ELFB.DE vs. AMED.DE
ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - ELFB.DE tracks the Solactive Eurozone Sustainability while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, ELFB.DE returned 12.75%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.83 suggests significant overlap in exposure. ELFB.DE charges 0.40%/yr vs 0.25%/yr for AMED.DE.
Performance
ELFB.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFB.DE achieves a 9.36% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, ELFB.DE has outperformed AMED.DE with an annualized return of 12.75%, while AMED.DE has yielded a comparatively lower 9.75% annualized return.
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%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
ELFB.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between ELFB.DE and AMED.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.83 |
The correlation between ELFB.DE and AMED.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
ELFB.DE vs. AMED.DE — Risk / Return Rank
ELFB.DE
AMED.DE
ELFB.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| ELFB.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.49 | -0.56 |
| Martin ratioReturn relative to average drawdown | 6.88 | 9.40 | -2.53 |
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
| ELFB.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.74 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.65 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.47 | +0.09 |
Drawdowns
ELFB.DE vs. AMED.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.72%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and AMED.DE.
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Drawdown Indicators
| ELFB.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -38.35% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -10.56% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -14.07% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -24.06% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -38.35% | -4.37% |
Current DrawdownCurrent decline from peak | -0.37% | -0.17% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.69% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.81% | +0.72% |
Volatility
ELFB.DE vs. AMED.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) have volatilities of 5.34% and 5.61%, 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
| ELFB.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.61% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 12.64% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 15.19% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 15.87% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 17.00% | +3.99% |
ELFB.DE vs. AMED.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
ELFB.DE vs. AMED.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.02%, while AMED.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ELFB.DE and AMED.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for ELFB.DE.
ELFB.DE tracks Solactive Eurozone Sustainability, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.40% for ELFB.DE and 0.25% for AMED.DE.
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