EL4Z.DE vs. ELFE.DE
Compare and contrast key facts about Deka MSCI USA UCITS ETF (EL4Z.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.DE).
EL4Z.DE and ELFE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL4Z.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI USA. It was launched on Jun 8, 2009. ELFE.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the Solactive US Treasury 7-10 Q Series USD. It was launched on Aug 9, 2019. Both EL4Z.DE and ELFE.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
EL4Z.DE vs. ELFE.DE - Performance Comparison
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EL4Z.DE vs. ELFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL4Z.DE Deka MSCI USA UCITS ETF | -3.05% | 3.99% | 32.17% | 22.99% | -16.37% | 38.20% | 9.12% | 9.58% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 1.77% | -3.68% | 5.37% | 0.04% | -9.38% | 5.11% | -0.09% | -4.86% |
Returns By Period
In the year-to-date period, EL4Z.DE achieves a -3.05% return, which is significantly lower than ELFE.DE's 1.77% return.
EL4Z.DE
- 1D
- 0.23%
- 1M
- -2.37%
- YTD
- -3.05%
- 6M
- -0.71%
- 1Y
- 9.94%
- 3Y*
- 15.70%
- 5Y*
- 11.16%
- 10Y*
- 13.12%
ELFE.DE
- 1D
- 0.73%
- 1M
- -1.02%
- YTD
- 1.77%
- 6M
- 2.07%
- 1Y
- -2.12%
- 3Y*
- 0.32%
- 5Y*
- -0.16%
- 10Y*
- —
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EL4Z.DE vs. ELFE.DE - Expense Ratio Comparison
EL4Z.DE has a 0.30% expense ratio, which is higher than ELFE.DE's 0.07% expense ratio.
Return for Risk
EL4Z.DE vs. ELFE.DE — Risk / Return Rank
EL4Z.DE
ELFE.DE
EL4Z.DE vs. ELFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA UCITS ETF (EL4Z.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.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.
| EL4Z.DE | ELFE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | -0.26 | +0.81 |
Sortino ratioReturn per unit of downside risk | 0.86 | -0.27 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.96 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.18 | +2.37 |
Martin ratioReturn relative to average drawdown | 7.25 | -0.29 | +7.54 |
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
| EL4Z.DE | ELFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.26 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | -0.02 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | -0.11 | +1.06 |
Correlation
The correlation between EL4Z.DE and ELFE.DE is -0.00. 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
EL4Z.DE vs. ELFE.DE - Dividend Comparison
EL4Z.DE's dividend yield for the trailing twelve months is around 0.56%, less than ELFE.DE's 3.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4Z.DE Deka MSCI USA UCITS ETF | 0.56% | 0.57% | 0.74% | 1.23% | 1.09% | 0.52% | 0.90% | 0.95% | 1.16% | 1.03% | 1.07% | 1.47% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 3.84% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EL4Z.DE vs. ELFE.DE - Drawdown Comparison
The maximum EL4Z.DE drawdown since its inception was -34.19%, which is greater than ELFE.DE's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for EL4Z.DE and ELFE.DE.
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Drawdown Indicators
| EL4Z.DE | ELFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -20.67% | -13.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.94% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -15.39% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | — | — |
Current DrawdownCurrent decline from peak | -5.19% | -14.64% | +9.45% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -12.65% | +8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 4.85% | -2.60% |
Volatility
EL4Z.DE vs. ELFE.DE - Volatility Comparison
Deka MSCI USA UCITS ETF (EL4Z.DE) has a higher volatility of 3.74% compared to Deka US Treasury 7-10 UCITS ETF (ELFE.DE) at 2.30%. This indicates that EL4Z.DE's price experiences larger fluctuations and is considered to be riskier than ELFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4Z.DE | ELFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.30% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 4.33% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 8.32% | +9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 9.03% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 8.81% | +7.46% |