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ELF0.DE vs. EL49.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELF0.DE vs. EL49.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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, ELF0.DE achieves a 7.39% return, which is significantly higher than EL49.DE's 0.49% return. Over the past 10 years, ELF0.DE has outperformed EL49.DE with an annualized return of 7.55%, while EL49.DE has yielded a comparatively lower 0.63% annualized return.


ELF0.DE

1D
0.23%
1M
1.13%
YTD
7.39%
6M
9.09%
1Y
7.84%
3Y*
13.49%
5Y*
6.68%
10Y*
7.55%

EL49.DE

1D
0.02%
1M
0.35%
YTD
0.49%
6M
0.22%
1Y
1.76%
3Y*
4.31%
5Y*
-0.16%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELF0.DE vs. EL49.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELF0.DE
Deka DAX ex Financials 30 UCITS ETF
7.39%22.31%11.90%15.27%-18.05%14.05%5.05%23.64%-20.14%11.11%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
0.49%2.66%4.06%7.13%-13.01%-1.51%1.80%5.80%-1.28%0.93%

Correlation

The correlation between ELF0.DE and EL49.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.31

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

0.29

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2013

0.17

Over the past year, ELF0.DE and EL49.DE have become more correlated (0.45) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

ELF0.DE vs. EL49.DE — Risk / Return Rank

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

ELF0.DE
ELF0.DE Risk / Return Rank: 1717
Overall Rank
ELF0.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ELF0.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
ELF0.DE Omega Ratio Rank: 1616
Omega Ratio Rank
ELF0.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
ELF0.DE Martin Ratio Rank: 1818
Martin Ratio Rank

EL49.DE
EL49.DE Risk / Return Rank: 1515
Overall Rank
EL49.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 1616
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.

ELF0.DE vs. EL49.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.


ELF0.DEEL49.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratioReturn relative to maximum drawdown

0.64

0.46

+0.19

Martin ratioReturn relative to average drawdown

1.96

1.52

+0.44

ELF0.DE vs. EL49.DE - Sharpe Ratio Comparison

The current ELF0.DE Sharpe Ratio is 0.46, which is comparable to the EL49.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ELF0.DE and EL49.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


ELF0.DEEL49.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.36

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.03

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.12

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Drawdowns

ELF0.DE vs. EL49.DE - Drawdown Comparison

The maximum ELF0.DE drawdown since its inception was -40.99%, which is greater than EL49.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for ELF0.DE and EL49.DE.


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Drawdown Indicators


ELF0.DEEL49.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-16.77%

-24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-3.05%

-9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-3.05%

-14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-16.77%

-14.40%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-16.77%

-24.22%

Current Drawdown

Current decline from peak

-1.35%

-1.87%

+0.52%

Average Drawdown

Average peak-to-trough decline

-8.53%

-3.21%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

0.92%

+3.10%

Volatility

ELF0.DE vs. EL49.DE - Volatility Comparison

Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) has a higher volatility of 5.33% compared to Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) at 1.28%. This indicates that ELF0.DE's price experiences larger fluctuations and is considered to be riskier than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELF0.DEEL49.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

1.28%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

3.42%

+10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

3.85%

+13.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

4.88%

+13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

5.25%

+13.56%

ELF0.DE vs. EL49.DE - Expense Ratio Comparison

ELF0.DE has a 0.30% expense ratio, which is higher than EL49.DE's 0.20% expense ratio.


Dividends

ELF0.DE vs. EL49.DE - Dividend Comparison

ELF0.DE's dividend yield for the trailing twelve months is around 1.66%, less than EL49.DE's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
3.49%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%
ELF0.DE
Deka DAX ex Financials 30 UCITS ETF
1.66%2.10%2.35%3.01%2.78%1.58%1.74%2.22%2.82%2.24%2.23%2.18%

Frequently Asked Questions


ELF0.DE and EL49.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL49.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL49.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ELF0.DE.

ELF0.DE is categorized as Europe Equities, while EL49.DE is European Corporate Bonds. ELF0.DE tracks DAX® ex Financials 30, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. Their fees differ too: 0.30% for ELF0.DE and 0.20% for EL49.DE.

Portfolio Optimizer

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