EEUX.DE vs. ELFC.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 9.84%/yr for ELFC.DE. Their correlation of 0.80 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.30%/yr for ELFC.DE.
Performance
EEUX.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly lower than ELFC.DE's 11.83% return. Both investments have delivered pretty close results over the past 10 years, with EEUX.DE having a 10.13% annualized return and ELFC.DE not far behind at 9.84%.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
ELFC.DE
- 1D
- 0.25%
- 1M
- -1.94%
- YTD
- 11.83%
- 6M
- 12.71%
- 1Y
- 19.89%
- 3Y*
- 12.36%
- 5Y*
- 10.00%
- 10Y*
- 9.84%
EEUX.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 1,777.97% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 11.83% | 17.70% | -0.16% | 15.74% | 1.24% | 22.31% | -7.16% | 19.92% | -4.01% | 5.62% |
Correlation
The correlation between EEUX.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 | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2015 | 0.80 |
Over the past year, the correlation between EEUX.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
EEUX.DE vs. ELFC.DE — Risk / Return Rank
EEUX.DE
ELFC.DE
EEUX.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
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.
| EEUX.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.95 | -0.72 |
| Martin ratioReturn relative to average drawdown | 8.51 | 8.17 | +0.34 |
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Drawdowns
EEUX.DE vs. ELFC.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and ELFC.DE.
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Drawdown Indicators
| EEUX.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -37.68% | -58.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -6.71% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -15.02% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -16.82% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -37.68% | -58.03% |
Current DrawdownCurrent decline from peak | -88.58% | -2.31% | -86.27% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -4.68% | -50.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.43% | +0.13% |
Volatility
EEUX.DE vs. ELFC.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) has a higher volatility of 2.98% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.02%. This indicates that EEUX.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
| EEUX.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 2.02% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.06% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 11.01% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.73% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 15.83% | +699.01% |
EEUX.DE vs. ELFC.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
EEUX.DE vs. ELFC.DE - Dividend Comparison
EEUX.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 3.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 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 | 3.81% | 4.45% | 4.66% | 4.66% | 4.91% | 3.84% | 2.83% | 3.64% | 4.20% | 3.53% | 3.55% |
Frequently Asked Questions
EEUX.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, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELFC.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: BNP Paribas and Deka. Their fees differ too: 0.15% for EEUX.DE and 0.30% for ELFC.DE.
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