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EL4S.DE vs. ELF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4S.DE vs. ELF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) and Deka MDAX UCITS ETF (ELF1.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, EL4S.DE achieves a 0.11% return, which is significantly lower than ELF1.DE's 6.68% return. Over the past 10 years, EL4S.DE has underperformed ELF1.DE with an annualized return of -0.20%, while ELF1.DE has yielded a comparatively higher 4.24% annualized return.


EL4S.DE

1D
0.02%
1M
0.23%
YTD
0.11%
6M
0.14%
1Y
0.60%
3Y*
2.24%
5Y*
0.36%
10Y*
-0.20%

ELF1.DE

1D
0.16%
1M
5.14%
YTD
6.68%
6M
10.35%
1Y
5.03%
3Y*
6.10%
5Y*
-1.03%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4S.DE vs. ELF1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
0.11%1.65%2.75%2.51%-4.56%-0.97%-0.79%-0.83%-0.57%-1.08%
ELF1.DE
Deka MDAX UCITS ETF
6.68%19.01%-5.82%7.32%-28.88%13.39%8.33%30.58%-17.98%17.52%

Correlation

The correlation between EL4S.DE and ELF1.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

0.10

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

0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 14, 2014

-0.04

The correlation between EL4S.DE and ELF1.DE shifts across timeframes, from -0.04 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EL4S.DE vs. ELF1.DE — Risk / Return Rank

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

EL4S.DE
EL4S.DE Risk / Return Rank: 1717
Overall Rank
EL4S.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EL4S.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
EL4S.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EL4S.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EL4S.DE Martin Ratio Rank: 1818
Martin Ratio Rank

ELF1.DE
ELF1.DE Risk / Return Rank: 1313
Overall Rank
ELF1.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ELF1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
ELF1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ELF1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
ELF1.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.

EL4S.DE vs. ELF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) and Deka MDAX UCITS ETF (ELF1.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.


EL4S.DEELF1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.58

0.35

+0.24

Martin ratioReturn relative to average drawdown

1.87

0.94

+0.93

EL4S.DE vs. ELF1.DE - Sharpe Ratio Comparison

The current EL4S.DE Sharpe Ratio is 0.54, which is higher than the ELF1.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of EL4S.DE and ELF1.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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Sharpe Ratios by Period


EL4S.DEELF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.27

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.05

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.23

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.29

-0.59

Drawdowns

EL4S.DE vs. ELF1.DE - Drawdown Comparison

The maximum EL4S.DE drawdown since its inception was -13.04%, smaller than the maximum ELF1.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for EL4S.DE and ELF1.DE.


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Drawdown Indicators


EL4S.DEELF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.04%

-40.27%

+27.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-14.46%

+13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-18.45%

+17.42%

Max Drawdown (5Y)

Largest decline over 5 years

-5.86%

-40.27%

+34.41%

Max Drawdown (10Y)

Largest decline over 10 years

-9.46%

-40.27%

+30.81%

Current Drawdown

Current decline from peak

-6.04%

-11.79%

+5.75%

Average Drawdown

Average peak-to-trough decline

-5.87%

-12.30%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

5.30%

-4.98%

Volatility

EL4S.DE vs. ELF1.DE - Volatility Comparison

The current volatility for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) is 0.44%, while Deka MDAX UCITS ETF (ELF1.DE) has a volatility of 5.03%. This indicates that EL4S.DE experiences smaller price fluctuations and is considered to be less risky than ELF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4S.DEELF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

5.03%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

15.34%

-14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

18.70%

-17.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.46%

19.31%

-17.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.12%

18.33%

-17.21%

EL4S.DE vs. ELF1.DE - Expense Ratio Comparison

EL4S.DE has a 0.15% expense ratio, which is lower than ELF1.DE's 0.30% expense ratio.


Dividends

EL4S.DE vs. ELF1.DE - Dividend Comparison

EL4S.DE's dividend yield for the trailing twelve months is around 1.48%, while ELF1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
1.48%1.20%0.83%0.60%0.88%0.94%0.78%1.06%0.99%1.63%1.46%1.60%
ELF1.DE
Deka MDAX UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.48%0.46%0.44%0.41%

Frequently Asked Questions


EL4S.DE and ELF1.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, EL4S.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4S.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELF1.DE.

EL4S.DE is categorized as European Government Bonds, while ELF1.DE is Europe Equities. EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3, while ELF1.DE tracks MDAX®. Their fees differ too: 0.15% for EL4S.DE and 0.30% for ELF1.DE.

Portfolio Optimizer

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