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EL4E.DE vs. ELFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4E.DE vs. ELFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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, EL4E.DE achieves a 6.79% return, which is significantly lower than ELFB.DE's 13.16% return. Over the past 10 years, EL4E.DE has underperformed ELFB.DE with an annualized return of 8.89%, while ELFB.DE has yielded a comparatively higher 13.70% annualized return.


EL4E.DE

1D
-0.17%
1M
-0.50%
6M
0.99%
YTD
6.79%
1Y
9.67%
3Y*
10.78%
5Y*
2.65%
10Y*
8.89%

ELFB.DE

1D
-0.36%
1M
0.82%
6M
10.35%
YTD
13.16%
1Y
29.29%
3Y*
25.20%
5Y*
17.65%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4E.DE vs. ELFB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4E.DE
Deka STOXX Europe Strong Style Composite 40 UCITS ETF
6.79%10.62%11.03%16.21%-27.49%23.99%14.63%31.38%-7.27%14.23%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
13.16%34.01%20.68%31.84%-16.00%32.48%-2.72%29.42%-18.76%11.00%

Correlation

The correlation between EL4E.DE and ELFB.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.69

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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2015

0.76

The correlation between EL4E.DE and ELFB.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

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Return for Risk

EL4E.DE vs. ELFB.DE — Risk / Return Rank

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

EL4E.DE
EL4E.DE Risk / Return Rank: 2121
Overall Rank
EL4E.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EL4E.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EL4E.DE Omega Ratio Rank: 2020
Omega Ratio Rank
EL4E.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EL4E.DE Martin Ratio Rank: 2323
Martin Ratio Rank

ELFB.DE
ELFB.DE Risk / Return Rank: 5757
Overall Rank
ELFB.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ELFB.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ELFB.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ELFB.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
ELFB.DE Martin Ratio Rank: 6060
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.

EL4E.DE vs. ELFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.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.

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.


EL4E.DEELFB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.12

1.28

-0.16

Calmar ratioReturn relative to maximum drawdown

0.85

2.32

-1.47

Martin ratioReturn relative to average drawdown

2.36

8.53

-6.18

EL4E.DE vs. ELFB.DE - Sharpe Ratio Comparison

The current EL4E.DE Sharpe Ratio is 0.61, which is lower than the ELFB.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EL4E.DE and ELFB.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

EL4E.DE vs. ELFB.DE - Drawdown Comparison

The maximum EL4E.DE drawdown since its inception was -50.61%, which is greater than ELFB.DE's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for EL4E.DE and ELFB.DE.


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Drawdown Indicators


EL4E.DEELFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.61%

-42.73%

-7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-12.55%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

-16.39%

-6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-40.69%

-29.58%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-40.69%

-42.73%

+2.04%

Current Drawdown

Current decline from peak

-3.49%

-2.41%

-1.08%

Average Drawdown

Average peak-to-trough decline

-12.61%

-8.05%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.42%

+1.29%

Volatility

EL4E.DE vs. ELFB.DE - Volatility Comparison

Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.26% compared to Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) at 4.78%. This indicates that EL4E.DE's price experiences larger fluctuations and is considered to be riskier 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


EL4E.DEELFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

4.78%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

15.76%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

18.94%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

19.77%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

19.82%

+0.17%

EL4E.DE vs. ELFB.DE - Expense Ratio Comparison

EL4E.DE has a 0.66% expense ratio, which is higher than ELFB.DE's 0.40% expense ratio.


Dividends

EL4E.DE vs. ELFB.DE - Dividend Comparison

EL4E.DE's dividend yield for the trailing twelve months is around 1.30%, less than ELFB.DE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4E.DE
Deka STOXX Europe Strong Style Composite 40 UCITS ETF
1.30%0.93%1.28%0.60%2.51%0.23%0.95%1.28%1.02%0.23%2.62%1.99%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
2.26%2.18%2.63%2.73%3.03%1.77%1.12%3.22%1.26%2.56%2.77%0.00%

Frequently Asked Questions


EL4E.DE and ELFB.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELFB.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELFB.DE is cheaper with a 0.40% expense ratio, compared with 0.66% for EL4E.DE.

EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.66% for EL4E.DE and 0.40% for ELFB.DE.

Portfolio Optimizer

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