EL49.DE vs. ELFW.DE
Compare and contrast key facts about Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and Deka MSCI World UCITS ETF Dist (ELFW.DE).
EL49.DE and ELFW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL49.DE is a passively managed fund by Deka that tracks the performance of the iBoxx® EUR Liquid Corporates Diversified. It was launched on Feb 17, 2010. ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018. Both EL49.DE and ELFW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EL49.DE vs. ELFW.DE - Performance Comparison
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EL49.DE vs. ELFW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | -0.66% | 2.66% | 4.06% | 7.13% | -13.01% | -1.51% | 1.80% | 5.80% | -0.29% |
ELFW.DE Deka MSCI World UCITS ETF Dist | -1.36% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
Returns By Period
In the year-to-date period, EL49.DE achieves a -0.66% return, which is significantly higher than ELFW.DE's -1.36% return.
EL49.DE
- 1D
- -0.20%
- 1M
- -1.21%
- YTD
- -0.66%
- 6M
- -0.95%
- 1Y
- 2.05%
- 3Y*
- 3.76%
- 5Y*
- -0.43%
- 10Y*
- 0.54%
ELFW.DE
- 1D
- 0.05%
- 1M
- -2.03%
- YTD
- -1.36%
- 6M
- 1.65%
- 1Y
- 12.01%
- 3Y*
- 14.74%
- 5Y*
- 10.47%
- 10Y*
- —
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EL49.DE vs. ELFW.DE - Expense Ratio Comparison
EL49.DE has a 0.20% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.
Return for Risk
EL49.DE vs. ELFW.DE — Risk / Return Rank
EL49.DE
ELFW.DE
EL49.DE vs. ELFW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and Deka MSCI World UCITS ETF Dist (ELFW.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.
| EL49.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.74 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.08 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.66 | -1.99 |
Martin ratioReturn relative to average drawdown | 2.74 | 10.28 | -7.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL49.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.74 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.73 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.22 |
Correlation
The correlation between EL49.DE and ELFW.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EL49.DE vs. ELFW.DE - Dividend Comparison
EL49.DE's dividend yield for the trailing twelve months is around 3.55%, more than ELFW.DE's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 3.55% | 3.50% | 3.24% | 3.04% | 0.75% | 0.69% | 0.69% | 0.88% | 0.75% | 1.15% | 1.52% | 1.82% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 1.00% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EL49.DE vs. ELFW.DE - Drawdown Comparison
The maximum EL49.DE drawdown since its inception was -16.77%, smaller than the maximum ELFW.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for EL49.DE and ELFW.DE.
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Drawdown Indicators
| EL49.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.77% | -33.59% | +16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -8.79% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -16.77% | -21.81% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -16.77% | — | — |
Current DrawdownCurrent decline from peak | -2.99% | -4.05% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.82% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 1.73% | -0.98% |
Volatility
EL49.DE vs. ELFW.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) is 2.11%, while Deka MSCI World UCITS ETF Dist (ELFW.DE) has a volatility of 4.21%. This indicates that EL49.DE experiences smaller price fluctuations and is considered to be less risky than ELFW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL49.DE | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 4.21% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 8.39% | -5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 16.10% | -12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.78% | 14.19% | -9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 16.17% | -10.96% |