EXSC.DE vs. EL4C.DE
EXSC.DE (iShares STOXX Europe Large 200 UCITS ETF (DE)) and EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) are both Europe Equities funds - EXSC.DE tracks the STOXX® Europe Large 200 while EL4C.DE tracks the STOXX® Europe Strong Growth 20. Both are passively managed. Over the past 10 years, EXSC.DE returned 9.50%/yr vs 7.35%/yr for EL4C.DE. A 0.51 correlation means they provide meaningful diversification when combined. EXSC.DE charges 0.21%/yr vs 0.65%/yr for EL4C.DE.
Performance
EXSC.DE vs. EL4C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSC.DE achieves a 7.19% return, which is significantly lower than EL4C.DE's 12.27% return. Over the past 10 years, EXSC.DE has outperformed EL4C.DE with an annualized return of 9.50%, while EL4C.DE has yielded a comparatively lower 7.35% annualized return.
EXSC.DE
- 1D
- 0.55%
- 1M
- 0.86%
- YTD
- 7.19%
- 6M
- 9.27%
- 1Y
- 15.99%
- 3Y*
- 14.12%
- 5Y*
- 10.86%
- 10Y*
- 9.50%
EL4C.DE
- 1D
- 0.62%
- 1M
- -1.94%
- YTD
- 12.27%
- 6M
- 13.80%
- 1Y
- 4.48%
- 3Y*
- 1.76%
- 5Y*
- -2.09%
- 10Y*
- 7.35%
EXSC.DE vs. EL4C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 7.19% | 21.17% | 8.82% | 16.23% | -7.45% | 26.19% | -3.20% | 28.32% | -10.82% | 9.55% |
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 EXSC.DE and EL4C.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008 | 0.51 |
Over the past year, EXSC.DE and EL4C.DE have become more correlated (0.71) than their long-term average of 0.51, meaning their price movements have been converging.
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Return for Risk
EXSC.DE vs. EL4C.DE — Risk / Return Rank
EXSC.DE
EL4C.DE
EXSC.DE vs. EL4C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.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.
| EXSC.DE | EL4C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.33 | +1.42 |
| Martin ratioReturn relative to average drawdown | 6.50 | 0.70 | +5.80 |
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
| EXSC.DE | EL4C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.23 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | -0.09 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.35 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.08 |
Drawdowns
EXSC.DE vs. EL4C.DE - Drawdown Comparison
The maximum EXSC.DE drawdown since its inception was -58.17%, 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 EXSC.DE and EL4C.DE.
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Drawdown Indicators
| EXSC.DE | EL4C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -50.13% | -8.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -15.20% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -28.07% | +11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -44.48% | +26.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -44.48% | +9.83% |
Current DrawdownCurrent decline from peak | -1.70% | -26.07% | +24.37% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -16.08% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 7.19% | -4.67% |
Volatility
EXSC.DE vs. EL4C.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) is 4.09%, while Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 7.32%. This indicates that EXSC.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.
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Volatility by Period
| EXSC.DE | EL4C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 7.32% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 17.65% | -6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 21.87% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 22.58% | -7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 21.55% | -6.01% |
EXSC.DE vs. EL4C.DE - Expense Ratio Comparison
EXSC.DE has a 0.21% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.
Dividends
EXSC.DE vs. EL4C.DE - Dividend Comparison
EXSC.DE's dividend yield for the trailing twelve months is around 2.30%, more than EL4C.DE's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 2.30% | 2.44% | 2.76% | 2.71% | 2.76% | 2.54% | 1.95% | 2.90% | 3.13% | 4.57% | 3.62% | 3.26% |
Frequently Asked Questions
EXSC.DE and EL4C.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSC.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSC.DE is cheaper with a 0.21% expense ratio, compared with 0.65% for EL4C.DE.
EXSC.DE tracks STOXX® Europe Large 200, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: iShares and Deka. Their fees differ too: 0.21% for EXSC.DE and 0.65% for EL4C.DE.
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