EFQ8.DE vs. ELFC.DE
EFQ8.DE (Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both exchange-traded funds - EFQ8.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Liquid Non-Financials Diversified, while ELFC.DE is a Europe Equities fund tracking the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EFQ8.DE returned 0.12%/yr vs 8.89%/yr for ELFC.DE. At a 0.15 correlation, their price movements are largely independent. EFQ8.DE charges 0.20%/yr vs 0.30%/yr for ELFC.DE.
Performance
EFQ8.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFQ8.DE achieves a -0.06% return, which is significantly lower than ELFC.DE's 13.62% return. Over the past 10 years, EFQ8.DE has underperformed ELFC.DE with an annualized return of 0.12%, while ELFC.DE has yielded a comparatively higher 8.89% annualized return.
EFQ8.DE
- 1D
- 0.00%
- 1M
- -0.94%
- 6M
- -0.55%
- YTD
- -0.06%
- 1Y
- 0.66%
- 3Y*
- 3.44%
- 5Y*
- -1.07%
- 10Y*
- 0.12%
ELFC.DE
- 1D
- 0.28%
- 1M
- 1.42%
- 6M
- 12.35%
- YTD
- 13.62%
- 1Y
- 19.36%
- 3Y*
- 12.02%
- 5Y*
- 10.71%
- 10Y*
- 8.89%
EFQ8.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | -0.06% | 2.57% | 2.98% | 7.44% | -15.12% | -1.44% | 2.82% | 7.39% | -2.10% | 1.39% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 13.62% | 17.70% | -0.16% | 15.74% | 1.24% | 22.31% | -7.16% | 19.92% | -4.01% | 5.62% |
Correlation
The correlation between EFQ8.DE and ELFC.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2015 | 0.15 |
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Return for Risk
EFQ8.DE vs. ELFC.DE — Risk / Return Rank
EFQ8.DE
ELFC.DE
EFQ8.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.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.
| EFQ8.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.33 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.97 | -2.76 |
| Martin ratioReturn relative to average drawdown | 0.61 | 8.04 | -7.43 |
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Drawdowns
EFQ8.DE vs. ELFC.DE - Drawdown Comparison
The maximum EFQ8.DE drawdown since its inception was -19.42%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EFQ8.DE and ELFC.DE.
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Drawdown Indicators
| EFQ8.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -37.68% | +18.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -6.71% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -15.02% | +11.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -16.82% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -37.68% | +18.26% |
Current DrawdownCurrent decline from peak | -5.98% | -0.74% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.66% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 2.49% | -1.42% |
Volatility
EFQ8.DE vs. ELFC.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) is 1.01%, while Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a volatility of 3.21%. This indicates that EFQ8.DE experiences smaller price fluctuations and is considered to be less risky 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
| EFQ8.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 3.21% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 8.27% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 10.95% | -6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 13.72% | -7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 15.73% | -10.37% |
EFQ8.DE vs. ELFC.DE - Expense Ratio Comparison
EFQ8.DE has a 0.20% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
EFQ8.DE vs. ELFC.DE - Dividend Comparison
EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, less than ELFC.DE's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | 3.57% | 3.18% | 2.61% | 2.33% | 1.18% | 0.92% | 0.90% | 0.96% | 0.67% | 1.17% | 1.70% | 2.59% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 3.75% | 4.45% | 4.66% | 4.66% | 4.91% | 3.84% | 2.83% | 3.64% | 4.20% | 3.53% | 3.55% | 0.00% |
Frequently Asked Questions
EFQ8.DE and ELFC.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFQ8.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFQ8.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ELFC.DE.
EFQ8.DE is categorized as European Corporate Bonds, while ELFC.DE is Europe Equities. EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. Their fees differ too: 0.20% for EFQ8.DE and 0.30% for ELFC.DE.
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