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

Performance

ELF0.DE vs. ELFB.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 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, ELF0.DE achieves a 7.39% return, which is significantly lower than ELFB.DE's 9.36% return. Over the past 10 years, ELF0.DE has underperformed ELFB.DE with an annualized return of 7.55%, while ELFB.DE has yielded a comparatively higher 12.75% 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%

ELFB.DE

1D
0.83%
1M
4.04%
YTD
9.36%
6M
11.83%
1Y
23.25%
3Y*
25.21%
5Y*
16.33%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELF0.DE vs. ELFB.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%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
9.36%34.04%20.63%31.85%-15.46%31.62%-2.71%29.39%-17.15%10.98%

Correlation

The correlation between ELF0.DE and ELFB.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.79

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2015

0.77

The correlation between ELF0.DE and ELFB.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

ELF0.DE vs. ELFB.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

ELFB.DE
ELFB.DE Risk / Return Rank: 3939
Overall Rank
ELFB.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ELFB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ELFB.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ELFB.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ELFB.DE Martin Ratio Rank: 4444
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. ELFB.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 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.


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

-0.82

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.09

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.64

1.93

-1.29

Martin ratioReturn relative to average drawdown

1.96

6.88

-4.92

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

The current ELF0.DE Sharpe Ratio is 0.46, which is lower than the ELFB.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ELF0.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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Sharpe Ratios by Period


ELF0.DEELFB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.28

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.82

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.64

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.15

Drawdowns

ELF0.DE vs. ELFB.DE - Drawdown Comparison

The maximum ELF0.DE drawdown since its inception was -40.99%, roughly equal to the maximum ELFB.DE drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for ELF0.DE and ELFB.DE.


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Drawdown Indicators


ELF0.DEELFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-42.72%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.55%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-16.40%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-29.56%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-42.72%

+1.73%

Current Drawdown

Current decline from peak

-1.35%

-0.37%

-0.98%

Average Drawdown

Average peak-to-trough decline

-8.53%

-7.15%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.53%

+0.49%

Volatility

ELF0.DE vs. ELFB.DE - Volatility Comparison

Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) have volatilities of 5.33% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELF0.DEELFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.34%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

15.10%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

18.91%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

19.73%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

20.99%

-2.18%

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

ELF0.DE has a 0.30% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.


Dividends

ELF0.DE vs. ELFB.DE - Dividend Comparison

ELF0.DE's dividend yield for the trailing twelve months is around 1.66%, less than ELFB.DE's 2.02% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
2.02%2.18%2.63%2.73%3.03%1.78%1.12%3.22%3.60%2.56%2.77%0.00%

Frequently Asked Questions


ELF0.DE and ELFB.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELF0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELF0.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for ELFB.DE.

ELF0.DE tracks DAX® ex Financials 30, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.30% for ELF0.DE and 0.40% for ELFB.DE.

Portfolio Optimizer

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