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ELFB.DE vs. EL4A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ELFB.DE vs. EL4A.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and Deka DAX UCITS ETF (EL4A.DE).

ELFB.DE and EL4A.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFB.DE is a passively managed fund by Deka that tracks the performance of the Solactive Eurozone Sustainability. It was launched on Aug 4, 2015. EL4A.DE is a passively managed fund by Deka that tracks the performance of the DAX®. It was launched on Mar 14, 2008. Both ELFB.DE and EL4A.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ELFB.DE vs. EL4A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and Deka DAX UCITS ETF (EL4A.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFB.DE vs. EL4A.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF		-3.31%34.04%20.63%31.85%-15.46%31.62%-2.71%29.39%-17.15%10.98%
EL4A.DE
Deka DAX UCITS ETF		-5.79%22.57%18.09%19.52%-12.77%15.21%3.01%24.61%-18.58%12.49%

Returns By Period

In the year-to-date period, ELFB.DE achieves a -3.31% return, which is significantly higher than EL4A.DE's -5.79% return. Over the past 10 years, ELFB.DE has outperformed EL4A.DE with an annualized return of 11.78%, while EL4A.DE has yielded a comparatively lower 8.43% annualized return.

ELFB.DE

1D
-0.84%
1M
-1.58%
YTD
-3.31%
6M
1.47%
1Y
17.62%
3Y*
22.02%
5Y*
14.87%
10Y*
11.78%

EL4A.DE

1D
-0.78%
1M
-2.90%
YTD
-5.79%
6M
-5.46%
1Y
2.70%
3Y*
13.42%
5Y*
8.29%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Deka Oekom Euro Nachhaltigkeit UCITS ETF

Deka DAX UCITS ETF

Often compared with ELFB.DE:
ELFB.DE vs. LGGE.DEELFB.DE vs. EXV1.DEELFB.DE vs. D6RP.DEELFB.DE vs. D6RQ.DEELFB.DE vs. EL4F.DEELFB.DE vs. EL42.DEELFB.DE vs. ELFC.DE
Often compared with EL4A.DE:
EL4A.DE vs. VTIEL4A.DE vs. EL4X.DEEL4A.DE vs. EL4F.DEEL4A.DE vs. D6RP.DEEL4A.DE vs. ELF1.DEEL4A.DE vs. ELFC.DEEL4A.DE vs. B41J.DE

ELFB.DE vs. EL4A.DE - Expense Ratio Comparison

ELFB.DE has a 0.40% expense ratio, which is higher than EL4A.DE's 0.15% expense ratio.

ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF
EL4A.DE
Deka DAX UCITS ETF

Return for Risk

ELFB.DE vs. EL4A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ELFB.DE
ELFB.DE Risk / Return Rank: 4848
Overall Rank
ELFB.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ELFB.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
ELFB.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ELFB.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
ELFB.DE Martin Ratio Rank: 5858
Martin Ratio Rank
EL4A.DE
EL4A.DE Risk / Return Rank: 1616
Overall Rank
EL4A.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL4A.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL4A.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL4A.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EL4A.DE Martin Ratio Rank: 2020
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.

ELFB.DE vs. EL4A.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 Deka DAX UCITS ETF (EL4A.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.DEEL4A.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.15

+0.70

Sortino ratio

Return per unit of downside risk

1.28

0.33

+0.95

Omega ratio

Gain probability vs. loss probability

1.17

1.04

+0.13

Calmar ratio

Return relative to maximum drawdown

1.81

0.48

+1.33

Martin ratio

Return relative to average drawdown

6.90

1.68

+5.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELFB.DE vs. EL4A.DE - Sharpe Ratio Comparison

The current ELFB.DE Sharpe Ratio is 0.85, which is higher than the EL4A.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ELFB.DE and EL4A.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ELFB.DEEL4A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.15

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.48

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.35

+0.15

Correlation

The correlation between ELFB.DE and EL4A.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ELFB.DE vs. EL4A.DE - Dividend Comparison

ELFB.DE's dividend yield for the trailing twelve months is around 2.29%, while EL4A.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ELFB.DE
Deka Oekom Euro Nachhaltigkeit UCITS ETF		2.29%2.18%2.63%2.73%3.03%1.78%1.12%3.22%3.60%2.56%2.77%0.00%
EL4A.DE
Deka DAX UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.56%0.65%0.60%

Drawdowns

ELFB.DE vs. EL4A.DE - Drawdown Comparison

The maximum ELFB.DE drawdown since its inception was -42.72%, smaller than the maximum EL4A.DE drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and EL4A.DE.

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Drawdown Indicators

ELFB.DEEL4A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.72%

-46.64%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-12.34%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-26.76%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-38.68%

-4.04%

Current Drawdown

Current decline from peak

-8.97%

-9.10%

+0.13%

Average Drawdown

Average peak-to-trough decline

-7.23%

-8.95%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.53%

-0.24%

Volatility

ELFB.DE vs. EL4A.DE - Volatility Comparison

Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 7.81% compared to Deka DAX UCITS ETF (EL4A.DE) at 6.68%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than EL4A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ELFB.DEEL4A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

6.68%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

11.32%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

17.60%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

16.95%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

18.31%

+2.81%