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

EL4X.DE vs. LYYA.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) and Amundi MSCI World II UCITS ETF Dist (LYYA.DE).

EL4X.DE and LYYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4X.DE is a passively managed fund by Deka that tracks the performance of the DAXplus® Maximum Dividend. It was launched on Apr 3, 2009. LYYA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 26, 2006. Both EL4X.DE and LYYA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL4X.DE vs. LYYA.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 Amundi MSCI World II UCITS ETF Dist (LYYA.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF		2.10%14.14%-1.45%26.38%-20.06%9.02%-2.95%11.71%-18.87%5.70%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist		-1.30%7.87%26.02%20.23%-13.67%32.82%5.50%31.13%-5.06%7.74%

Returns By Period

In the year-to-date period, EL4X.DE achieves a 2.10% return, which is significantly higher than LYYA.DE's -1.30% return. Over the past 10 years, EL4X.DE has underperformed LYYA.DE with an annualized return of 2.36%, while LYYA.DE has yielded a comparatively higher 11.89% annualized 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%

LYYA.DE

1D
-0.03%
1M
-2.02%
YTD
-1.30%
6M
1.77%
1Y
12.15%
3Y*
15.01%
5Y*
10.85%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Deka DAXplus Maximum Dividend UCITS ETF

Amundi MSCI World II UCITS ETF Dist

Often compared with EL4X.DE:
EL4X.DE vs. CSPX.LEL4X.DE vs. EL4A.DEEL4X.DE vs. EL4F.DEEL4X.DE vs. EL4G.DEEL4X.DE vs. EL42.DEEL4X.DE vs. ELFB.DEEL4X.DE vs. ASWA.DE
Often compared with LYYA.DE:
LYYA.DE vs. WPEA.PALYYA.DE vs. ISPA.DELYYA.DE vs. XWD1.LLYYA.DE vs. VOOLYYA.DE vs. URTHLYYA.DE vs. SCHDLYYA.DE vs. VXUS

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

Both EL4X.DE and LYYA.DE have an expense ratio of 0.30%.

EL4X.DE
Deka DAXplus Maximum Dividend UCITS ETF
LYYA.DE
Amundi MSCI World II UCITS ETF Dist

Return for Risk

EL4X.DE vs. LYYA.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
LYYA.DE
LYYA.DE Risk / Return Rank: 5555
Overall Rank
LYYA.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8282
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. LYYA.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 Amundi MSCI World II UCITS ETF Dist (LYYA.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.DELYYA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.75

-0.29

Sortino ratio

Return per unit of downside risk

0.70

1.09

-0.39

Omega ratio

Gain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

1.04

2.74

-1.70

Martin ratio

Return relative to average drawdown

2.29

10.55

-8.25

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

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

The current EL4X.DE Sharpe Ratio is 0.47, which is lower than the LYYA.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EL4X.DE and LYYA.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.DELYYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.75

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.76

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.78

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.50

-0.21

Correlation

The correlation between EL4X.DE and LYYA.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EL4X.DE vs. LYYA.DE - Dividend Comparison

EL4X.DE's dividend yield for the trailing twelve months is around 5.00%, more than LYYA.DE's 1.28% yield.

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%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist		1.28%1.26%1.63%1.35%1.95%1.31%1.58%1.49%2.36%2.05%2.33%2.55%

Drawdowns

EL4X.DE vs. LYYA.DE - Drawdown Comparison

The maximum EL4X.DE drawdown since its inception was -52.91%, roughly equal to the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for EL4X.DE and LYYA.DE.

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Drawdown Indicators

EL4X.DELYYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.91%

-54.50%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-8.76%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

-21.64%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

-33.90%

-19.01%

Current Drawdown

Current decline from peak

-5.96%

-3.97%

-1.99%

Average Drawdown

Average peak-to-trough decline

-12.27%

-9.90%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

1.71%

+2.78%

Volatility

EL4X.DE vs. LYYA.DE - Volatility Comparison

Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) has a higher volatility of 6.16% compared to Amundi MSCI World II UCITS ETF Dist (LYYA.DE) at 4.23%. This indicates that EL4X.DE's price experiences larger fluctuations and is considered to be riskier than LYYA.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.DELYYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.23%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

8.37%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

16.04%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

14.18%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

15.18%

+2.98%