CEMF.DE vs. ELFE.DE
CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) and ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) are both Government Bonds funds - CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index while ELFE.DE tracks the Solactive US Treasury 7-10 Q Series USD. Both are passively managed. At a 0.35 correlation, their price movements are largely independent. CEMF.DE charges 0.10%/yr vs 0.07%/yr for ELFE.DE.
Performance
CEMF.DE vs. ELFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMF.DE achieves a -1.42% return, which is significantly lower than ELFE.DE's 0.97% return.
CEMF.DE
- 1D
- 0.28%
- 1M
- 0.27%
- YTD
- -1.42%
- 6M
- -0.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ELFE.DE
- 1D
- -0.15%
- 1M
- 1.56%
- YTD
- 0.97%
- 6M
- 1.34%
- 1Y
- 3.61%
- 3Y*
- 0.56%
- 5Y*
- -0.17%
- 10Y*
- —
CEMF.DE vs. ELFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.99% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.97% | 2.75% |
Correlation
The correlation between CEMF.DE and ELFE.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.35 |
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Return for Risk
CEMF.DE vs. ELFE.DE — Risk / Return Rank
CEMF.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ELFE.DE
CEMF.DE vs. ELFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEMF.DE | ELFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.11 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.79 | — |
| Martin ratioReturn relative to average drawdown | — | 1.97 | — |
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Drawdowns
CEMF.DE vs. ELFE.DE - Drawdown Comparison
The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum ELFE.DE drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and ELFE.DE.
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Drawdown Indicators
| CEMF.DE | ELFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.45% | -20.67% | +16.22% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.53% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.39% | — |
Current DrawdownCurrent decline from peak | -2.97% | -15.31% | +12.34% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -13.23% | +12.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.83% | — |
Volatility
CEMF.DE vs. ELFE.DE - Volatility Comparison
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Volatility by Period
| CEMF.DE | ELFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 6.06% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 8.99% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 9.24% | -4.61% |
CEMF.DE vs. ELFE.DE - Expense Ratio Comparison
CEMF.DE has a 0.10% expense ratio, which is higher than ELFE.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CEMF.DE vs. ELFE.DE - Dividend Comparison
CEMF.DE has not paid dividends to shareholders, while ELFE.DE's dividend yield for the trailing twelve months is around 4.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.35% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% |
Frequently Asked Questions
CEMF.DE and ELFE.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFE.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFE.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CEMF.DE.
CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD. They also come from different issuers: iShares and Deka Investment GmbH. Their fees differ too: 0.10% for CEMF.DE and 0.07% for ELFE.DE.
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