PortfoliosLab logoPortfoliosLab logo
EXSB.DE vs. EL4C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSB.DE vs. EL4C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXSB.DE achieves a 1.54% return, which is significantly lower than EL4C.DE's 12.27% return. Both investments have delivered pretty close results over the past 10 years, with EXSB.DE having a 7.59% annualized return and EL4C.DE not far behind at 7.35%.


EXSB.DE

1D
-0.71%
1M
-0.92%
YTD
1.54%
6M
3.75%
1Y
8.12%
3Y*
9.41%
5Y*
5.53%
10Y*
7.59%

EL4C.DE

1D
0.62%
1M
-0.01%
YTD
12.27%
6M
13.94%
1Y
5.07%
3Y*
1.76%
5Y*
-2.09%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSB.DE vs. EL4C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSB.DE
iShares DivDAX UCITS ETF (DE)
1.54%21.72%4.26%17.02%-11.05%13.58%2.20%23.19%-16.62%13.85%
EL4C.DE
Deka STOXX Europe Strong Growth 20 UCITS ETF
12.27%-3.34%-6.07%15.53%-35.98%26.15%24.97%48.01%-5.01%21.71%

Correlation

The correlation between EXSB.DE and EL4C.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2008

0.39

The correlation between EXSB.DE and EL4C.DE shifts across timeframes, from 0.39 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EXSB.DE vs. EL4C.DE — Risk / Return Rank

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

EXSB.DE
EXSB.DE Risk / Return Rank: 1919
Overall Rank
EXSB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 2020
Martin Ratio Rank

EL4C.DE
EL4C.DE Risk / Return Rank: 1313
Overall Rank
EL4C.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EL4C.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EL4C.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EL4C.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EL4C.DE Martin Ratio Rank: 1212
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.

EXSB.DE vs. EL4C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.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.


EXSB.DEEL4C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.11

1.06

+0.05

Calmar ratioReturn relative to maximum drawdown

0.82

0.33

+0.49

Martin ratioReturn relative to average drawdown

2.26

0.70

+1.56

EXSB.DE vs. EL4C.DE - Sharpe Ratio Comparison

The current EXSB.DE Sharpe Ratio is 0.55, which is higher than the EL4C.DE Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of EXSB.DE and EL4C.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EXSB.DEEL4C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.23

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.09

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.35

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.36

-0.02

Drawdowns

EXSB.DE vs. EL4C.DE - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than EL4C.DE's maximum drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and EL4C.DE.


Loading charts...

Drawdown Indicators


EXSB.DEEL4C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-50.13%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-15.20%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.89%

-28.07%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-44.48%

+18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-44.48%

+2.80%

Current Drawdown

Current decline from peak

-5.13%

-26.07%

+20.94%

Average Drawdown

Average peak-to-trough decline

-12.25%

-16.08%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

7.19%

-3.61%

Volatility

EXSB.DE vs. EL4C.DE - Volatility Comparison

The current volatility for iShares DivDAX UCITS ETF (DE) (EXSB.DE) is 3.57%, while Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 7.32%. This indicates that EXSB.DE experiences smaller price fluctuations and is considered to be less risky than EL4C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXSB.DEEL4C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

7.32%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

17.65%

-6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

21.87%

-7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

22.58%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

21.55%

-2.90%

EXSB.DE vs. EL4C.DE - Expense Ratio Comparison

EXSB.DE has a 0.31% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.


Dividends

EXSB.DE vs. EL4C.DE - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 3.06%, more than EL4C.DE's 0.79% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4C.DE
Deka STOXX Europe Strong Growth 20 UCITS ETF
0.79%0.79%0.67%0.42%4.57%0.00%0.00%0.00%0.21%0.16%0.24%0.17%
EXSB.DE
iShares DivDAX UCITS ETF (DE)
3.06%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%

Frequently Asked Questions


EXSB.DE and EL4C.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSB.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSB.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for EL4C.DE.

EXSB.DE tracks DivDAX®, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: iShares and Deka. Their fees differ too: 0.31% for EXSB.DE and 0.65% for EL4C.DE.

Portfolio Optimizer

Find the right allocation for EXSB.DE and EL4C.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer