Deka DAX UCITS ETF

10-Year Study

EL4A.XETRA · · DE · ETF

Executive Summary: Deka DAX UCITS ETF has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 25.8% and an annualized volatility of 15.2%.

1Y CAGR
+0.4%
3Y CAGR
+15.5%
5Y CAGR
+9.0%
10Y CAGR
+8.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.22.9-10.36.4————————-1.6%
20259.23.8-1.71.36.5-0.40.6-0.7-0.30.5-0.52.822.6%
20240.94.64.6-3.22.9-1.41.52.12.2-1.32.91.418.1%
20238.61.51.81.8-2.03.11.9-3.1-3.6-3.89.63.319.5%
2022-2.6-6.5-0.4-2.21.7-11.25.4-4.8-5.89.68.7-3.3-12.8%
2021-2.12.78.70.81.80.70.01.8-3.62.7-3.65.015.2%
2020-1.9-8.5-16.69.36.65.9-0.15.4-1.4-9.615.13.23.0%
20195.53.20.16.9-5.25.6-1.7-2.04.03.52.80.124.6%
20182.1-5.8-2.74.0-0.4-2.14.0-3.6-0.9-6.5-1.7-6.1-18.6%
20170.52.64.01.11.4-2.2-1.7-0.56.33.1-1.5-0.912.5%
2016———0.72.2-5.76.82.4-0.61.4-0.47.814.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 87.5% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110066.912452659632
2016-05-0110291.39505203756
2016-06-019706.454229546067
2016-07-0110365.862312535412
2016-08-0110619.472408029493
2016-09-0110551.479137485494
2016-10-0110702.57529424994
2016-11-0110662.639619290088
2016-12-0111494.716547321808
2017-01-0111557.30572844396
2017-02-0111857.587505308562
2017-03-0112332.15389536591
2017-04-0112462.463413222877
2017-05-0112635.132258265254
2017-06-0112352.77677398788
2017-07-0112139.93207223357
2017-08-0112079.122419547299
2017-09-0112841.45930065624
2017-10-0113243.272454537417
2017-11-0113046.705525162859
2017-12-0112930.512143916905
2018-01-0113203.445953101236
2018-02-0112437.047816911632
2018-03-0112102.976834470011
2018-04-0112592.074220528333
2018-05-0112546.221340585365
2018-06-0112277.654472347984
2018-07-0112773.302269826729
2018-08-0112314.773470397051
2018-09-0112201.23300577637
2018-10-0111410.816694378545
2018-11-0111216.4878222393
2018-12-0110527.602887858047
2019-01-0111111.681239512518
2019-02-0111463.219985741936
2019-03-0111469.770397162361
2019-04-0112264.553649507136
2019-05-0111626.980271252536
2019-06-0112279.83794282146
2019-07-0112074.59171831484
2019-08-0111834.409966232628
2019-09-0112312.589999923577
2019-10-0112744.91715367156
2019-11-0113107.373252268353
2019-12-0113118.290604635726
2020-01-0112865.008029712666
2020-02-0111775.456263448814
2020-03-019825.617130635947
2020-04-0110742.674729495302
2020-05-0111454.486103848038
2020-06-0112124.811539204758
2020-07-0112107.34377541696
2020-08-0112766.751858406307
2020-09-0112589.890750054858
2020-10-0111384.615048696849
2020-11-0113098.639370374454
2020-12-0113513.49876033464
2021-01-0113227.464128309459
2021-02-0113579.002874538877
2021-03-0114766.810812109088
2021-04-0114878.167806256297
2021-05-0115142.36773354673
2021-06-0115253.724727693938
2021-07-0115253.724727693938
2021-08-0115528.842007351746
2021-09-0114974.240507089182
2021-10-0115378.182544681995
2021-11-0114823.581044419432
2021-12-0115569.00694671131
2022-01-0115157.652026861053
2022-02-0114172.906843323983
2022-03-0114120.503551960592
2022-04-0113808.267274253716
2022-05-0114041.898614915504
2022-06-0112474.166814960703
2022-07-0113148.85919126437
2022-08-0112520.01969490367
2022-09-0111797.29096818356
2022-10-0112926.145202969956
2022-11-0114046.265555862454
2022-12-0113581.186345012353
2023-01-0114747.159577847819
2023-02-0114963.323154721807
2023-03-0115229.706552485715
2023-04-0115500.456891196573
2023-05-0115183.853672542751
2023-06-0115657.666765286749
2023-07-0115954.6187496793
2023-08-0115463.337893147504
2023-09-0114904.369451937993
2023-10-0114334.48365836111
2023-11-0115710.07005665014
2023-12-0116231.919499810583
2024-01-0116373.845080586436
2024-02-0117120.59198251477
2024-03-0117902.274412018694
2024-04-0117336.75555938876
2024-05-0117841.137238761403
2024-06-0117587.85466383834
2024-07-0117849.8711206553
2024-08-0118221.061101145995
2024-09-0118627.18660921228
2024-10-0118378.27097523617
2024-11-0118904.48735934356
2024-12-0119168.687286633995
2025-01-0120930.747958728043
2025-02-0121716.797329178913
2025-03-0121343.42387821475
2025-04-0121616.357687399082
2025-05-0123019.237466606544
2025-06-0122937.357323851247
2025-07-0123073.824228443413
2025-08-0122920.981295300186
2025-09-0122855.477181095946
2025-10-0122975.568057137054
2025-11-0122860.935857279637
2025-12-0123494.142294587284
2026-01-0123532.35302787309
2026-02-0124209.22887465023
2026-03-0121716.797329178913
2026-04-0123106.576285545532
Annual Return Matrix
YearAnnual Return
20170.12490917811536861
2018-0.1858324890239783
20190.2460852431815823
20200.030126498002663205
20210.15210777185328817
2022-0.1276780599111269
20230.19517684887459796
20240.18092547753564703
20250.2256521243877434
2026-0.016496282527880934
Total Factor Risk
0.15219617709281819
VTI.US Exposure
-0.05250139699553056
VEA.US Exposure
0.8749847164308571
VWO.US Exposure
-0.06074669721963761
QQQ.US Exposure
0.00727184927502045
VTV.US Exposure
-0.0009482264521392098
IJR.US Exposure
-0.011209000373986103
QUAL.US Exposure
0.048610809077891316
SHV.US Exposure
0.045823957871080116
TLT.US Exposure
-0.033113712303121226
LQD.US Exposure
0.08421917535577579
HYG.US Exposure
0.02688623517235587
GLD.US Exposure
-0.023216880820864507
USO.US Exposure
0.0004517164993996563
VNQ.US Exposure
-0.037302868852327684
BTC-USD.CC Exposure
0.011288660851802917
CPER.US Exposure
0.05668149740604818
VIX.INDX Exposure
-0.022528382009168665
UUP.US Exposure
-0.034747604378082435
TIP.US Exposure
-0.0041650176338270724
Idiosyncratic Exposure
0.1242611690984536
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.96%
Market Cap$72.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deka DAX UCITS ETF a high-risk investment?

Deka DAX UCITS ETF (EL4A.XETRA) has an annualized volatility of 15.2% and experienced a maximum drawdown of 25.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of EL4A.XETRA?

Over the past 10 years, EL4A.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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