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EL45.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL45.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL45.DE achieves a 15.53% return, which is significantly higher than ELFC.DE's 13.10% return. Over the past 10 years, EL45.DE has outperformed ELFC.DE with an annualized return of 383.57%, while ELFC.DE has yielded a comparatively lower 8.78% annualized return.


EL45.DE

1D
-1.72%
1M
-0.71%
6M
10.63%
YTD
15.53%
1Y
31.86%
3Y*
14.27%
5Y*
7.46%
10Y*
383.57%

ELFC.DE

1D
0.25%
1M
-0.80%
6M
11.32%
YTD
13.10%
1Y
18.20%
3Y*
11.93%
5Y*
10.61%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL45.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL45.DE
Deka MSCI Japan Climate Change ESG CTB UCITS ETF
15.53%10.57%11.51%12.77%-14.83%9.65%491,262.69%840.15%41.10%6,472.17%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
13.10%17.70%-0.16%15.74%1.24%22.31%-7.16%19.92%-4.01%5.62%

Correlation

The correlation between EL45.DE and ELFC.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2015

0.39

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Return for Risk

EL45.DE vs. ELFC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL45.DE
EL45.DE Risk / Return Rank: 6565
Overall Rank
EL45.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EL45.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EL45.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EL45.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EL45.DE Martin Ratio Rank: 6666
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 6060
Overall Rank
ELFC.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL45.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.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.


EL45.DEELFC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

2.87

2.70

+0.17

Martin ratioReturn relative to average drawdown

9.57

7.31

+2.26

EL45.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current EL45.DE Sharpe Ratio is 1.68, which is comparable to the ELFC.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EL45.DE and ELFC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EL45.DE vs. ELFC.DE - Drawdown Comparison

The maximum EL45.DE drawdown since its inception was -23.54%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EL45.DE and ELFC.DE.


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Drawdown Indicators


EL45.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.54%

-37.68%

+14.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-6.71%

-4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-15.02%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

-16.82%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.36%

-37.68%

+15.32%

Current Drawdown

Current decline from peak

-5.46%

-1.19%

-4.27%

Average Drawdown

Average peak-to-trough decline

-5.86%

-4.67%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.48%

+0.99%

Volatility

EL45.DE vs. ELFC.DE - Volatility Comparison

Deka MSCI Japan Climate Change ESG CTB UCITS ETF (EL45.DE) has a higher volatility of 7.50% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 3.29%. This indicates that EL45.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


EL45.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

3.29%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

8.34%

+7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

11.04%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

13.72%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21,842.13%

15.73%

+21,826.40%

EL45.DE vs. ELFC.DE - Expense Ratio Comparison

EL45.DE has a 0.26% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Dividends

EL45.DE vs. ELFC.DE - Dividend Comparison

EL45.DE's dividend yield for the trailing twelve months is around 1.46%, less than ELFC.DE's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
EL45.DE
Deka MSCI Japan Climate Change ESG CTB UCITS ETF
1.46%1.77%1.49%1.64%1.95%2.07%165.19%81.94%42.51%159.77%62.28%103.93%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
3.77%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


EL45.DE and ELFC.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL45.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL45.DE is cheaper with a 0.26% expense ratio, compared with 0.30% for ELFC.DE.

EL45.DE is categorized as Japan Equities, while ELFC.DE is Europe Equities. EL45.DE tracks MSCI Japan Climate Change ESG Select CTB Index, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. Their fees differ too: 0.26% for EL45.DE and 0.30% for ELFC.DE.

Portfolio Optimizer

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