EL4Z.DE vs. 2B7K.DE
EL4Z.DE (Deka MSCI USA UCITS ETF) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - EL4Z.DE tracks the MSCI USA while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, EL4Z.DE returned 13.83%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.93 suggests significant overlap in exposure. EL4Z.DE charges 0.30%/yr vs 0.20%/yr for 2B7K.DE.
Performance
EL4Z.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EL4Z.DE having a 11.05% return and 2B7K.DE slightly lower at 10.83%.
EL4Z.DE
- 1D
- -0.11%
- 1M
- 4.50%
- YTD
- 11.05%
- 6M
- 10.47%
- 1Y
- 24.48%
- 3Y*
- 18.53%
- 5Y*
- 13.83%
- 10Y*
- 14.39%
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
EL4Z.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL4Z.DE Deka MSCI USA UCITS ETF | 11.05% | 3.99% | 32.17% | 22.99% | -16.37% | 38.20% | 9.12% | 18.97% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
Correlation
The correlation between EL4Z.DE and 2B7K.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.93 |
The correlation between EL4Z.DE and 2B7K.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
EL4Z.DE vs. 2B7K.DE — Risk / Return Rank
EL4Z.DE
2B7K.DE
EL4Z.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA UCITS ETF (EL4Z.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.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.
| EL4Z.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.37 | +0.93 |
| Martin ratioReturn relative to average drawdown | 11.44 | 8.64 | +2.80 |
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
| EL4Z.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.48 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.71 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.79 | +0.20 |
Drawdowns
EL4Z.DE vs. 2B7K.DE - Drawdown Comparison
The maximum EL4Z.DE drawdown since its inception was -34.19%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for EL4Z.DE and 2B7K.DE.
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Drawdown Indicators
| EL4Z.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -31.65% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.42% | -7.81% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.03% | -21.29% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -21.29% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -5.16% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.15% | 0.00% |
Volatility
EL4Z.DE vs. 2B7K.DE - Volatility Comparison
The current volatility for Deka MSCI USA UCITS ETF (EL4Z.DE) is 2.74%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that EL4Z.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4Z.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.69% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 9.21% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 12.48% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.60% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 16.18% | +0.04% |
EL4Z.DE vs. 2B7K.DE - Expense Ratio Comparison
EL4Z.DE has a 0.30% expense ratio, which is higher than 2B7K.DE's 0.20% expense ratio.
Dividends
EL4Z.DE vs. 2B7K.DE - Dividend Comparison
EL4Z.DE's dividend yield for the trailing twelve months is around 0.49%, while 2B7K.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (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% |
EL4Z.DE Deka MSCI USA UCITS ETF | 0.49% | 0.57% | 0.74% | 1.23% | 1.09% | 0.52% | 0.90% | 0.95% | 1.16% | 1.03% | 1.07% | 1.47% |
Frequently Asked Questions
EL4Z.DE and 2B7K.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EL4Z.DE.
EL4Z.DE tracks MSCI USA, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Deka Investment GmbH and iShares. Their fees differ too: 0.30% for EL4Z.DE and 0.20% for 2B7K.DE.
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