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EL4X.DE vs. ASWA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EL4X.DE vs. ASWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE). The values are adjusted to include any dividend payments, if applicable.

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EL4X.DE vs. ASWA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF
2.10%14.14%-1.45%4.72%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-16.70%26.07%-11.37%-2.40%

Returns By Period

In the year-to-date period, EL4X.DE achieves a 2.10% return, which is significantly higher than ASWA.DE's -16.70% return.


EL4X.DE

1D
-0.21%
1M
-0.09%
YTD
2.10%
6M
5.17%
1Y
7.70%
3Y*
8.56%
5Y*
2.53%
10Y*
2.36%

ASWA.DE

1D
-29.07%
1M
-26.71%
YTD
-16.70%
6M
-15.14%
1Y
1.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EL4X.DE vs. ASWA.DE - Expense Ratio Comparison

EL4X.DE has a 0.30% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.


Return for Risk

EL4X.DE vs. ASWA.DE — Risk / Return Rank

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

EL4X.DE
EL4X.DE Risk / Return Rank: 2525
Overall Rank
EL4X.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EL4X.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
EL4X.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EL4X.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
EL4X.DE Martin Ratio Rank: 2424
Martin Ratio Rank

ASWA.DE
ASWA.DE Risk / Return Rank: 1515
Overall Rank
ASWA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 1919
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.

EL4X.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.


EL4X.DEASWA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.06

+0.41

Sortino ratio

Return per unit of downside risk

0.70

0.27

+0.43

Omega ratio

Gain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

1.04

0.14

+0.91

Martin ratio

Return relative to average drawdown

2.29

1.51

+0.79

EL4X.DE vs. ASWA.DE - Sharpe Ratio Comparison

The current EL4X.DE Sharpe Ratio is 0.47, which is higher than the ASWA.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of EL4X.DE and ASWA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EL4X.DEASWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.06

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.14

+0.43

Correlation

The correlation between EL4X.DE and ASWA.DE is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EL4X.DE vs. ASWA.DE - Dividend Comparison

EL4X.DE's dividend yield for the trailing twelve months is around 5.00%, while ASWA.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF
5.00%5.11%7.17%5.99%8.64%3.83%2.89%6.66%8.48%7.17%7.37%5.62%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EL4X.DE vs. ASWA.DE - Drawdown Comparison

The maximum EL4X.DE drawdown since its inception was -52.91%, which is greater than ASWA.DE's maximum drawdown of -29.07%. Use the drawdown chart below to compare losses from any high point for EL4X.DE and ASWA.DE.


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Drawdown Indicators


EL4X.DEASWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.91%

-29.07%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-29.07%

+19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-5.96%

-29.07%

+23.11%

Average Drawdown

Average peak-to-trough decline

-12.27%

-7.12%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.62%

+1.87%

Volatility

EL4X.DE vs. ASWA.DE - Volatility Comparison

The current volatility for Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) is 6.16%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 34.90%. This indicates that EL4X.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4X.DEASWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

34.90%

-28.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

35.85%

-25.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

33.56%

-17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

24.58%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

24.58%

-6.42%