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ELFA.DE vs. EL4S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELFA.DE vs. EL4S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE) and Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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, ELFA.DE achieves a 4.66% return, which is significantly higher than EL4S.DE's 0.11% return. Over the past 10 years, ELFA.DE has outperformed EL4S.DE with an annualized return of 10.55%, while EL4S.DE has yielded a comparatively lower -0.20% annualized return.


ELFA.DE

1D
0.96%
1M
3.30%
YTD
4.66%
6M
6.14%
1Y
13.01%
3Y*
15.42%
5Y*
11.83%
10Y*
10.55%

EL4S.DE

1D
0.02%
1M
0.06%
YTD
0.11%
6M
0.17%
1Y
0.70%
3Y*
2.24%
5Y*
0.36%
10Y*
-0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFA.DE vs. EL4S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELFA.DE
Deka EURO STOXX 50 (thesaurierend) UCITS ETF
4.66%22.03%13.92%23.28%-10.08%26.68%-3.88%29.78%-11.88%10.02%
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
0.11%1.65%2.75%2.51%-4.56%-0.97%-0.79%-0.83%-0.57%-1.08%

Correlation

The correlation between ELFA.DE and EL4S.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.04

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

-0.01

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

-0.08

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

-0.08

The correlation between ELFA.DE and EL4S.DE shifts across timeframes, from -0.08 (10 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ELFA.DE vs. EL4S.DE — Risk / Return Rank

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

ELFA.DE
ELFA.DE Risk / Return Rank: 2424
Overall Rank
ELFA.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ELFA.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
ELFA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
ELFA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ELFA.DE Martin Ratio Rank: 2626
Martin Ratio Rank

EL4S.DE
EL4S.DE Risk / Return Rank: 1717
Overall Rank
EL4S.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EL4S.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
EL4S.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EL4S.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EL4S.DE Martin Ratio Rank: 1818
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.

ELFA.DE vs. EL4S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE) and Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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.


ELFA.DEEL4S.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.15

1.10

+0.05

Calmar ratioReturn relative to maximum drawdown

1.09

0.58

+0.51

Martin ratioReturn relative to average drawdown

3.54

1.87

+1.67

ELFA.DE vs. EL4S.DE - Sharpe Ratio Comparison

The current ELFA.DE Sharpe Ratio is 0.78, which is higher than the EL4S.DE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ELFA.DE and EL4S.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


ELFA.DEEL4S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.54

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.24

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.18

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.30

+0.75

Drawdowns

ELFA.DE vs. EL4S.DE - Drawdown Comparison

The maximum ELFA.DE drawdown since its inception was -38.14%, which is greater than EL4S.DE's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for ELFA.DE and EL4S.DE.


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Drawdown Indicators


ELFA.DEEL4S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.14%

-13.04%

-25.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-1.03%

-11.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-1.03%

-15.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-5.86%

-17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.14%

-9.46%

-28.68%

Current Drawdown

Current decline from peak

-0.20%

-6.04%

+5.84%

Average Drawdown

Average peak-to-trough decline

-6.32%

-5.87%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

0.32%

+3.48%

Volatility

ELFA.DE vs. EL4S.DE - Volatility Comparison

Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE) has a higher volatility of 4.91% compared to Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) at 0.44%. This indicates that ELFA.DE's price experiences larger fluctuations and is considered to be riskier than EL4S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELFA.DEEL4S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

0.44%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

0.97%

+12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

1.10%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

1.46%

+16.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

1.12%

+18.14%

ELFA.DE vs. EL4S.DE - Expense Ratio Comparison

Both ELFA.DE and EL4S.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ELFA.DE vs. EL4S.DE - Dividend Comparison

ELFA.DE's dividend yield for the trailing twelve months is around 2.18%, more than EL4S.DE's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
1.48%1.20%0.83%0.60%0.88%0.94%0.78%1.06%0.99%1.63%1.46%1.60%
ELFA.DE
Deka EURO STOXX 50 (thesaurierend) UCITS ETF
2.18%2.29%2.65%3.30%1.48%2.09%0.00%0.00%0.73%0.81%0.59%0.00%

Frequently Asked Questions


ELFA.DE and EL4S.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ELFA.DE and EL4S.DE have the same expense ratio: 0.15% per year.

ELFA.DE is categorized as Europe Equities, while EL4S.DE is European Government Bonds. ELFA.DE tracks EURO STOXX® 50, while EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3.

Portfolio Optimizer

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