EL4Y.DE vs. EL4G.DE
EL4Y.DE (Deka STOXX Europe 50 UCITS ETF) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both Europe Equities funds from Deka - EL4Y.DE tracks the STOXX® Europe 50 while EL4G.DE tracks the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EL4Y.DE returned 9.26%/yr vs 7.22%/yr for EL4G.DE. A 0.65 correlation means they provide meaningful diversification when combined. EL4Y.DE charges 0.19%/yr vs 0.30%/yr for EL4G.DE.
Performance
EL4Y.DE vs. EL4G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Y.DE achieves a 7.24% return, which is significantly lower than EL4G.DE's 7.82% return. Over the past 10 years, EL4Y.DE has outperformed EL4G.DE with an annualized return of 9.26%, while EL4G.DE has yielded a comparatively lower 7.22% annualized return.
EL4Y.DE
- 1D
- 0.78%
- 1M
- 0.70%
- YTD
- 7.24%
- 6M
- 9.68%
- 1Y
- 16.54%
- 3Y*
- 12.17%
- 5Y*
- 11.26%
- 10Y*
- 9.26%
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%
EL4Y.DE vs. EL4G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 7.24% | 18.13% | 7.64% | 14.59% | -1.21% | 25.48% | -6.26% | 28.33% | -10.18% | 8.89% |
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 EL4Y.DE and EL4G.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 5, 2009 | 0.65 |
The correlation between EL4Y.DE and EL4G.DE shifts across timeframes, from 0.65 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4Y.DE vs. EL4G.DE — Risk / Return Rank
EL4Y.DE
EL4G.DE
EL4Y.DE vs. EL4G.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe 50 UCITS ETF (EL4Y.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.
| EL4Y.DE | EL4G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.67 | -0.94 |
| Martin ratioReturn relative to average drawdown | 6.12 | 8.37 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL4Y.DE | EL4G.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.82 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.62 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.42 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.28 | +0.37 |
Drawdowns
EL4Y.DE vs. EL4G.DE - Drawdown Comparison
The maximum EL4Y.DE drawdown since its inception was -32.48%, smaller than the maximum EL4G.DE drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for EL4Y.DE and EL4G.DE.
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Drawdown Indicators
| EL4Y.DE | EL4G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -55.57% | +23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -7.86% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -12.71% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.13% | -24.15% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.48% | -42.41% | +9.93% |
Current DrawdownCurrent decline from peak | -1.67% | -1.41% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -10.93% | +5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.51% | +0.18% |
Volatility
EL4Y.DE vs. EL4G.DE - Volatility Comparison
Deka STOXX Europe 50 UCITS ETF (EL4Y.DE) has a higher volatility of 4.38% compared to Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) at 3.32%. This indicates that EL4Y.DE's price experiences larger fluctuations and is considered to be riskier 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
| EL4Y.DE | EL4G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.32% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 9.37% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 11.55% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 14.54% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 17.09% | -1.35% |
EL4Y.DE vs. EL4G.DE - Expense Ratio Comparison
EL4Y.DE has a 0.19% expense ratio, which is lower than EL4G.DE's 0.30% expense ratio.
Dividends
EL4Y.DE vs. EL4G.DE - Dividend Comparison
EL4Y.DE's dividend yield for the trailing twelve months is around 2.32%, less than EL4G.DE's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 2.32% | 2.61% | 2.93% | 2.60% | 2.77% | 2.45% | 2.71% | 3.11% | 3.82% | 3.38% | 3.49% | 3.65% |
Frequently Asked Questions
EL4Y.DE and EL4G.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Y.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Y.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for EL4G.DE.
EL4Y.DE tracks STOXX® Europe 50, while EL4G.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.19% for EL4Y.DE and 0.30% for EL4G.DE.
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