EXI3.DE vs. EL4I.DE
EXI3.DE (iShares Dow Jones Industrial Average UCITS ETF (DE)) and EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) are both Large Cap Blend Equities funds - EXI3.DE tracks the Dow Jones Industrial Average while EL4I.DE tracks the MSCI USA Large Cap. Both are passively managed. Over the past 10 years, EXI3.DE returned 11.97%/yr vs 14.94%/yr for EL4I.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXI3.DE charges 0.51%/yr vs 0.30%/yr for EL4I.DE.
Performance
EXI3.DE vs. EL4I.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXI3.DE achieves a 7.97% return, which is significantly lower than EL4I.DE's 10.91% return. Over the past 10 years, EXI3.DE has underperformed EL4I.DE with an annualized return of 11.97%, while EL4I.DE has yielded a comparatively higher 14.94% annualized return.
EXI3.DE
- 1D
- 1.20%
- 1M
- 4.70%
- YTD
- 7.97%
- 6M
- 8.07%
- 1Y
- 20.04%
- 3Y*
- 13.03%
- 5Y*
- 10.15%
- 10Y*
- 11.97%
EL4I.DE
- 1D
- -0.33%
- 1M
- 4.51%
- YTD
- 10.91%
- 6M
- 10.29%
- 1Y
- 25.45%
- 3Y*
- 19.35%
- 5Y*
- 14.69%
- 10Y*
- 14.94%
EXI3.DE vs. EL4I.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 7.97% | 1.60% | 20.65% | 11.22% | -3.15% | 31.43% | -2.14% | 27.50% | -1.13% | 11.26% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 10.91% | 5.10% | 32.52% | 24.65% | -16.01% | 38.80% | 9.21% | 34.03% | -0.66% | 6.31% |
Correlation
The correlation between EXI3.DE and EL4I.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2008 | 0.82 |
The correlation between EXI3.DE and EL4I.DE shifts across timeframes, from 0.65 (3 years) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXI3.DE vs. EL4I.DE — Risk / Return Rank
EXI3.DE
EL4I.DE
EXI3.DE vs. EL4I.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.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.
| EXI3.DE | EL4I.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.59 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.77 | 12.40 | -3.64 |
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
| EXI3.DE | EL4I.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.09 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.85 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.87 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.70 | -0.30 |
Drawdowns
EXI3.DE vs. EL4I.DE - Drawdown Comparison
The maximum EXI3.DE drawdown since its inception was -53.00%, which is greater than EL4I.DE's maximum drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for EXI3.DE and EL4I.DE.
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Drawdown Indicators
| EXI3.DE | EL4I.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.00% | -38.74% | -14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.45% | -7.19% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.22% | -23.91% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.22% | -23.91% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.35% | -32.88% | -3.47% |
Current DrawdownCurrent decline from peak | 0.00% | -0.56% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -5.37% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.08% | +0.18% |
Volatility
EXI3.DE vs. EL4I.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) have volatilities of 2.86% and 2.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXI3.DE | EL4I.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.74% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 7.90% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 12.37% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 17.10% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.98% | -0.92% |
EXI3.DE vs. EL4I.DE - Expense Ratio Comparison
EXI3.DE has a 0.51% expense ratio, which is higher than EL4I.DE's 0.30% expense ratio.
Dividends
EXI3.DE vs. EL4I.DE - Dividend Comparison
EXI3.DE's dividend yield for the trailing twelve months is around 0.59%, more than EL4I.DE's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 0.46% | 0.59% | 0.72% | 0.98% | 0.95% | 0.56% | 0.87% | 0.99% | 1.17% | 1.07% | 1.10% | 1.66% |
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 0.59% | 0.63% | 0.75% | 0.91% | 0.93% | 0.67% | 1.08% | 1.06% | 0.73% | 1.23% | 1.43% | 1.95% |
Frequently Asked Questions
EXI3.DE and EL4I.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4I.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4I.DE is cheaper with a 0.30% expense ratio, compared with 0.51% for EXI3.DE.
EXI3.DE tracks Dow Jones Industrial Average, while EL4I.DE tracks MSCI USA Large Cap. They also come from different issuers: iShares and Deka Investment GmbH. Their fees differ too: 0.51% for EXI3.DE and 0.30% for EL4I.DE.
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