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EL4S.DE vs. KX1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4S.DE vs. KX1G.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 Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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 KX1G.DE's 0.22% return. Over the past 10 years, EL4S.DE has underperformed KX1G.DE with an annualized return of -0.20%, while KX1G.DE has yielded a comparatively higher 0.22% 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%

KX1G.DE

1D
0.13%
1M
0.66%
YTD
0.22%
6M
0.10%
1Y
0.45%
3Y*
3.02%
5Y*
-1.81%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4S.DE vs. KX1G.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%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
0.22%1.21%2.65%7.57%-18.42%-3.38%5.42%8.82%0.15%0.54%

Correlation

The correlation between EL4S.DE and KX1G.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

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

0.68

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

0.72

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.41

Over the past year, EL4S.DE and KX1G.DE have become more correlated (0.63) than their long-term average of 0.41, meaning their price movements have been converging.

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Return for Risk

EL4S.DE vs. KX1G.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

KX1G.DE
KX1G.DE Risk / Return Rank: 1010
Overall Rank
KX1G.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KX1G.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
KX1G.DE Omega Ratio Rank: 99
Omega Ratio Rank
KX1G.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
KX1G.DE Martin Ratio Rank: 1111
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. KX1G.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 Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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.DEKX1G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.10

1.02

+0.08

Calmar ratioReturn relative to maximum drawdown

0.58

0.13

+0.46

Martin ratioReturn relative to average drawdown

1.87

0.34

+1.53

EL4S.DE vs. KX1G.DE - Sharpe Ratio Comparison

The current EL4S.DE Sharpe Ratio is 0.54, which is higher than the KX1G.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EL4S.DE and KX1G.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.DEKX1G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.10

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.27

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.04

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.41

-0.71

Drawdowns

EL4S.DE vs. KX1G.DE - Drawdown Comparison

The maximum EL4S.DE drawdown since its inception was -13.04%, smaller than the maximum KX1G.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for EL4S.DE and KX1G.DE.


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Drawdown Indicators


EL4S.DEKX1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.04%

-22.43%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-3.54%

+2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-4.22%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-5.86%

-21.59%

+15.73%

Max Drawdown (10Y)

Largest decline over 10 years

-9.46%

-22.43%

+12.97%

Current Drawdown

Current decline from peak

-6.04%

-12.10%

+6.06%

Average Drawdown

Average peak-to-trough decline

-5.87%

-6.69%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

1.34%

-1.02%

Volatility

EL4S.DE vs. KX1G.DE - Volatility Comparison

The current volatility for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) is 0.44%, while Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) has a volatility of 1.76%. This indicates that EL4S.DE experiences smaller price fluctuations and is considered to be less risky than KX1G.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.DEKX1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

1.76%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

3.80%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

4.57%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.46%

6.66%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.12%

5.94%

-4.82%

EL4S.DE vs. KX1G.DE - Expense Ratio Comparison

EL4S.DE has a 0.15% expense ratio, which is higher than KX1G.DE's 0.14% 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

EL4S.DE vs. KX1G.DE - Dividend Comparison

EL4S.DE's dividend yield for the trailing twelve months is around 1.48%, while KX1G.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%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
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


EL4S.DE and KX1G.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KX1G.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KX1G.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for EL4S.DE.

EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3, while KX1G.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.15% for EL4S.DE and 0.14% for KX1G.DE.

Portfolio Optimizer

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