EL4K.DE vs. EL42.DE
EL4K.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF) and EL42.DE (Deka MSCI Europe UCITS ETF) are both exchange-traded funds - EL4K.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 1-10, while EL42.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, EL4K.DE returned -0.25%/yr vs 8.94%/yr for EL42.DE. At a 0.08 correlation, their price movements are largely independent. EL4K.DE charges 0.15%/yr vs 0.30%/yr for EL42.DE.
Performance
EL4K.DE vs. EL42.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4K.DE achieves a 0.05% return, which is significantly lower than EL42.DE's 7.59% return. Over the past 10 years, EL4K.DE has underperformed EL42.DE with an annualized return of -0.25%, while EL42.DE has yielded a comparatively higher 8.94% annualized return.
EL4K.DE
- 1D
- 0.01%
- 1M
- -0.03%
- YTD
- 0.05%
- 6M
- 0.07%
- 1Y
- 0.71%
- 3Y*
- 2.63%
- 5Y*
- -2.03%
- 10Y*
- -0.25%
EL42.DE
- 1D
- 0.56%
- 1M
- 1.11%
- YTD
- 7.59%
- 6M
- 9.92%
- 1Y
- 15.89%
- 3Y*
- 13.43%
- 5Y*
- 9.71%
- 10Y*
- 8.94%
EL4K.DE vs. EL42.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 0.05% | 1.88% | 1.40% | 7.39% | -18.12% | -2.54% | 3.36% | 5.14% | 1.09% | 0.30% |
EL42.DE Deka MSCI Europe UCITS ETF | 7.59% | 20.03% | 7.79% | 15.64% | -9.11% | 24.38% | -3.36% | 27.36% | -10.93% | 10.10% |
Correlation
The correlation between EL4K.DE and EL42.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2009 | 0.08 |
Over the past year, EL4K.DE and EL42.DE have become more correlated (0.40) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
EL4K.DE vs. EL42.DE — Risk / Return Rank
EL4K.DE
EL42.DE
EL4K.DE vs. EL42.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 Deka MSCI Europe UCITS ETF (EL42.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.
| EL4K.DE | EL42.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.67 | -1.55 |
| Martin ratioReturn relative to average drawdown | 0.33 | 6.24 | -5.91 |
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
| EL4K.DE | EL42.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.25 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.68 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.57 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.60 | -0.22 |
Drawdowns
EL4K.DE vs. EL42.DE - Drawdown Comparison
The maximum EL4K.DE drawdown since its inception was -21.22%, smaller than the maximum EL42.DE drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for EL4K.DE and EL42.DE.
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Drawdown Indicators
| EL4K.DE | EL42.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -35.85% | +14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -9.57% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -16.42% | +12.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.02% | -19.44% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -21.22% | -35.85% | +14.63% |
Current DrawdownCurrent decline from peak | -11.77% | -1.52% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -5.32% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.56% | -1.34% |
Volatility
EL4K.DE vs. EL42.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) is 1.56%, while Deka MSCI Europe UCITS ETF (EL42.DE) has a volatility of 4.22%. This indicates that EL4K.DE experiences smaller price fluctuations and is considered to be less risky than EL42.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.DE | EL42.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 4.22% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 10.55% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 12.74% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 14.21% | -7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 15.56% | -10.44% |
EL4K.DE vs. EL42.DE - Expense Ratio Comparison
EL4K.DE has a 0.15% expense ratio, which is lower than EL42.DE's 0.30% expense ratio.
Dividends
EL4K.DE vs. EL42.DE - Dividend Comparison
EL4K.DE's dividend yield for the trailing twelve months is around 2.52%, more than EL42.DE's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL42.DE Deka MSCI Europe UCITS ETF | 2.15% | 2.31% | 2.64% | 2.59% | 2.78% | 2.09% | 1.94% | 2.76% | 3.41% | 2.72% | 3.00% | 2.69% |
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 2.52% | 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
EL4K.DE and EL42.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.30% for EL42.DE.
EL4K.DE is categorized as European Government Bonds, while EL42.DE is Europe Equities. EL4K.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10, while EL42.DE tracks MSCI Europe. Their fees differ too: 0.15% for EL4K.DE and 0.30% for EL42.DE.
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