FEUI.DE vs. EL4C.DE
FEUI.DE (Fidelity Europe Quality Income UCITS ETF) and EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) are both Europe Equities funds - FEUI.DE tracks the MSCI Europe High Div Yld NR EUR while EL4C.DE tracks the STOXX® Europe Strong Growth 20. Both are passively managed. Over the past 5 years, FEUI.DE returned 8.02%/yr vs -2.09%/yr for EL4C.DE. A 0.75 correlation means they provide meaningful diversification when combined. FEUI.DE charges 0.30%/yr vs 0.65%/yr for EL4C.DE.
Performance
FEUI.DE vs. EL4C.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FEUI.DE achieves a 7.79% return, which is significantly lower than EL4C.DE's 12.27% return.
FEUI.DE
- 1D
- 0.65%
- 1M
- 2.70%
- YTD
- 7.79%
- 6M
- 9.55%
- 1Y
- 16.12%
- 3Y*
- 13.31%
- 5Y*
- 8.02%
- 10Y*
- —
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%
FEUI.DE vs. EL4C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FEUI.DE Fidelity Europe Quality Income UCITS ETF | 7.79% | 18.53% | 5.59% | 18.51% | -15.30% | 26.87% | -2.74% | 8.86% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 12.27% | -3.34% | -6.07% | 15.53% | -35.98% | 26.15% | 24.97% | 8.88% |
Correlation
The correlation between FEUI.DE and EL4C.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.75 |
The correlation between FEUI.DE and EL4C.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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
FEUI.DE vs. EL4C.DE — Risk / Return Rank
FEUI.DE
EL4C.DE
FEUI.DE vs. EL4C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.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.
| FEUI.DE | EL4C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.06 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.33 | +1.58 |
| Martin ratioReturn relative to average drawdown | 6.52 | 0.70 | +5.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FEUI.DE | EL4C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.23 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | -0.09 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.36 | +0.19 |
Drawdowns
FEUI.DE vs. EL4C.DE - Drawdown Comparison
The maximum FEUI.DE drawdown since its inception was -33.84%, smaller than the maximum EL4C.DE drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for FEUI.DE and EL4C.DE.
Loading charts...
Drawdown Indicators
| FEUI.DE | EL4C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.84% | -50.13% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -15.20% | +6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -28.07% | +11.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.73% | -44.48% | +19.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.48% | — |
Current DrawdownCurrent decline from peak | -1.69% | -26.07% | +24.38% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -16.08% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 7.19% | -4.72% |
Volatility
FEUI.DE vs. EL4C.DE - Volatility Comparison
The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUI.DE) is 4.83%, while Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 7.32%. This indicates that FEUI.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
| FEUI.DE | EL4C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.32% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 17.65% | -7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 21.87% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 22.58% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 21.55% | -4.89% |
FEUI.DE vs. EL4C.DE - Expense Ratio Comparison
FEUI.DE has a 0.30% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.
Dividends
FEUI.DE vs. EL4C.DE - Dividend Comparison
FEUI.DE's dividend yield for the trailing twelve months is around 3.50%, 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% |
FEUI.DE Fidelity Europe Quality Income UCITS ETF | 3.50% | 3.09% | 3.55% | 4.02% | 5.06% | 3.98% | 2.56% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEUI.DE and EL4C.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FEUI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FEUI.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EL4C.DE.
FEUI.DE tracks MSCI Europe High Div Yld NR EUR, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: Fidelity and Deka. Their fees differ too: 0.30% for FEUI.DE and 0.65% for EL4C.DE.
Find the right allocation for FEUI.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