ELF0.DE vs. EUPE.DE
ELF0.DE (Deka DAX ex Financials 30 UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - ELF0.DE tracks the DAX® ex Financials 30 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, ELF0.DE returned 7.55%/yr vs 8.97%/yr for EUPE.DE. A 0.79 correlation means they provide meaningful diversification when combined. ELF0.DE charges 0.30%/yr vs 0.65%/yr for EUPE.DE.
Performance
ELF0.DE vs. EUPE.DE - Performance Comparison
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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 EUPE.DE's 15.44% return. Over the past 10 years, ELF0.DE has underperformed EUPE.DE with an annualized return of 7.55%, while EUPE.DE has yielded a comparatively higher 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
ELF0.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between ELF0.DE and EUPE.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.79 |
Over the past year, the correlation between ELF0.DE and EUPE.DE has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
ELF0.DE vs. EUPE.DE — Risk / Return Rank
ELF0.DE
EUPE.DE
ELF0.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 4.19 | -3.55 |
| Martin ratioReturn relative to average drawdown | 1.96 | 11.50 | -9.54 |
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
| ELF0.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.17 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.65 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.06 |
Drawdowns
ELF0.DE vs. EUPE.DE - Drawdown Comparison
The maximum ELF0.DE drawdown since its inception was -40.99%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for ELF0.DE and EUPE.DE.
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Drawdown Indicators
| ELF0.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.99% | -32.64% | -8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -5.82% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -15.63% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -15.63% | -15.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.99% | -32.64% | -8.35% |
Current DrawdownCurrent decline from peak | -1.35% | -3.04% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -4.95% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.13% | +1.89% |
Volatility
ELF0.DE vs. EUPE.DE - Volatility Comparison
Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) has a higher volatility of 5.33% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that ELF0.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.64% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 8.56% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 11.27% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 13.17% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 14.99% | +3.82% |
ELF0.DE vs. EUPE.DE - Expense Ratio Comparison
ELF0.DE has a 0.30% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
ELF0.DE vs. EUPE.DE - Dividend Comparison
ELF0.DE's dividend yield for the trailing twelve months is around 1.66%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ELF0.DE and EUPE.DE have a correlation of 0.56, 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 0.65% for EUPE.DE.
ELF0.DE tracks DAX® ex Financials 30, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Deka and Natixis. Their fees differ too: 0.30% for ELF0.DE and 0.65% for EUPE.DE.
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