PortfoliosLab logoPortfoliosLab logo
EL4K.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4K.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EL4K.DE achieves a 0.05% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, EL4K.DE has underperformed ELFC.DE with an annualized return of -0.25%, while ELFC.DE has yielded a comparatively higher 8.86% annualized return.


EL4K.DE

1D
0.01%
1M
-0.03%
YTD
0.05%
6M
0.07%
1Y
0.71%
3Y*
2.63%
5Y*
-2.03%
10Y*
-0.25%

ELFC.DE

1D
-0.33%
1M
-0.31%
YTD
12.62%
6M
11.95%
1Y
20.69%
3Y*
12.09%
5Y*
10.14%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4K.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4K.DE
Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF
0.05%1.88%1.40%7.39%-18.12%-2.54%3.36%5.14%1.09%0.30%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
12.62%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Correlation

The correlation between EL4K.DE and ELFC.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.16

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

0.10

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.06

The correlation between EL4K.DE and ELFC.DE shifts across timeframes, from 0.06 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EL4K.DE vs. ELFC.DE — Risk / Return Rank

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

EL4K.DE
EL4K.DE Risk / Return Rank: 1010
Overall Rank
EL4K.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EL4K.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EL4K.DE Omega Ratio Rank: 99
Omega Ratio Rank
EL4K.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EL4K.DE Martin Ratio Rank: 1111
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
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.

EL4K.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.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.


EL4K.DEELFC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.02

1.33

-0.30

Calmar ratioReturn relative to maximum drawdown

0.12

3.00

-2.88

Martin ratioReturn relative to average drawdown

0.33

8.42

-8.09

EL4K.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current EL4K.DE Sharpe Ratio is 0.10, which is lower than the ELFC.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EL4K.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.


Loading charts...

Sharpe Ratios by Period


EL4K.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.81

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.73

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.56

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.55

-0.18

Drawdowns

EL4K.DE vs. ELFC.DE - Drawdown Comparison

The maximum EL4K.DE drawdown since its inception was -21.22%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EL4K.DE and ELFC.DE.


Loading charts...

Drawdown Indicators


EL4K.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-37.68%

+16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-6.71%

+3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-15.02%

+11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-16.85%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-21.22%

-37.68%

+16.46%

Current Drawdown

Current decline from peak

-11.77%

-1.60%

-10.17%

Average Drawdown

Average peak-to-trough decline

-4.94%

-4.70%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.39%

-1.17%

Volatility

EL4K.DE vs. ELFC.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) is 1.56%, while Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a volatility of 2.62%. This indicates that EL4K.DE experiences smaller price fluctuations and is considered to be less risky than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EL4K.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

2.62%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

8.07%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

11.12%

-7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

13.76%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

16.40%

-11.28%

EL4K.DE vs. ELFC.DE - Expense Ratio Comparison

EL4K.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Dividends

EL4K.DE vs. ELFC.DE - Dividend Comparison

EL4K.DE's dividend yield for the trailing twelve months is around 2.52%, less than ELFC.DE's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4K.DE
Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF
2.52%1.58%1.25%1.24%0.56%0.60%0.67%0.89%0.81%1.90%1.92%2.45%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.08%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%0.00%

Frequently Asked Questions


EL4K.DE and ELFC.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4K.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4K.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELFC.DE.

EL4K.DE is categorized as European Government Bonds, while ELFC.DE is Europe Equities. EL4K.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. Their fees differ too: 0.15% for EL4K.DE and 0.30% for ELFC.DE.

Portfolio Optimizer

Find the right allocation for EL4K.DE and ELFC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer