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EL4V.DE vs. ELFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4V.DE vs. ELFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF (EL4V.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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, EL4V.DE achieves a -0.97% return, which is significantly lower than ELFB.DE's 13.16% return. Over the past 10 years, EL4V.DE has underperformed ELFB.DE with an annualized return of -3.65%, while ELFB.DE has yielded a comparatively higher 13.70% annualized return.


EL4V.DE

1D
-0.29%
1M
-1.59%
6M
-1.93%
YTD
-0.97%
1Y
-3.20%
3Y*
-2.20%
5Y*
-8.68%
10Y*
-3.65%

ELFB.DE

1D
-0.36%
1M
0.82%
6M
10.35%
YTD
13.16%
1Y
29.29%
3Y*
25.20%
5Y*
17.65%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4V.DE vs. ELFB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4V.DE
Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF
-0.97%-8.19%-2.86%6.90%-32.41%-4.81%7.99%9.21%6.28%-4.39%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
13.16%34.01%20.68%31.84%-16.00%32.48%-2.72%29.42%-18.76%11.00%

Correlation

The correlation between EL4V.DE and ELFB.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.08

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

0.03

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2015

-0.16

The correlation between EL4V.DE and ELFB.DE shifts across timeframes, from -0.16 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EL4V.DE vs. ELFB.DE — Risk / Return Rank

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

EL4V.DE
EL4V.DE Risk / Return Rank: 55
Overall Rank
EL4V.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EL4V.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EL4V.DE Omega Ratio Rank: 55
Omega Ratio Rank
EL4V.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EL4V.DE Martin Ratio Rank: 55
Martin Ratio Rank

ELFB.DE
ELFB.DE Risk / Return Rank: 5757
Overall Rank
ELFB.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ELFB.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ELFB.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ELFB.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
ELFB.DE Martin Ratio Rank: 6060
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.

EL4V.DE vs. ELFB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF (EL4V.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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.


EL4V.DEELFB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

0.94

1.28

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.49

2.32

-2.82

Martin ratioReturn relative to average drawdown

-0.92

8.53

-9.45

EL4V.DE vs. ELFB.DE - Sharpe Ratio Comparison

The current EL4V.DE Sharpe Ratio is -0.42, which is lower than the ELFB.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EL4V.DE and ELFB.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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Drawdowns

EL4V.DE vs. ELFB.DE - Drawdown Comparison

The maximum EL4V.DE drawdown since its inception was -43.83%, roughly equal to the maximum ELFB.DE drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for EL4V.DE and ELFB.DE.


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Drawdown Indicators


EL4V.DEELFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-42.73%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-12.55%

+5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-16.39%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.13%

-29.58%

-10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-42.73%

-1.10%

Current Drawdown

Current decline from peak

-42.50%

-2.41%

-40.09%

Average Drawdown

Average peak-to-trough decline

-13.95%

-8.05%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.42%

+0.16%

Volatility

EL4V.DE vs. ELFB.DE - Volatility Comparison

The current volatility for Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF (EL4V.DE) is 2.19%, while Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a volatility of 4.78%. This indicates that EL4V.DE experiences smaller price fluctuations and is considered to be less risky than ELFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL4V.DEELFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

4.78%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

15.76%

-9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

7.71%

18.94%

-11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

19.77%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

19.82%

-8.95%

EL4V.DE vs. ELFB.DE - Expense Ratio Comparison

EL4V.DE has a 0.15% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.


Dividends

EL4V.DE vs. ELFB.DE - Dividend Comparison

EL4V.DE's dividend yield for the trailing twelve months is around 2.30%, more than ELFB.DE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4V.DE
Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF
2.30%2.06%2.00%2.29%2.45%1.79%1.84%2.06%2.35%1.03%2.57%2.79%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
2.26%2.18%2.63%2.73%3.03%1.77%1.12%3.22%1.26%2.56%2.77%0.00%

Frequently Asked Questions


EL4V.DE and ELFB.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4V.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4V.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for ELFB.DE.

EL4V.DE is categorized as European Government Bonds, while ELFB.DE is Europe Equities. EL4V.DE tracks Deutsche Börse EUROGOV Germany 10+ Index, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.15% for EL4V.DE and 0.40% for ELFB.DE.

Portfolio Optimizer

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