

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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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	UBUR.DE	Difference
Sharpe ratio Return per unit of total volatility	0.58	-0.47	+1.05
Sortino ratio Return per unit of downside risk	0.90	-0.55	+1.46
Omega ratio Gain probability vs. loss probability	1.13	0.93	+0.20
Calmar ratio Return relative to maximum drawdown	2.40	-0.10	+2.50
Martin ratio Return relative to average drawdown	7.86	-0.16	+8.02
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. UBUR.DE - Sharpe Ratio Comparison

The current EL4I.DE Sharpe Ratio is 0.58, which is higher than the UBUR.DE Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of EL4I.DE and UBUR.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	UBUR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	-0.47	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.84	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.87	-0.22

Correlation

The correlation between EL4I.DE and UBUR.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EL4I.DE vs. UBUR.DE - Dividend Comparison

EL4I.DE's dividend yield for the trailing twelve months is around 0.53%, less than UBUR.DE's 1.55% yield.

	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%
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.55%	1.87%	1.44%	1.39%	1.28%	0.93%	1.62%	1.40%	1.37%	1.48%	0.00%	0.00%

Drawdowns

EL4I.DE vs. UBUR.DE - Drawdown Comparison

The maximum EL4I.DE drawdown since its inception was -38.74%, which is greater than UBUR.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for EL4I.DE and UBUR.DE.

Drawdown Indicators

	EL4I.DE	UBUR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.74%	-35.34%	-3.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.01%	-9.21%	+1.20%
Max Drawdown (5Y) Largest decline over 5 years	-23.91%	-14.40%	-9.51%
Max Drawdown (10Y) Largest decline over 10 years	-32.88%	—	—
Current Drawdown Current decline from peak	-5.23%	-8.39%	+3.16%
Average Drawdown Average peak-to-trough decline	-5.41%	-7.23%	+1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	8.99%	-6.79%

Volatility

EL4I.DE vs. UBUR.DE - Volatility Comparison

Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) has a higher volatility of 3.83% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) at 3.34%. This indicates that EL4I.DE's price experiences larger fluctuations and is considered to be riskier than UBUR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EL4I.DE	UBUR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	3.34%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	7.86%	+1.34%
Volatility (1Y) Calculated over the trailing 1-year period	17.88%	15.08%	+2.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.15%	15.78%	+1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	19.70%	-2.68%