EL4K.DE vs. ELFC.DE
EL4K.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both exchange-traded funds - EL4K.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 1-10, 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, EL4K.DE returned -0.25%/yr vs 8.86%/yr for ELFC.DE. At a 0.06 correlation, their price movements are largely independent. EL4K.DE charges 0.15%/yr vs 0.30%/yr for ELFC.DE.
Performance
EL4K.DE vs. ELFC.DE - Performance Comparison
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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%
EL4K.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
EL4K.DE vs. ELFC.DE — Risk / Return Rank
EL4K.DE
ELFC.DE
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.DE | ELFC.DE | Difference | |
|---|---|---|---|
| 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 |
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
| EL4K.DE | ELFC.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| EL4K.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.77% | -1.60% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -4.70% | -0.24% |
Ulcer IndexDepth 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.
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Volatility by Period
| EL4K.DE | ELFC.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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