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SXRU.DE vs. EL4I.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRU.DE vs. EL4I.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRU.DE vs. EL4I.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SXRU.DE
SXRU.DE Risk / Return Rank: 5252
Overall Rank
SXRU.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SXRU.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXRU.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SXRU.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXRU.DE Martin Ratio Rank: 5454
Martin Ratio Rank

EL4I.DE
EL4I.DE Risk / Return Rank: 6666
Overall Rank
EL4I.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EL4I.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
EL4I.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EL4I.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EL4I.DE Martin Ratio Rank: 6868
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.

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.DEEL4I.DEDifference
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

SXRU.DE vs. EL4I.DE - Sharpe Ratio Comparison

The current SXRU.DE Sharpe Ratio is 1.70, which is comparable to the EL4I.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SXRU.DE and EL4I.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.


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Sharpe Ratios by Period


SXRU.DEEL4I.DEDifference

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.DEEL4I.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.56%

+0.56%

Average Drawdown

Average peak-to-trough decline

-5.41%

-5.37%

-0.04%

Ulcer Index

Depth 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.DEEL4I.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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