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

USUE.DE vs. EL4I.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and Deka MSCI USA Large Cap UCITS ETF (EL4I.DE).

USUE.DE and EL4I.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USUE.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Factor Mix. It was launched on Oct 16, 2018. EL4I.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA Large Cap. It was launched on Aug 14, 2008. Both USUE.DE and EL4I.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

USUE.DE vs. EL4I.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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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USUE.DE vs. EL4I.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
USUE.DE
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc		1.31%1.00%25.07%12.96%-8.63%35.62%-1.09%
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF		-3.47%5.10%32.52%24.65%-16.01%38.80%3.26%

Returns By Period

In the year-to-date period, USUE.DE achieves a 1.31% return, which is significantly higher than EL4I.DE's -3.47% return.

USUE.DE

1D
1.29%
1M
-3.58%
YTD
1.31%
6M
3.70%
1Y
6.14%
3Y*
13.05%
5Y*
9.42%
10Y*
—

EL4I.DE

1D
2.08%
1M
-2.72%
YTD
-3.47%
6M
-0.51%
1Y
10.65%
3Y*
16.82%
5Y*
11.95%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc

Deka MSCI USA Large Cap UCITS ETF

Often compared with USUE.DE:
USUE.DE vs. DYNFUSUE.DE vs. ACU2.DEUSUE.DE vs. SLUS.DEUSUE.DE vs. MIVU.DEUSUE.DE vs. SADU.DEUSUE.DE vs. USCP.DEUSUE.DE vs. V3YA.DE
Often compared with EL4I.DE:
EL4I.DE vs. VGTEL4I.DE vs. SPYEL4I.DE vs. EL40.DEEL4I.DE vs. EL41.DEEL4I.DE vs. EL4Z.DEEL4I.DE vs. USCP.DEEL4I.DE vs. EL46.DE

USUE.DE vs. EL4I.DE - Expense Ratio Comparison

USUE.DE has a 0.25% expense ratio, which is lower than EL4I.DE's 0.30% expense ratio.

EL4I.DE
Deka MSCI USA Large Cap UCITS ETF
USUE.DE
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc

Return for Risk

USUE.DE vs. EL4I.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USUE.DE
USUE.DE Risk / Return Rank: 2323
Overall Rank
USUE.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
USUE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
USUE.DE Omega Ratio Rank: 2121
Omega Ratio Rank
USUE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
USUE.DE Martin Ratio Rank: 2929
Martin Ratio Rank
EL4I.DE
EL4I.DE Risk / Return Rank: 3535
Overall Rank
EL4I.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EL4I.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EL4I.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EL4I.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
EL4I.DE Martin Ratio Rank: 4242
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.

USUE.DE vs. EL4I.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.

USUE.DEEL4I.DEDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.59

-0.21

Sortino ratio

Return per unit of downside risk

0.62

0.92

-0.29

Omega ratio

Gain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratio

Return relative to maximum drawdown

0.71

1.35

-0.64

Martin ratio

Return relative to average drawdown

2.85

4.60

-1.75

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current USUE.DE Sharpe Ratio is 0.38, which is lower than the EL4I.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of USUE.DE and EL4I.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

USUE.DEEL4I.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.59

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.69

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.79

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.66

-0.10

Correlation

The correlation between USUE.DE and EL4I.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

USUE.DE vs. EL4I.DE - Dividend Comparison

USUE.DE has not paid dividends to shareholders, while EL4I.DE's dividend yield for the trailing twelve months is around 0.53%.

TTM20252024202320222021202020192018201720162015
USUE.DE
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) 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%
EL4I.DE
Deka MSCI USA Large Cap UCITS ETF		0.53%0.59%0.72%0.98%0.95%0.56%0.87%0.99%1.17%1.07%1.10%1.66%

Drawdowns

USUE.DE vs. EL4I.DE - Drawdown Comparison

The maximum USUE.DE drawdown since its inception was -35.36%, smaller than the maximum EL4I.DE drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for USUE.DE and EL4I.DE.

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Drawdown Indicators

USUE.DEEL4I.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.36%

-38.74%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-13.32%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-23.91%

+3.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.88%

—

Current Drawdown

Current decline from peak

-3.63%

-4.97%

+1.34%

Average Drawdown

Average peak-to-trough decline

-5.67%

-5.41%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.34%

-0.19%

Volatility

USUE.DE vs. EL4I.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 3.67%, while Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) has a volatility of 4.13%. This indicates that USUE.DE experiences smaller price fluctuations and is considered to be less risky 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

USUE.DEEL4I.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

4.13%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

9.28%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

17.98%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

17.17%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

17.03%

+0.46%