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EL4K.DE vs. EAH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4K.DE vs. EAH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) and Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL4K.DE achieves a 1.10% return, which is significantly lower than EAH.DE's 1.55% return.


EL4K.DE

1D
0.10%
1M
0.81%
YTD
1.10%
6M
1.24%
1Y
1.52%
3Y*
2.82%
5Y*
-1.75%
10Y*
-0.21%

EAH.DE

1D
0.00%
1M
1.09%
YTD
1.55%
6M
1.73%
1Y
0.28%
3Y*
1.13%
5Y*
-5.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4K.DE vs. EAH.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EL4K.DE
Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF
1.10%1.88%1.40%7.39%-18.13%-0.61%
EAH.DE
Amundi Euro Government Green Bond UCITS ETF Acc
1.55%-2.11%-0.57%8.84%-30.65%1.11%

Correlation

The correlation between EL4K.DE and EAH.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2021

0.94

The correlation between EL4K.DE and EAH.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

EL4K.DE vs. EAH.DE — Risk / Return Rank

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

EL4K.DE
EL4K.DE Risk / Return Rank: 1414
Overall Rank
EL4K.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EL4K.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EL4K.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EL4K.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EL4K.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EAH.DE
EAH.DE Risk / Return Rank: 99
Overall Rank
EAH.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EAH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EAH.DE Omega Ratio Rank: 88
Omega Ratio Rank
EAH.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EAH.DE Martin Ratio Rank: 99
Martin Ratio Rank
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.

EL4K.DE vs. EAH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) and Amundi Euro Government Green Bond UCITS ETF Acc (EAH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EL4K.DEEAH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.07

1.01

+0.06

Calmar ratioReturn relative to maximum drawdown

0.45

0.06

+0.39

Martin ratioReturn relative to average drawdown

1.18

0.13

+1.05

EL4K.DE vs. EAH.DE - Sharpe Ratio Comparison

The current EL4K.DE Sharpe Ratio is 0.39, which is higher than the EAH.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of EL4K.DE and EAH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EL4K.DE vs. EAH.DE - Drawdown Comparison

The maximum EL4K.DE drawdown since its inception was -21.22%, smaller than the maximum EAH.DE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for EL4K.DE and EAH.DE.


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Drawdown Indicators


EL4K.DEEAH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-36.30%

+15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-4.72%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-3.46%

-7.80%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-36.30%

+15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-21.22%

Current Drawdown

Current decline from peak

-10.83%

-28.52%

+17.69%

Average Drawdown

Average peak-to-trough decline

-4.81%

-25.33%

+20.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.11%

-0.83%

Volatility

EL4K.DE vs. EAH.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) is 0.96%, while Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) has a volatility of 1.69%. This indicates that EL4K.DE experiences smaller price fluctuations and is considered to be less risky than EAH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4K.DEEAH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.69%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

5.31%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

6.50%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

10.79%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

10.79%

-5.67%

EL4K.DE vs. EAH.DE - Expense Ratio Comparison

EL4K.DE has a 0.15% expense ratio, which is lower than EAH.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EL4K.DE vs. EAH.DE - Dividend Comparison

EL4K.DE's dividend yield for the trailing twelve months is around 2.49%, while EAH.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EAH.DE
Amundi Euro Government Green Bond 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%
EL4K.DE
Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF
2.49%1.58%1.25%1.24%0.56%0.60%0.67%0.89%0.81%1.90%1.92%2.45%

Frequently Asked Questions


With a correlation of 0.93, EL4K.DE and EAH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EL4K.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4K.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EAH.DE.

EL4K.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10, while EAH.DE tracks Solactive Euro Government Green Bond. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.15% for EL4K.DE and 0.20% for EAH.DE.

Portfolio Optimizer

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