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540J.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

540J.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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, 540J.DE achieves a 4.11% return, which is significantly lower than ELFC.DE's 12.62% return. Both investments have delivered pretty close results over the past 10 years, with 540J.DE having a 8.74% annualized return and ELFC.DE not far ahead at 8.86%.


540J.DE

1D
1.16%
1M
0.54%
YTD
4.11%
6M
7.57%
1Y
13.06%
3Y*
8.94%
5Y*
7.71%
10Y*
8.74%

ELFC.DE

1D
-0.33%
1M
-0.31%
YTD
12.62%
6M
11.95%
1Y
20.69%
3Y*
12.09%
5Y*
10.14%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

540J.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
540J.DE
Amundi MSCI Switzerland UCITS ETF EUR
4.11%18.35%3.72%10.70%-12.88%29.27%1.18%35.15%-4.77%7.46%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
12.62%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Correlation

The correlation between 540J.DE and ELFC.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.55

The correlation between 540J.DE and ELFC.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

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Return for Risk

540J.DE vs. ELFC.DE — Risk / Return Rank

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

540J.DE
540J.DE Risk / Return Rank: 2727
Overall Rank
540J.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
540J.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
540J.DE Omega Ratio Rank: 2727
Omega Ratio Rank
540J.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
540J.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
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.

540J.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.


540J.DEELFC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

1.11

3.00

-1.89

Martin ratioReturn relative to average drawdown

3.60

8.42

-4.82

540J.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current 540J.DE Sharpe Ratio is 0.97, which is lower than the ELFC.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of 540J.DE and ELFC.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


540J.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.81

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.73

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.56

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.08

Drawdowns

540J.DE vs. ELFC.DE - Drawdown Comparison

The maximum 540J.DE drawdown since its inception was -25.99%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for 540J.DE and ELFC.DE.


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Drawdown Indicators


540J.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.99%

-37.68%

+11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-6.71%

-4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.76%

-15.02%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-16.85%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.99%

-37.68%

+11.69%

Current Drawdown

Current decline from peak

-3.33%

-1.60%

-1.73%

Average Drawdown

Average peak-to-trough decline

-5.63%

-4.70%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.39%

+1.13%

Volatility

540J.DE vs. ELFC.DE - Volatility Comparison

Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a higher volatility of 4.33% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that 540J.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


540J.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.62%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

8.07%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

11.12%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.76%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.03%

16.40%

-2.37%

540J.DE vs. ELFC.DE - Expense Ratio Comparison

540J.DE has a 0.25% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Dividends

540J.DE vs. ELFC.DE - Dividend Comparison

540J.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.


PositionTTM2025202420232022202120202019201820172016
540J.DE
Amundi MSCI Switzerland UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.08%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Frequently Asked Questions


540J.DE and ELFC.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 540J.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

540J.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ELFC.DE.

540J.DE tracks MSCI Switzerland, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.25% for 540J.DE and 0.30% for ELFC.DE.

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