EL4M.DE vs. EL4G.DE
EL4M.DE (Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both exchange-traded funds - EL4M.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 3-5, while EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL4M.DE returned -0.03%/yr vs 7.22%/yr for EL4G.DE. At a 0.06 correlation, their price movements are largely independent. EL4M.DE charges 0.15%/yr vs 0.30%/yr for EL4G.DE.
Performance
EL4M.DE vs. EL4G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4M.DE achieves a -0.10% return, which is significantly lower than EL4G.DE's 7.82% return. Over the past 10 years, EL4M.DE has underperformed EL4G.DE with an annualized return of -0.03%, while EL4G.DE has yielded a comparatively higher 7.22% annualized return.
EL4M.DE
- 1D
- 0.08%
- 1M
- 0.06%
- YTD
- -0.10%
- 6M
- -0.01%
- 1Y
- 0.69%
- 3Y*
- 2.75%
- 5Y*
- -0.53%
- 10Y*
- -0.03%
EL4G.DE
- 1D
- 0.34%
- 1M
- 1.11%
- YTD
- 7.82%
- 6M
- 10.85%
- 1Y
- 20.67%
- 3Y*
- 19.84%
- 5Y*
- 9.08%
- 10Y*
- 7.22%
EL4M.DE vs. EL4G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | -0.10% | 2.42% | 2.21% | 5.36% | -11.06% | -1.40% | 1.14% | 1.77% | 0.17% | -0.21% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 7.82% | 42.41% | 7.70% | 4.13% | -12.83% | 23.11% | -18.16% | 22.50% | -11.36% | 9.45% |
Correlation
The correlation between EL4M.DE and EL4G.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2009 | 0.06 |
The correlation between EL4M.DE and EL4G.DE shifts across timeframes, from 0.04 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4M.DE vs. EL4G.DE — Risk / Return Rank
EL4M.DE
EL4G.DE
EL4M.DE vs. EL4G.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) and Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.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.
| EL4M.DE | EL4G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.34 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.67 | -2.53 |
| Martin ratioReturn relative to average drawdown | 0.39 | 8.37 | -7.98 |
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
| EL4M.DE | EL4G.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.82 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.62 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.42 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.28 | +0.20 |
Drawdowns
EL4M.DE vs. EL4G.DE - Drawdown Comparison
The maximum EL4M.DE drawdown since its inception was -13.53%, smaller than the maximum EL4G.DE drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for EL4M.DE and EL4G.DE.
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Drawdown Indicators
| EL4M.DE | EL4G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -55.57% | +42.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -7.86% | +5.23% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -12.71% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -24.15% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | -42.41% | +28.88% |
Current DrawdownCurrent decline from peak | -3.72% | -1.41% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -10.93% | +8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.51% | -1.56% |
Volatility
EL4M.DE vs. EL4G.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) is 1.19%, while Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a volatility of 3.32%. This indicates that EL4M.DE experiences smaller price fluctuations and is considered to be less risky than EL4G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4M.DE | EL4G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 3.32% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 9.37% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.99% | 11.55% | -8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 14.54% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 17.09% | -13.96% |
EL4M.DE vs. EL4G.DE - Expense Ratio Comparison
EL4M.DE has a 0.15% expense ratio, which is lower than EL4G.DE's 0.30% expense ratio.
Dividends
EL4M.DE vs. EL4G.DE - Dividend Comparison
EL4M.DE's dividend yield for the trailing twelve months is around 2.17%, less than EL4G.DE's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.04% | 4.38% | 5.65% | 5.82% | 5.35% | 3.31% | 3.69% | 4.67% | 4.94% | 3.53% | 3.83% | 3.81% |
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | 2.17% | 2.76% | 1.93% | 1.89% | 0.55% | 0.79% | 1.06% | 1.41% | 1.08% | 2.12% | 1.66% | 1.83% |
Frequently Asked Questions
EL4M.DE and EL4G.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4M.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4M.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.
EL4M.DE is categorized as European Government Bonds, while EL4G.DE is Europe Equities. EL4M.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 3-5, while EL4G.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.15% for EL4M.DE and 0.30% for EL4G.DE.
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