AE50.DE vs. ELFC.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, AE50.DE returned 9.32%/yr vs 8.86%/yr for ELFC.DE. A 0.73 correlation means they provide meaningful diversification when combined. AE50.DE charges 0.15%/yr vs 0.30%/yr for ELFC.DE.
Performance
AE50.DE vs. ELFC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AE50.DE achieves a 7.47% 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 AE50.DE having a 9.32% annualized return and ELFC.DE not far behind at 8.86%.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
AE50.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
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 AE50.DE and ELFC.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.73 |
Over the past year, the correlation between AE50.DE and ELFC.DE has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AE50.DE vs. ELFC.DE — Risk / Return Rank
AE50.DE
ELFC.DE
AE50.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| AE50.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.00 | -1.25 |
| Martin ratioReturn relative to average drawdown | 6.15 | 8.42 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AE50.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.81 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.73 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
AE50.DE vs. ELFC.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for AE50.DE and ELFC.DE.
Loading charts...
Drawdown Indicators
| AE50.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -37.68% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -6.71% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -15.02% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -16.85% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -37.68% | +5.48% |
Current DrawdownCurrent decline from peak | -1.65% | -1.60% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -4.70% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.39% | +0.32% |
Volatility
AE50.DE vs. ELFC.DE - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that AE50.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.
Loading charts...
Volatility by Period
| AE50.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 2.62% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.07% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 11.12% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 13.76% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 16.40% | -1.29% |
AE50.DE vs. ELFC.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
AE50.DE vs. ELFC.DE - Dividend Comparison
AE50.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 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
AE50.DE and ELFC.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELFC.DE.
AE50.DE tracks STOXX® Europe 50, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.15% for AE50.DE and 0.30% for ELFC.DE.
Find the right allocation for AE50.DE and ELFC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer