SXRU.DE vs. EL4I.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) are both Large Cap Blend Equities funds - SXRU.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, SXRU.DE returned 12.56%/yr vs 14.94%/yr for EL4I.DE. Their correlation of 0.82 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.30%/yr for EL4I.DE.
Performance
SXRU.DE vs. EL4I.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than EL4I.DE's 10.91% return. Over the past 10 years, SXRU.DE has underperformed EL4I.DE with an annualized return of 12.56%, while EL4I.DE has yielded a comparatively higher 14.94% annualized return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
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%
SXRU.DE vs. EL4I.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
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 SXRU.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 | 0.66 |
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 Mar 12, 2010 | 0.82 |
The correlation between SXRU.DE and EL4I.DE shifts across timeframes, from 0.66 (3 years) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRU.DE vs. EL4I.DE — Risk / Return Rank
SXRU.DE
EL4I.DE
SXRU.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 (Acc) (SXRU.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.
| SXRU.DE | EL4I.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.59 | -0.80 |
| Martin ratioReturn relative to average drawdown | 9.23 | 12.40 | -3.17 |
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
| SXRU.DE | EL4I.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.09 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.85 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.87 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.70 | -0.03 |
Drawdowns
SXRU.DE vs. EL4I.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, smaller than the maximum EL4I.DE drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and EL4I.DE.
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Drawdown Indicators
| SXRU.DE | EL4I.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -38.74% | +2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.19% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -23.91% | +2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -23.91% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | -32.88% | -3.21% |
Current DrawdownCurrent decline from peak | 0.00% | -0.56% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -5.37% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.08% | +0.13% |
Volatility
SXRU.DE vs. EL4I.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 2.91% compared to Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) at 2.74%. This indicates that SXRU.DE's price experiences larger fluctuations and is considered to be riskier than EL4I.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | EL4I.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.74% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.90% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.37% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 17.10% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.98% | -0.97% |
SXRU.DE vs. EL4I.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than EL4I.DE's 0.30% expense ratio.
Dividends
SXRU.DE vs. EL4I.DE - Dividend Comparison
SXRU.DE has not paid dividends to shareholders, while EL4I.DE's dividend yield for the trailing twelve months is around 0.46%.
| 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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (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% |
Frequently Asked Questions
SXRU.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 0.33% for SXRU.DE.
SXRU.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: 0.33% for SXRU.DE and 0.30% for EL4I.DE.
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