TER
0.15% p.a.
Distribution policy
Distributing
Replication
Full replication
Fund size
8 m
Holdings
25
Overview
Description
The Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF seeks to track the iBoxx® EUR Liquid Sovereigns Diversified 3-5 index. The iBoxx® EUR Liquid Sovereigns Diversified 3-5 index tracks the 25 most liquid Euro denominated government bonds issued by eurozone governments. Time to maturity: 3-5 years. Maximum weight per country: 4 bonds respectively 20%.
Chart
Basics
Data
| Index | iBoxx® EUR Liquid Sovereigns Diversified 3-5 |
| Investment focus | Bonds, EUR, Europe, Government, 3-5 |
| Fund size | GBP 8 m |
| Total expense ratio | 0.15% p.a. |
| Replication | Physical (Full replication) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | EUR |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 4.75% |
| Inception/ Listing Date | 2 March 2009 |
| Distribution policy | Distributing |
| Distribution frequency | Quarterly |
| Fund domicile | Germany |
| Fund Provider | Deka ETFs |
| Fund Structure | Contractual Fund |
| UCITS compliance | Yes |
| Administrator | BNP Paribas Securities Services SA |
| Investment Advisor | Deka Investment GmbH |
| Custodian Bank | DekaBank Deutsche Girozentrale |
| Revision Company | Deloitte GmbH Wirtschaftsprüfungsgesellschaft |
| Fiscal Year End | 28 February |
| Swiss representative | NO |
| Swiss paying agent | NO |
| Germany | No tax rebate |
| Switzerland | ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | No UK Reporting |
| Indextype | Price index |
| Swap counterparty | - |
| Collateral manager | Clearstream |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF.
Similar ETFs via ETF search
How do you like our ETF profile? Here you'll find our Questionnaire.
Holdings
Below you find information about the composition of the Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF.
Top 10 Holdings
Weight of top 10 holdings
out of 25
50.34%
| IT0005519787 | 5.74% |
| BE0000291972 | 5.44% |
| DE000BU25018 | 5.38% |
| FR0013286192 | 5.23% |
| ES0000012B39 | 5.00% |
| FR0013341682 | 4.86% |
| ES0000012I08 | 4.82% |
| ES0000012K53 | 4.66% |
| DE0001102622 | 4.64% |
| FR001400HI98 | 4.57% |
Sectors
| Other | 98.95% |
As of 30/09/2024
Performance
The performance numbers include distributions/dividends (if there are any). By default, the total performance of the ETF is displayed.
Returns overview
| YTD | -2.16% |
| 1 month | +0.33% |
| 3 months | -0.78% |
| 6 months | +1.12% |
| 1 year | +0.56% |
| 3 years | -5.71% |
| 5 years | -7.85% |
| Since inception (MAX) | +18.63% |
| 2023 | +3.36% |
| 2022 | -6.27% |
| 2021 | -7.84% |
| 2020 | +6.86% |
Monthly returns in a heat map
Dividends
Current dividend yield
| Current dividend yield | 1.97% |
| Dividends (last 12 months) | GBP 1.56 |
Historic dividend yields
| Period | Dividend in GBP | Dividend yield in % |
|---|---|---|
| 1 Year | GBP 1.56 | 1.94% |
| 2023 | GBP 1.58 | 1.93% |
| 2022 | GBP 0.43 | 0.49% |
| 2021 | GBP 0.71 | 0.74% |
| 2020 | GBP 0.99 | 1.09% |
Dividend yield contribution
Monthly dividends in GBP
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 4.75% |
| Volatility 3 years | 6.72% |
| Volatility 5 years | 7.05% |
| Return per risk 1 year | 0.12 |
| Return per risk 3 years | -0.29 |
| Return per risk 5 years | -0.23 |
| Maximum drawdown 1 year | -5.08% |
| Maximum drawdown 3 years | -12.06% |
| Maximum drawdown 5 years | -19.21% |
| Maximum drawdown since inception | -19.30% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| gettex | EUR | EL4M | - - | - - | - |
| Stuttgart Stock Exchange | EUR | EL4M | - - | - - | - |
| XETRA | EUR | EL4M | ETFES35 GR IES35 | ETFES35.DE IES35.DE | Société Générale S.A. Frankfurt |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| iShares Euro Government Bond 3-5yr UCITS ETF | 1,990 | 0.15% p.a. | Distributing | Sampling |
| VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF | 47 | 0.15% p.a. | Distributing | Full replication |
| Xtrackers II Eurozone Government Bond 3-5 UCITS ETF 2C - USD Hedged | 2 | 0.20% p.a. | Accumulating | Sampling |
| Xtrackers II Eurozone Government Bond 3-5 UCITS ETF 2D - GBP Hedged | 1 | 0.20% p.a. | Distributing | Sampling |
Frequently asked questions
What is the name of EL4M?
The name of EL4M is Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF.
What is the ticker of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF?
The primary ticker of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF is EL4M.
What is the ISIN of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF?
The ISIN of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF is DE000ETFL136.
What are the costs of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF?
The total expense ratio (TER) of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF amounts to 0.15% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.
What's the fund size of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF?
The fund size of Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF is 8m GBP. See the following article for more information about the size of ETFs.
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.