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EL4P.DE vs. ELFW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4P.DE vs. ELFW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) and Deka MSCI World UCITS ETF Dist (ELFW.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, EL4P.DE achieves a 0.16% return, which is significantly lower than ELFW.DE's 10.68% return.


EL4P.DE

1D
0.06%
1M
0.03%
YTD
0.16%
6M
0.17%
1Y
0.76%
3Y*
2.69%
5Y*
-2.34%
10Y*
-0.11%

ELFW.DE

1D
-0.02%
1M
3.61%
YTD
10.68%
6M
10.77%
1Y
23.36%
3Y*
17.24%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4P.DE vs. ELFW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
0.16%1.64%1.06%8.67%-20.09%-3.04%4.34%6.96%1.78%
ELFW.DE
Deka MSCI World UCITS ETF Dist
10.68%7.57%25.71%19.97%-14.02%31.88%5.44%30.74%-11.82%

Correlation

The correlation between EL4P.DE and ELFW.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.17

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

0.06

Over the past year, EL4P.DE and ELFW.DE have become more correlated (0.28) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

EL4P.DE vs. ELFW.DE — Risk / Return Rank

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

EL4P.DE
EL4P.DE Risk / Return Rank: 1010
Overall Rank
EL4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EL4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EL4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
EL4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
EL4P.DE Martin Ratio Rank: 1010
Martin Ratio Rank

ELFW.DE
ELFW.DE Risk / Return Rank: 6868
Overall Rank
ELFW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 7575
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.

EL4P.DE vs. ELFW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.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.


EL4P.DEELFW.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.38

Calmar ratioReturn relative to maximum drawdown

0.08

3.49

-3.41

Martin ratioReturn relative to average drawdown

0.21

14.07

-13.86

EL4P.DE vs. ELFW.DE - Sharpe Ratio Comparison

The current EL4P.DE Sharpe Ratio is 0.07, which is lower than the ELFW.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EL4P.DE and ELFW.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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Sharpe Ratios by Period


EL4P.DEELFW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

2.09

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.87

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.77

-0.33

Drawdowns

EL4P.DE vs. ELFW.DE - Drawdown Comparison

The maximum EL4P.DE drawdown since its inception was -23.50%, smaller than the maximum ELFW.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for EL4P.DE and ELFW.DE.


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Drawdown Indicators


EL4P.DEELFW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.50%

-33.59%

+10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-6.68%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.65%

-21.81%

+17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-21.81%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-23.50%

Current Drawdown

Current decline from peak

-13.76%

-0.35%

-13.41%

Average Drawdown

Average peak-to-trough decline

-5.77%

-4.73%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.66%

-0.13%

Volatility

EL4P.DE vs. ELFW.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) is 1.99%, while Deka MSCI World UCITS ETF Dist (ELFW.DE) has a volatility of 2.60%. This indicates that EL4P.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


EL4P.DEELFW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.60%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

7.74%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

11.14%

-6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

14.15%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

16.07%

-10.01%

EL4P.DE vs. ELFW.DE - Expense Ratio Comparison

EL4P.DE has a 0.15% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.


Dividends

EL4P.DE vs. ELFW.DE - Dividend Comparison

EL4P.DE's dividend yield for the trailing twelve months is around 3.64%, more than ELFW.DE's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
3.64%2.66%1.83%1.37%0.39%0.62%0.83%1.08%0.64%1.41%1.80%2.32%
ELFW.DE
Deka MSCI World UCITS ETF Dist
0.89%1.01%1.04%1.37%1.65%0.96%1.29%1.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EL4P.DE and ELFW.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4P.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4P.DE is cheaper with a 0.15% expense ratio, compared with 0.31% for ELFW.DE.

EL4P.DE is categorized as European Government Bonds, while ELFW.DE is Global Equities. EL4P.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 7-10, while ELFW.DE tracks MSCI World. Their fees differ too: 0.15% for EL4P.DE and 0.31% for ELFW.DE.

Portfolio Optimizer

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