EL4B.DE vs. ELFB.DE
EL4B.DE (Deka EURO STOXX 50 UCITS ETF) and ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) are both Europe Equities funds from Deka - EL4B.DE tracks the EURO STOXX® 50 while ELFB.DE tracks the Solactive Eurozone Sustainability. Both are passively managed. Over the past 10 years, EL4B.DE returned 10.43%/yr vs 12.75%/yr for ELFB.DE. Their correlation of 0.85 suggests significant overlap in exposure. EL4B.DE charges 0.15%/yr vs 0.40%/yr for ELFB.DE.
Performance
EL4B.DE vs. ELFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4B.DE achieves a 7.06% return, which is significantly lower than ELFB.DE's 9.36% return. Over the past 10 years, EL4B.DE has underperformed ELFB.DE with an annualized return of 10.43%, while ELFB.DE has yielded a comparatively higher 12.75% annualized return.
EL4B.DE
- 1D
- 0.71%
- 1M
- 1.73%
- YTD
- 7.06%
- 6M
- 8.43%
- 1Y
- 15.56%
- 3Y*
- 15.51%
- 5Y*
- 11.39%
- 10Y*
- 10.43%
ELFB.DE
- 1D
- 0.83%
- 1M
- 4.04%
- YTD
- 9.36%
- 6M
- 11.83%
- 1Y
- 23.25%
- 3Y*
- 25.21%
- 5Y*
- 16.33%
- 10Y*
- 12.75%
EL4B.DE vs. ELFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4B.DE Deka EURO STOXX 50 UCITS ETF | 7.06% | 22.15% | 10.94% | 22.39% | -8.81% | 23.20% | -3.07% | 29.97% | -11.84% | 10.41% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 9.36% | 34.04% | 20.63% | 31.85% | -15.46% | 31.62% | -2.71% | 29.39% | -17.15% | 10.98% |
Correlation
The correlation between EL4B.DE and ELFB.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.85 |
The correlation between EL4B.DE and ELFB.DE has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.
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Return for Risk
EL4B.DE vs. ELFB.DE — Risk / Return Rank
EL4B.DE
ELFB.DE
EL4B.DE vs. ELFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX 50 UCITS ETF (EL4B.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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.
| EL4B.DE | ELFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.93 | -0.51 |
| Martin ratioReturn relative to average drawdown | 4.84 | 6.88 | -2.04 |
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
| EL4B.DE | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.28 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.82 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.64 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.56 | -0.26 |
Drawdowns
EL4B.DE vs. ELFB.DE - Drawdown Comparison
The maximum EL4B.DE drawdown since its inception was -52.03%, which is greater than ELFB.DE's maximum drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for EL4B.DE and ELFB.DE.
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Drawdown Indicators
| EL4B.DE | ELFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.03% | -42.72% | -9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -12.55% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.47% | -16.40% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -29.56% | +6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -42.72% | +4.48% |
Current DrawdownCurrent decline from peak | -0.68% | -0.37% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -7.15% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.53% | -0.30% |
Volatility
EL4B.DE vs. ELFB.DE - Volatility Comparison
The current volatility for Deka EURO STOXX 50 UCITS ETF (EL4B.DE) is 4.94%, while Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a volatility of 5.34%. This indicates that EL4B.DE experiences smaller price fluctuations and is considered to be less risky than ELFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4B.DE | ELFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 5.34% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 15.10% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 18.91% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 19.73% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 20.99% | -2.86% |
EL4B.DE vs. ELFB.DE - Expense Ratio Comparison
EL4B.DE has a 0.15% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.
Dividends
EL4B.DE vs. ELFB.DE - Dividend Comparison
EL4B.DE's dividend yield for the trailing twelve months is around 2.19%, more than ELFB.DE's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4B.DE Deka EURO STOXX 50 UCITS ETF | 2.19% | 2.36% | 2.77% | 2.77% | 2.85% | 2.22% | 2.06% | 3.04% | 4.02% | 3.31% | 3.23% | 3.34% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.02% | 2.18% | 2.63% | 2.73% | 3.03% | 1.78% | 1.12% | 3.22% | 3.60% | 2.56% | 2.77% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, EL4B.DE and ELFB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EL4B.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4B.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for ELFB.DE.
EL4B.DE tracks EURO STOXX® 50, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.15% for EL4B.DE and 0.40% for ELFB.DE.
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