ELF0.DE vs. EXSH.DE
ELF0.DE (Deka DAX ex Financials 30 UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - ELF0.DE tracks the DAX® ex Financials 30 while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, ELF0.DE returned 7.55%/yr vs 10.31%/yr for EXSH.DE. A 0.76 correlation means they provide meaningful diversification when combined. ELF0.DE charges 0.30%/yr vs 0.32%/yr for EXSH.DE.
Performance
ELF0.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, ELF0.DE has underperformed EXSH.DE with an annualized return of 7.55%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
ELF0.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between ELF0.DE and EXSH.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2013 | 0.76 |
The correlation between ELF0.DE and EXSH.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
ELF0.DE vs. EXSH.DE — Risk / Return Rank
ELF0.DE
EXSH.DE
ELF0.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.48 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 4.85 | -4.21 |
| Martin ratioReturn relative to average drawdown | 1.96 | 16.10 | -14.14 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.69 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.86 | -0.50 |
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 | 0.32 | +0.08 |
Drawdowns
ELF0.DE vs. EXSH.DE - Drawdown Comparison
The maximum ELF0.DE drawdown since its inception was -40.99%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for ELF0.DE and EXSH.DE.
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Drawdown Indicators
| ELF0.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.99% | -70.20% | +29.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -6.65% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -14.43% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -22.98% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.99% | -40.34% | -0.65% |
Current DrawdownCurrent decline from peak | -1.35% | -1.87% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -22.15% | +13.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.01% | +2.01% |
Volatility
ELF0.DE vs. EXSH.DE - Volatility Comparison
Deka DAX ex Financials 30 UCITS ETF (ELF0.DE) has a higher volatility of 5.33% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that ELF0.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.90% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 9.77% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 11.99% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 14.61% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 17.15% | +1.66% |
ELF0.DE vs. EXSH.DE - Expense Ratio Comparison
ELF0.DE has a 0.30% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
ELF0.DE vs. EXSH.DE - Dividend Comparison
ELF0.DE's dividend yield for the trailing twelve months is around 1.66%, less than EXSH.DE's 4.47% yield.
| 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
ELF0.DE and EXSH.DE have a correlation of 0.69, 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 0.32% for EXSH.DE.
ELF0.DE tracks DAX® ex Financials 30, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for ELF0.DE and 0.32% for EXSH.DE.
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