ELFA.DE vs. ELFB.DE
ELFA.DE (Deka EURO STOXX 50 (thesaurierend) UCITS ETF) and ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) are both Europe Equities funds from Deka - ELFA.DE tracks the EURO STOXX® 50 while ELFB.DE tracks the Solactive Eurozone Sustainability. Both are passively managed. Over the past 10 years, ELFA.DE returned 10.55%/yr vs 12.75%/yr for ELFB.DE. Their correlation of 0.81 suggests significant overlap in exposure. ELFA.DE charges 0.15%/yr vs 0.40%/yr for ELFB.DE.
Performance
ELFA.DE vs. ELFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFA.DE achieves a 4.66% return, which is significantly lower than ELFB.DE's 9.36% return. Over the past 10 years, ELFA.DE has underperformed ELFB.DE with an annualized return of 10.55%, while ELFB.DE has yielded a comparatively higher 12.75% 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%
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%
ELFA.DE vs. ELFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 ELFA.DE and ELFB.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.81 |
The correlation between ELFA.DE and ELFB.DE shifts across timeframes, from 0.81 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ELFA.DE vs. ELFB.DE — Risk / Return Rank
ELFA.DE
ELFB.DE
ELFA.DE vs. ELFB.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 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.
| ELFA.DE | ELFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.93 | -0.84 |
| Martin ratioReturn relative to average drawdown | 3.54 | 6.88 | -3.34 |
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
| ELFA.DE | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.28 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.82 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.56 | -0.11 |
Drawdowns
ELFA.DE vs. ELFB.DE - Drawdown Comparison
The maximum ELFA.DE drawdown since its inception was -38.14%, smaller than the maximum ELFB.DE drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for ELFA.DE and ELFB.DE.
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Drawdown Indicators
| ELFA.DE | ELFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.14% | -42.72% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -12.55% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -16.35% | -16.40% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -29.56% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.14% | -42.72% | +4.58% |
Current DrawdownCurrent decline from peak | -0.20% | -0.37% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -7.15% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.53% | +0.27% |
Volatility
ELFA.DE vs. ELFB.DE - Volatility Comparison
The current volatility for Deka EURO STOXX 50 (thesaurierend) UCITS ETF (ELFA.DE) is 4.91%, while Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a volatility of 5.34%. This indicates that ELFA.DE experiences smaller price fluctuations and is considered to be less risky than ELFB.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.DE | ELFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.34% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 15.10% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 18.91% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 19.73% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 20.99% | -1.73% |
ELFA.DE vs. ELFB.DE - Expense Ratio Comparison
ELFA.DE has a 0.15% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.
Dividends
ELFA.DE vs. ELFB.DE - Dividend Comparison
ELFA.DE's dividend yield for the trailing twelve months is around 2.18%, more than ELFB.DE's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Frequently Asked Questions
With a correlation of 0.94, ELFA.DE and ELFB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ELFA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFA.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for ELFB.DE.
ELFA.DE tracks EURO STOXX® 50, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.15% for ELFA.DE and 0.40% for ELFB.DE.
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