EL4Q.DE vs. EL4G.DE
EL4Q.DE (Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both exchange-traded funds - EL4Q.DE is a European Government Bonds fund tracking the iBoxx EUR Liquid Sovereign Diversified 10+ Index, while EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL4Q.DE returned -2.50%/yr vs 7.82%/yr for EL4G.DE. At a correlation of -0.03, they often move in opposite directions. EL4Q.DE charges 0.15%/yr vs 0.30%/yr for EL4G.DE.
Performance
EL4Q.DE vs. EL4G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Q.DE achieves a -0.80% return, which is significantly lower than EL4G.DE's 12.22% return. Over the past 10 years, EL4Q.DE has underperformed EL4G.DE with an annualized return of -2.50%, while EL4G.DE has yielded a comparatively higher 7.82% annualized return.
EL4Q.DE
- 1D
- -0.38%
- 1M
- -1.97%
- 6M
- -1.68%
- YTD
- -0.80%
- 1Y
- -0.76%
- 3Y*
- -0.02%
- 5Y*
- -8.69%
- 10Y*
- -2.50%
EL4G.DE
- 1D
- 0.25%
- 1M
- 2.06%
- 6M
- 11.26%
- YTD
- 12.22%
- 1Y
- 23.88%
- 3Y*
- 21.24%
- 5Y*
- 10.35%
- 10Y*
- 7.82%
EL4Q.DE vs. EL4G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | -0.80% | -4.72% | -1.64% | 9.77% | -36.18% | -7.93% | 13.24% | 19.50% | 1.64% | -0.28% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 12.22% | 42.40% | 7.75% | 4.13% | -12.98% | 23.27% | -18.16% | 22.52% | -11.27% | 9.51% |
Correlation
The correlation between EL4Q.DE and EL4G.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2009 | -0.03 |
The correlation between EL4Q.DE and EL4G.DE shifts across timeframes, from -0.03 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4Q.DE vs. EL4G.DE — Risk / Return Rank
EL4Q.DE
EL4G.DE
EL4Q.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 10+ UCITS ETF (EL4Q.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.
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.
| EL4Q.DE | EL4G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 3.03 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.23 | 9.45 | -9.69 |
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Drawdowns
EL4Q.DE vs. EL4G.DE - Drawdown Comparison
The maximum EL4Q.DE drawdown since its inception was -47.27%, smaller than the maximum EL4G.DE drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for EL4Q.DE and EL4G.DE.
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Drawdown Indicators
| EL4Q.DE | EL4G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.27% | -58.32% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | -7.86% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -12.71% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -45.32% | -24.14% | -21.18% |
Max Drawdown (10Y)Largest decline over 10 years | -47.27% | -42.41% | -4.86% |
Current DrawdownCurrent decline from peak | -40.57% | 0.00% | -40.57% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -13.05% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.52% | +0.23% |
Volatility
EL4Q.DE vs. EL4G.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) is 2.32%, while Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a volatility of 3.10%. This indicates that EL4Q.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
| EL4Q.DE | EL4G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 3.10% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 9.61% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 11.76% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 14.53% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.57% | 16.65% | -4.08% |
EL4Q.DE vs. EL4G.DE - Expense Ratio Comparison
EL4Q.DE has a 0.15% expense ratio, which is lower than EL4G.DE's 0.30% expense ratio.
Dividends
EL4Q.DE vs. EL4G.DE - Dividend Comparison
EL4Q.DE's dividend yield for the trailing twelve months is around 3.29%, less than EL4G.DE's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.49% | 4.38% | 5.64% | 5.82% | 5.35% | 3.30% | 3.69% | 4.67% | 5.05% | 3.58% | 3.83% | 3.81% |
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | 3.29% | 2.65% | 1.77% | 1.93% | 1.40% | 1.18% | 1.30% | 1.67% | 1.49% | 2.64% | 2.40% | 2.69% |
Frequently Asked Questions
EL4Q.DE and EL4G.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Q.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Q.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.
EL4Q.DE is categorized as European Government Bonds, while EL4G.DE is Europe Equities. EL4Q.DE tracks iBoxx EUR Liquid Sovereign Diversified 10+ Index, while EL4G.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.15% for EL4Q.DE and 0.30% for EL4G.DE.
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