EL4Q.DE vs. ELFC.DE
EL4Q.DE (Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both exchange-traded funds - EL4Q.DE is a European Government Bonds fund tracking the iBoxx EUR Liquid Sovereign Diversified 10+ Index, 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, EL4Q.DE returned -2.50%/yr vs 8.78%/yr for ELFC.DE. At a 0.04 correlation, their price movements are largely independent. EL4Q.DE charges 0.15%/yr vs 0.30%/yr for ELFC.DE.
Performance
EL4Q.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Q.DE achieves a -0.80% return, which is significantly lower than ELFC.DE's 13.10% return. Over the past 10 years, EL4Q.DE has underperformed ELFC.DE with an annualized return of -2.50%, while ELFC.DE has yielded a comparatively higher 8.78% annualized return.
EL4Q.DE
- 1D
- -0.38%
- 1M
- -1.97%
- 6M
- -1.68%
- YTD
- -0.80%
- 1Y
- -0.76%
- 3Y*
- -0.02%
- 5Y*
- -8.69%
- 10Y*
- -2.50%
ELFC.DE
- 1D
- 0.25%
- 1M
- -0.80%
- 6M
- 11.32%
- YTD
- 13.10%
- 1Y
- 18.20%
- 3Y*
- 11.93%
- 5Y*
- 10.61%
- 10Y*
- 8.78%
EL4Q.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | -0.80% | -4.72% | -1.64% | 9.77% | -36.18% | -7.93% | 13.24% | 19.50% | 1.64% | -0.28% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 13.10% | 17.70% | -0.16% | 15.74% | 1.24% | 22.31% | -7.16% | 19.92% | -4.01% | 5.62% |
Correlation
The correlation between EL4Q.DE and ELFC.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2015 | 0.04 |
Over the past year, EL4Q.DE and ELFC.DE have become more correlated (0.24) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
EL4Q.DE vs. ELFC.DE — Risk / Return Rank
EL4Q.DE
ELFC.DE
EL4Q.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 10+ UCITS ETF (EL4Q.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.
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.
| EL4Q.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.70 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.23 | 7.31 | -7.54 |
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Drawdowns
EL4Q.DE vs. ELFC.DE - Drawdown Comparison
The maximum EL4Q.DE drawdown since its inception was -47.27%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EL4Q.DE and ELFC.DE.
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Drawdown Indicators
| EL4Q.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.27% | -37.68% | -9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | -6.71% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -15.02% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -45.32% | -16.82% | -28.50% |
Max Drawdown (10Y)Largest decline over 10 years | -47.27% | -37.68% | -9.59% |
Current DrawdownCurrent decline from peak | -40.57% | -1.19% | -39.38% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -4.67% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.48% | +0.27% |
Volatility
EL4Q.DE vs. ELFC.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) is 2.32%, while Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a volatility of 3.29%. This indicates that EL4Q.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
| EL4Q.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 3.29% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 8.34% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 11.04% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 13.72% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.57% | 15.73% | -3.16% |
EL4Q.DE vs. ELFC.DE - Expense Ratio Comparison
EL4Q.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
EL4Q.DE vs. ELFC.DE - Dividend Comparison
EL4Q.DE's dividend yield for the trailing twelve months is around 3.29%, less than ELFC.DE's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | 3.29% | 2.65% | 1.77% | 1.93% | 1.40% | 1.18% | 1.30% | 1.67% | 1.49% | 2.64% | 2.40% | 2.69% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 3.77% | 4.45% | 4.66% | 4.66% | 4.91% | 3.84% | 2.83% | 3.64% | 4.20% | 3.53% | 3.55% | 0.00% |
Frequently Asked Questions
EL4Q.DE and ELFC.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Q.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Q.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELFC.DE.
EL4Q.DE is categorized as European Government Bonds, while ELFC.DE is Europe Equities. EL4Q.DE tracks iBoxx EUR Liquid Sovereign Diversified 10+ Index, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. Their fees differ too: 0.15% for EL4Q.DE and 0.30% for ELFC.DE.
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