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EL4T.DE vs. EL4G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EL4T.DE vs. EL4G.DE

Last updated Jun 5, 2026

EL4T.DE (Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both exchange-traded funds - EL4T.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV® Germany 3-5, while EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL4T.DE returned -0.56%/yr vs 7.22%/yr for EL4G.DE. At a correlation of -0.18, they often move in opposite directions. EL4T.DE charges 0.15%/yr vs 0.30%/yr for EL4G.DE.

Performance

EL4T.DE vs. EL4G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.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, EL4T.DE achieves a -0.14% return, which is significantly lower than EL4G.DE's 7.82% return. Over the past 10 years, EL4T.DE has underperformed EL4G.DE with an annualized return of -0.56%, while EL4G.DE has yielded a comparatively higher 7.22% annualized return.

EL4T.DE

1D
0.05%
1M
-0.02%
YTD
-0.14%
6M
-0.19%
1Y
0.11%
3Y*
1.95%
5Y*
-0.85%
10Y*
-0.56%

EL4G.DE

1D
0.34%
1M
1.11%
YTD
7.82%
6M
10.85%
1Y
20.67%
3Y*
19.84%
5Y*
9.08%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4T.DE vs. EL4G.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EL4T.DE
Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF		-0.14%1.23%1.66%4.09%-9.83%-1.28%-0.09%-0.15%0.48%-1.32%
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF		7.82%42.41%7.70%4.13%-12.83%23.11%-18.16%22.50%-11.36%9.45%

Correlation

The correlation between EL4T.DE and EL4G.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.06

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

0.02

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

-0.18

The correlation between EL4T.DE and EL4G.DE shifts across timeframes, from -0.18 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF

Deka EURO STOXX Select Dividend 30 UCITS ETF

Often compared with EL4T.DE:
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Often compared with EL4G.DE:
EL4G.DE vs. SRLNEL4G.DE vs. SPYEL4G.DE vs. SCHCEL4G.DE vs. VYMIEL4G.DE vs. ELFC.DEEL4G.DE vs. WSML.LEL4G.DE vs. EL4X.DE

Return for Risk

EL4T.DE vs. EL4G.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL4T.DE
EL4T.DE Risk / Return Rank: 88
Overall Rank
EL4T.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EL4T.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EL4T.DE Omega Ratio Rank: 77
Omega Ratio Rank
EL4T.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EL4T.DE Martin Ratio Rank: 88
Martin Ratio Rank
EL4G.DE
EL4G.DE Risk / Return Rank: 5353
Overall Rank
EL4G.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 5656
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 5050
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.

EL4T.DE vs. EL4G.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.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.

EL4T.DEEL4G.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.06
1.82

-1.88

Sortino ratioReturn per unit of downside risk
-0.07
2.52

-2.58

Omega ratioGain probability vs. loss probability

0.99

1.34

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.07

2.67

-2.74

Martin ratioReturn relative to average drawdown

-0.17

8.37

-8.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL4T.DE vs. EL4G.DE - Sharpe Ratio Comparison

The current EL4T.DE Sharpe Ratio is -0.06, which is lower than the EL4G.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of EL4T.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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Sharpe Ratios by Period

EL4T.DEEL4G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.82

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.62

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.42

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.28

-0.03

Drawdowns

EL4T.DE vs. EL4G.DE - Drawdown Comparison

The maximum EL4T.DE drawdown since its inception was -13.89%, smaller than the maximum EL4G.DE drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for EL4T.DE and EL4G.DE.

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Drawdown Indicators

EL4T.DEEL4G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-55.57%

+41.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-7.86%

+5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-2.28%

-12.71%

+10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-12.08%

-24.15%

+12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-13.89%

-42.41%

+28.52%

Current Drawdown

Current decline from peak

-6.64%

-1.41%

-5.23%

Average Drawdown

Average peak-to-trough decline

-3.05%

-10.93%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.51%

-1.70%

Volatility

EL4T.DE vs. EL4G.DE - Volatility Comparison

The current volatility for Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF (EL4T.DE) is 0.98%, while Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a volatility of 3.32%. This indicates that EL4T.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

EL4T.DEEL4G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

3.32%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

9.37%

-7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

11.55%

-9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.49%

14.54%

-11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

17.09%

-14.40%

EL4T.DE vs. EL4G.DE - Expense Ratio Comparison

EL4T.DE has a 0.15% expense ratio, which is lower than EL4G.DE's 0.30% expense ratio.

Dividends

EL4T.DE vs. EL4G.DE - Dividend Comparison

EL4T.DE's dividend yield for the trailing twelve months is around 1.35%, less than EL4G.DE's 4.04% yield.

PositionTTM20252024202320222021202020192018201720162015
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF		4.04%4.38%5.65%5.82%5.35%3.31%3.69%4.67%4.94%3.53%3.83%3.81%
EL4T.DE
Deka Deutsche Boerse EUROGOV Germany 3-5 UCITS ETF		1.35%1.33%1.34%0.83%0.21%0.61%0.96%0.99%0.91%1.44%1.56%1.80%

Frequently Asked Questions

EL4T.DE and EL4G.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4T.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4T.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EL4G.DE.

EL4T.DE is categorized as European Government Bonds, while EL4G.DE is Europe Equities. EL4T.DE tracks Deutsche Börse EUROGOV® Germany 3-5, while EL4G.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.15% for EL4T.DE and 0.30% for EL4G.DE.

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