EL4S.DE vs. ELFW.DE
Compare and contrast key facts about Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) and Deka MSCI World UCITS ETF Dist (ELFW.DE).
EL4S.DE and ELFW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4S.DE is a passively managed fund by Deka that tracks the performance of the Deutsche Börse EUROGOV® Germany 1-3. It was launched on Mar 16, 2009. ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018. Both EL4S.DE and ELFW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EL4S.DE vs. ELFW.DE - Performance Comparison
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EL4S.DE vs. ELFW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | -0.23% | 1.65% | 2.75% | 2.51% | -4.56% | -0.97% | -0.79% | -0.83% | 0.03% |
ELFW.DE Deka MSCI World UCITS ETF Dist | -1.41% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
Returns By Period
In the year-to-date period, EL4S.DE achieves a -0.23% return, which is significantly higher than ELFW.DE's -1.41% return.
EL4S.DE
- 1D
- 0.04%
- 1M
- -0.66%
- YTD
- -0.23%
- 6M
- 0.03%
- 1Y
- 0.89%
- 3Y*
- 2.10%
- 5Y*
- 0.25%
- 10Y*
- -0.23%
ELFW.DE
- 1D
- 2.09%
- 1M
- -3.17%
- YTD
- -1.41%
- 6M
- 1.97%
- 1Y
- 11.87%
- 3Y*
- 14.83%
- 5Y*
- 10.46%
- 10Y*
- —
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EL4S.DE vs. ELFW.DE - Expense Ratio Comparison
EL4S.DE has a 0.15% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.
Return for Risk
EL4S.DE vs. ELFW.DE — Risk / Return Rank
EL4S.DE
ELFW.DE
EL4S.DE vs. ELFW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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.
| EL4S.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.73 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.07 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.36 | -0.48 |
Martin ratioReturn relative to average drawdown | 3.98 | 5.97 | -2.00 |
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
| EL4S.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.73 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.73 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.32 | 0.68 | -1.01 |
Correlation
The correlation between EL4S.DE and ELFW.DE is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EL4S.DE vs. ELFW.DE - Dividend Comparison
EL4S.DE's dividend yield for the trailing twelve months is around 1.30%, more than ELFW.DE's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 1.30% | 1.20% | 0.83% | 0.60% | 0.88% | 0.94% | 0.78% | 1.06% | 0.99% | 1.63% | 1.46% | 1.60% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 1.00% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EL4S.DE vs. ELFW.DE - Drawdown Comparison
The maximum EL4S.DE drawdown since its inception was -13.04%, smaller than the maximum ELFW.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for EL4S.DE and ELFW.DE.
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Drawdown Indicators
| EL4S.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.04% | -33.59% | +20.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -13.27% | +12.24% |
Max Drawdown (5Y)Largest decline over 5 years | -5.98% | -21.81% | +15.83% |
Max Drawdown (10Y)Largest decline over 10 years | -9.46% | — | — |
Current DrawdownCurrent decline from peak | -6.35% | -4.10% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -4.82% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 2.00% | -1.77% |
Volatility
EL4S.DE vs. ELFW.DE - Volatility Comparison
The current volatility for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) is 0.53%, while Deka MSCI World UCITS ETF Dist (ELFW.DE) has a volatility of 4.40%. This indicates that EL4S.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
| EL4S.DE | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 4.40% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.71% | 8.42% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.03% | 16.14% | -15.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.43% | 14.19% | -12.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.10% | 16.17% | -15.07% |