XDDX.DE vs. EL4C.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while EL4C.DE tracks the STOXX® Europe Strong Growth 20. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 7.04%/yr for EL4C.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDDX.DE charges 0.09%/yr vs 0.65%/yr for EL4C.DE.
Performance
XDDX.DE vs. EL4C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than EL4C.DE's 8.35% return. Over the past 10 years, XDDX.DE has outperformed EL4C.DE with an annualized return of 8.72%, while EL4C.DE has yielded a comparatively lower 7.04% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
EL4C.DE
- 1D
- -0.47%
- 1M
- -5.91%
- 6M
- -3.78%
- YTD
- 8.35%
- 1Y
- 2.09%
- 3Y*
- 0.47%
- 5Y*
- -4.67%
- 10Y*
- 7.04%
XDDX.DE vs. EL4C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 8.35% | -3.32% | -6.07% | 15.55% | -36.03% | 26.23% | 24.95% | 48.03% | -5.01% | 21.49% |
Correlation
The correlation between XDDX.DE and EL4C.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.71 |
The correlation between XDDX.DE and EL4C.DE shifts across timeframes, from 0.61 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDDX.DE vs. EL4C.DE — Risk / Return Rank
XDDX.DE
EL4C.DE
XDDX.DE vs. EL4C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDDX.DE | EL4C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.03 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.16 | +0.35 |
| Martin ratioReturn relative to average drawdown | 1.44 | 0.34 | +1.10 |
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Drawdowns
XDDX.DE vs. EL4C.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, smaller than the maximum EL4C.DE drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and EL4C.DE.
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Drawdown Indicators
| XDDX.DE | EL4C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -49.78% | +11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -13.28% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -28.07% | +11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -44.48% | +17.45% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -44.48% | +5.74% |
Current DrawdownCurrent decline from peak | -2.10% | -28.64% | +26.54% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -16.69% | +9.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 6.02% | -1.79% |
Volatility
XDDX.DE vs. EL4C.DE - Volatility Comparison
The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) is 3.88%, while Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 6.28%. This indicates that XDDX.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
| XDDX.DE | EL4C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 6.28% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 17.54% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 22.52% | -6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 22.70% | -5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 21.11% | -3.04% |
XDDX.DE vs. EL4C.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.
Dividends
XDDX.DE vs. EL4C.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, more than EL4C.DE's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 0.90% | 0.79% | 0.67% | 0.42% | 4.57% | 0.00% | 0.00% | 0.00% | 0.21% | 0.00% | 0.00% | 0.17% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
Frequently Asked Questions
XDDX.DE and EL4C.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for EL4C.DE.
XDDX.DE tracks FSE DAX TR EUR, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: Xtrackers and Deka. Their fees differ too: 0.09% for XDDX.DE and 0.65% for EL4C.DE.
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