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EL4Q.DE vs. EL4G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4Q.DE vs. EL4G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) and Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4Q.DE vs. EL4G.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

EL4Q.DE
EL4Q.DE Risk / Return Rank: 88
Overall Rank
EL4Q.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EL4Q.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EL4Q.DE Omega Ratio Rank: 88
Omega Ratio Rank
EL4Q.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EL4Q.DE Martin Ratio Rank: 88
Martin Ratio Rank

EL4G.DE
EL4G.DE Risk / Return Rank: 7575
Overall Rank
EL4G.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 6565
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.

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.DEEL4G.DEDifference
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

EL4Q.DE vs. EL4G.DE - Sharpe Ratio Comparison

The current EL4Q.DE Sharpe Ratio is -0.07, which is lower than the EL4G.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of EL4Q.DE and EL4G.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

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.DEEL4G.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.57%

0.00%

-40.57%

Average Drawdown

Average peak-to-trough decline

-13.51%

-13.05%

-0.46%

Ulcer Index

Depth 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.DEEL4G.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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