EL45.DE vs. ELFC.DE
EL45.DE (Deka MSCI Japan Climate Change ESG CTB UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both exchange-traded funds - EL45.DE is a Japan Equities fund tracking the MSCI Japan Climate Change ESG Select CTB Index, 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, EL45.DE returned 383.57%/yr vs 8.78%/yr for ELFC.DE. At a 0.39 correlation, their price movements are largely independent. EL45.DE charges 0.26%/yr vs 0.30%/yr for ELFC.DE.
Performance
EL45.DE vs. ELFC.DE - Performance Comparison
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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%
EL45.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EL45.DE
ELFC.DE
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.DE | ELFC.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.46% | -1.19% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -4.67% | -1.19% |
Ulcer IndexDepth 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.DE | ELFC.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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