AMED.DE vs. ELFC.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 8.86%/yr for ELFC.DE. A 0.80 correlation means they provide meaningful diversification when combined. AMED.DE charges 0.25%/yr vs 0.30%/yr for ELFC.DE.
Performance
AMED.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than ELFC.DE's 12.62% return. Over the past 10 years, AMED.DE has outperformed ELFC.DE with an annualized return of 9.75%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
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%
AMED.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
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 AMED.DE and ELFC.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.80 |
Over the past year, the correlation between AMED.DE and ELFC.DE has dropped to 0.54 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
AMED.DE vs. ELFC.DE — Risk / Return Rank
AMED.DE
ELFC.DE
AMED.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| AMED.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.00 | -0.50 |
| Martin ratioReturn relative to average drawdown | 9.40 | 8.42 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMED.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.81 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.73 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.09 |
Drawdowns
AMED.DE vs. ELFC.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for AMED.DE and ELFC.DE.
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Drawdown Indicators
| AMED.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -37.68% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -6.71% | -3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -15.02% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -16.85% | -7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -37.68% | -0.67% |
Current DrawdownCurrent decline from peak | -0.17% | -1.60% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -4.70% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.39% | +0.42% |
Volatility
AMED.DE vs. ELFC.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that AMED.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
| AMED.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 2.62% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 8.07% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 11.12% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 13.76% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.40% | +0.60% |
AMED.DE vs. ELFC.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
AMED.DE vs. ELFC.DE - Dividend Comparison
AMED.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 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
AMED.DE and ELFC.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ELFC.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, 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 AMED.DE and 0.30% for ELFC.DE.
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