PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EL4X.DE vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EL4X.DE and CSPX.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EL4X.DE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.79%
11.87%
EL4X.DE
CSPX.L

Key characteristics

Sharpe Ratio

EL4X.DE:

0.49

CSPX.L:

1.69

Sortino Ratio

EL4X.DE:

0.74

CSPX.L:

2.26

Omega Ratio

EL4X.DE:

1.09

CSPX.L:

1.33

Calmar Ratio

EL4X.DE:

0.33

CSPX.L:

2.30

Martin Ratio

EL4X.DE:

0.96

CSPX.L:

10.53

Ulcer Index

EL4X.DE:

6.44%

CSPX.L:

2.08%

Daily Std Dev

EL4X.DE:

12.53%

CSPX.L:

12.97%

Max Drawdown

EL4X.DE:

-52.91%

CSPX.L:

-9.49%

Current Drawdown

EL4X.DE:

-8.72%

CSPX.L:

-1.46%

Returns By Period

In the year-to-date period, EL4X.DE achieves a 6.90% return, which is significantly higher than CSPX.L's 1.75% return.


EL4X.DE

YTD

6.90%

1M

7.29%

6M

9.89%

1Y

6.16%

5Y*

2.10%

10Y*

0.80%

CSPX.L

YTD

1.75%

1M

4.05%

6M

11.87%

1Y

23.20%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EL4X.DE vs. CSPX.L - Expense Ratio Comparison

EL4X.DE has a 0.30% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.


EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF
Expense ratio chart for EL4X.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

EL4X.DE vs. CSPX.L — Risk-Adjusted Performance Rank

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

EL4X.DE
The Risk-Adjusted Performance Rank of EL4X.DE is 1616
Overall Rank
The Sharpe Ratio Rank of EL4X.DE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of EL4X.DE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of EL4X.DE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of EL4X.DE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of EL4X.DE is 1313
Martin Ratio Rank

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 7272
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EL4X.DE vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.


Sharpe ratio
The chart of Sharpe ratio for EL4X.DE, currently valued at 0.07, compared to the broader market0.002.004.000.071.75
The chart of Sortino ratio for EL4X.DE, currently valued at 0.19, compared to the broader market0.005.0010.000.192.34
The chart of Omega ratio for EL4X.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.34
The chart of Calmar ratio for EL4X.DE, currently valued at 0.07, compared to the broader market0.005.0010.0015.0020.000.072.38
The chart of Martin ratio for EL4X.DE, currently valued at 0.13, compared to the broader market0.0020.0040.0060.0080.00100.000.1310.85
EL4X.DE
CSPX.L

The current EL4X.DE Sharpe Ratio is 0.49, which is lower than the CSPX.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EL4X.DE and CSPX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
0.07
1.75
EL4X.DE
CSPX.L

Dividends

EL4X.DE vs. CSPX.L - Dividend Comparison

EL4X.DE's dividend yield for the trailing twelve months is around 6.71%, while CSPX.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF
6.71%7.17%5.99%8.64%3.83%2.89%6.66%8.48%7.17%7.37%5.62%7.47%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (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. CSPX.L - Drawdown Comparison

The maximum EL4X.DE drawdown since its inception was -52.91%, which is greater than CSPX.L's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for EL4X.DE and CSPX.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.57%
-1.46%
EL4X.DE
CSPX.L

Volatility

EL4X.DE vs. CSPX.L - Volatility Comparison

Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) has a higher volatility of 4.66% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.96%. This indicates that EL4X.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.66%
3.96%
EL4X.DE
CSPX.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab