PortfoliosLab logoPortfoliosLab logo
EL4N.DE vs. X710.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4N.DE vs. X710.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) and Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EL4N.DE achieves a 1.00% return, which is significantly lower than X710.DE's 1.35% return. Over the past 10 years, EL4N.DE has outperformed X710.DE with an annualized return of 0.05%, while X710.DE has yielded a comparatively lower -0.07% annualized return.


EL4N.DE

1D
0.02%
1M
0.81%
YTD
1.00%
6M
1.22%
1Y
1.48%
3Y*
3.10%
5Y*
-1.12%
10Y*
0.05%

X710.DE

1D
0.00%
1M
1.01%
YTD
1.35%
6M
1.53%
1Y
1.67%
3Y*
2.82%
5Y*
-1.99%
10Y*
-0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4N.DE vs. X710.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4N.DE
Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF
1.00%2.08%1.72%7.32%-15.78%-2.17%3.22%4.28%0.73%0.43%
X710.DE
Xtrackers II Eurozone Government Bond 7-10 UCITS ETF
1.35%1.72%0.93%8.80%-19.87%-3.00%4.20%6.78%1.03%1.08%

Correlation

The correlation between EL4N.DE and X710.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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2009

0.90

The correlation between EL4N.DE and X710.DE has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EL4N.DE vs. X710.DE — Risk / Return Rank

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

EL4N.DE
EL4N.DE Risk / Return Rank: 1313
Overall Rank
EL4N.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EL4N.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EL4N.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EL4N.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EL4N.DE Martin Ratio Rank: 1414
Martin Ratio Rank

X710.DE
X710.DE Risk / Return Rank: 1313
Overall Rank
X710.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
X710.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
X710.DE Omega Ratio Rank: 1212
Omega Ratio Rank
X710.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
X710.DE Martin Ratio Rank: 1414
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.

EL4N.DE vs. X710.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) and Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.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.


EL4N.DEX710.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.07

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.42

0.40

+0.02

Martin ratioReturn relative to average drawdown

1.09

1.04

+0.06

EL4N.DE vs. X710.DE - Sharpe Ratio Comparison

The current EL4N.DE Sharpe Ratio is 0.36, which is comparable to the X710.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of EL4N.DE and X710.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.


Loading charts...

Drawdowns

EL4N.DE vs. X710.DE - Drawdown Comparison

The maximum EL4N.DE drawdown since its inception was -18.58%, smaller than the maximum X710.DE drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for EL4N.DE and X710.DE.


Loading charts...

Drawdown Indicators


EL4N.DEX710.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-23.16%

+4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-4.18%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-3.48%

-4.41%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-22.84%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-23.16%

+4.58%

Current Drawdown

Current decline from peak

-7.49%

-12.37%

+4.88%

Average Drawdown

Average peak-to-trough decline

-3.93%

-5.21%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.61%

-0.26%

Volatility

EL4N.DE vs. X710.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) is 1.10%, while Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.DE) has a volatility of 1.23%. This indicates that EL4N.DE experiences smaller price fluctuations and is considered to be less risky than X710.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EL4N.DEX710.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.23%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

4.17%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

4.90%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

7.36%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

6.28%

-1.50%

EL4N.DE vs. X710.DE - Expense Ratio Comparison

Both EL4N.DE and X710.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EL4N.DE vs. X710.DE - Dividend Comparison

EL4N.DE's dividend yield for the trailing twelve months is around 1.33%, while X710.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EL4N.DE
Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF
1.33%0.92%0.82%2.15%0.77%0.72%0.97%1.16%1.32%2.60%2.65%2.77%
X710.DE
Xtrackers II Eurozone Government Bond 7-10 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, EL4N.DE and X710.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EL4N.DE and X710.DE have the same expense ratio: 0.15% per year.

EL4N.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 5-7, while X710.DE tracks Markit iBoxx® EUR Eurozone 7-10. They also come from different issuers: Deka and Xtrackers.

Portfolio Optimizer

Find the right allocation for EL4N.DE and X710.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer