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

Performance

EL4Q.DE vs. EUNH.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 iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.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 higher than EUNH.DE's -1.51% return. Over the past 10 years, EL4Q.DE has underperformed EUNH.DE with an annualized return of -2.50%, while EUNH.DE has yielded a comparatively higher -0.65% 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%

EUNH.DE

1D
-0.01%
1M
-0.78%
6M
-1.93%
YTD
-1.51%
1Y
-0.71%
3Y*
1.97%
5Y*
-2.82%
10Y*
-0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4Q.DE vs. EUNH.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%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
-1.51%0.80%1.52%6.83%-18.31%-3.38%4.72%6.76%0.86%-0.13%

Correlation

The correlation between EL4Q.DE and EUNH.DE is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

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

0.94

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.86

The correlation between EL4Q.DE and EUNH.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

EL4Q.DE vs. EUNH.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

EUNH.DE
EUNH.DE Risk / Return Rank: 77
Overall Rank
EUNH.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 77
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. EUNH.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 iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.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.DEEUNH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

0.99

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.11

-0.20

+0.08

Martin ratioReturn relative to average drawdown

-0.23

-0.45

+0.22

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

The current EL4Q.DE Sharpe Ratio is -0.07, which is higher than the EUNH.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EL4Q.DE and EUNH.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. EUNH.DE - Drawdown Comparison

The maximum EL4Q.DE drawdown since its inception was -47.27%, which is greater than EUNH.DE's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for EL4Q.DE and EUNH.DE.


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Drawdown Indicators


EL4Q.DEEUNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.27%

-22.42%

-24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-3.59%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-4.10%

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-45.32%

-21.53%

-23.79%

Max Drawdown (10Y)

Largest decline over 10 years

-47.27%

-22.42%

-24.85%

Current Drawdown

Current decline from peak

-40.57%

-15.34%

-25.23%

Average Drawdown

Average peak-to-trough decline

-13.51%

-5.87%

-7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.55%

+1.20%

Volatility

EL4Q.DE vs. EUNH.DE - Volatility Comparison

Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) has a higher volatility of 2.32% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) at 1.11%. This indicates that EL4Q.DE's price experiences larger fluctuations and is considered to be riskier than EUNH.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.DEEUNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.11%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

3.75%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.58%

4.55%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

6.37%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

5.52%

+7.05%

EL4Q.DE vs. EUNH.DE - Expense Ratio Comparison

EL4Q.DE has a 0.15% expense ratio, which is higher than EUNH.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EL4Q.DE vs. EUNH.DE - Dividend Comparison

EL4Q.DE's dividend yield for the trailing twelve months is around 3.29%, more than EUNH.DE's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
1.20%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%

Frequently Asked Questions


With a correlation of 0.91, EL4Q.DE and EUNH.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.

On fees, EUNH.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNH.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for EL4Q.DE.

EL4Q.DE tracks iBoxx EUR Liquid Sovereign Diversified 10+ Index, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: Deka and iShares. Their fees differ too: 0.15% for EL4Q.DE and 0.07% for EUNH.DE.

Portfolio Optimizer

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