ELFB.DE vs. EL4K.DE
ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) and EL4K.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF) are both exchange-traded funds - ELFB.DE is a Europe Equities fund tracking the Solactive Eurozone Sustainability, while EL4K.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 1-10. Both are passively managed. Over the past 10 years, ELFB.DE returned 13.70%/yr vs -0.39%/yr for EL4K.DE. At a 0.00 correlation, their price movements are largely independent. ELFB.DE charges 0.40%/yr vs 0.15%/yr for EL4K.DE.
Performance
ELFB.DE vs. EL4K.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFB.DE achieves a 13.16% return, which is significantly higher than EL4K.DE's -0.08% return. Over the past 10 years, ELFB.DE has outperformed EL4K.DE with an annualized return of 13.70%, while EL4K.DE has yielded a comparatively lower -0.39% annualized return.
ELFB.DE
- 1D
- -0.36%
- 1M
- 0.82%
- 6M
- 10.35%
- YTD
- 13.16%
- 1Y
- 29.29%
- 3Y*
- 25.20%
- 5Y*
- 17.65%
- 10Y*
- 13.70%
EL4K.DE
- 1D
- 0.01%
- 1M
- -0.70%
- 6M
- -0.58%
- YTD
- -0.08%
- 1Y
- 0.66%
- 3Y*
- 2.84%
- 5Y*
- -2.25%
- 10Y*
- -0.39%
ELFB.DE vs. EL4K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 13.16% | 34.01% | 20.68% | 31.84% | -16.00% | 32.48% | -2.72% | 29.42% | -18.76% | 11.00% |
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | -0.08% | 1.88% | 1.40% | 7.39% | -18.13% | -2.54% | 3.36% | 5.14% | 1.09% | 0.30% |
Correlation
The correlation between ELFB.DE and EL4K.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2015 | 0.00 |
Over the past year, ELFB.DE and EL4K.DE have become more correlated (0.38) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
ELFB.DE vs. EL4K.DE — Risk / Return Rank
ELFB.DE
EL4K.DE
ELFB.DE vs. EL4K.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 iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ELFB.DE | EL4K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.03 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.20 | +2.13 |
| Martin ratioReturn relative to average drawdown | 8.53 | 0.50 | +8.03 |
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Drawdowns
ELFB.DE vs. EL4K.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.73%, which is greater than EL4K.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and EL4K.DE.
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Drawdown Indicators
| ELFB.DE | EL4K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.73% | -21.22% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -3.38% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -3.39% | -13.00% |
Max Drawdown (5Y)Largest decline over 5 years | -29.58% | -21.02% | -8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -42.73% | -21.22% | -21.51% |
Current DrawdownCurrent decline from peak | -2.41% | -11.88% | +9.47% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -4.83% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 1.33% | +2.09% |
Volatility
ELFB.DE vs. EL4K.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 4.78% compared to Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) at 1.05%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than EL4K.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.DE | EL4K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 1.05% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 3.45% | +12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 3.95% | +14.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 6.39% | +13.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 5.12% | +14.70% |
ELFB.DE vs. EL4K.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is higher than EL4K.DE's 0.15% expense ratio.
Dividends
ELFB.DE vs. EL4K.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.26%, less than EL4K.DE's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 2.81% | 1.58% | 1.25% | 1.24% | 0.56% | 0.60% | 0.67% | 0.89% | 0.81% | 1.90% | 1.92% | 2.45% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.26% | 2.18% | 2.63% | 2.73% | 3.03% | 1.77% | 1.12% | 3.22% | 1.26% | 2.56% | 2.77% | 0.00% |
Frequently Asked Questions
ELFB.DE and EL4K.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4K.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4K.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for ELFB.DE.
ELFB.DE is categorized as Europe Equities, while EL4K.DE is European Government Bonds. ELFB.DE tracks Solactive Eurozone Sustainability, while EL4K.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10. Their fees differ too: 0.40% for ELFB.DE and 0.15% for EL4K.DE.
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