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

Performance

ELFB.DE vs. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFB.DE vs. ELFC.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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
10.46%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Returns By Period

In the year-to-date period, ELFB.DE achieves a -3.31% return, which is significantly lower than ELFC.DE's 10.46% return. Over the past 10 years, ELFB.DE has outperformed ELFC.DE with an annualized return of 11.78%, while ELFC.DE has yielded a comparatively lower 9.15% 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%

ELFC.DE

1D
0.93%
1M
3.89%
YTD
10.46%
6M
16.17%
1Y
22.23%
3Y*
11.26%
5Y*
10.55%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ELFB.DE has a 0.40% expense ratio, which is higher than ELFC.DE's 0.30% expense ratio.


Return for Risk

ELFB.DE vs. ELFC.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

ELFC.DE
ELFC.DE Risk / Return Rank: 7575
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 8080
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6666
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. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.DEELFC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.66

-0.81

Sortino ratio

Return per unit of downside risk

1.28

2.14

-0.87

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

1.81

2.27

-0.46

Martin ratio

Return relative to average drawdown

6.90

8.15

-1.24

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

The current ELFB.DE Sharpe Ratio is 0.85, which is lower than the ELFC.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ELFB.DE and ELFC.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.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.66

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.76

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.55

-0.04

Correlation

The correlation between ELFB.DE and ELFC.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ELFB.DE vs. ELFC.DE - Dividend Comparison

ELFB.DE's dividend yield for the trailing twelve months is around 2.29%, less than ELFC.DE's 4.16% yield.


TTM2025202420232022202120202019201820172016
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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.16%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Drawdowns

ELFB.DE vs. ELFC.DE - Drawdown Comparison

The maximum ELFB.DE drawdown since its inception was -42.72%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and ELFC.DE.


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Drawdown Indicators


ELFB.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.72%

-37.68%

-5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-9.79%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-16.85%

-12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-37.68%

-5.04%

Current Drawdown

Current decline from peak

-8.97%

-0.24%

-8.73%

Average Drawdown

Average peak-to-trough decline

-7.23%

-4.77%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.73%

+0.56%

Volatility

ELFB.DE vs. ELFC.DE - Volatility Comparison

Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 7.81% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 4.08%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

4.08%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

8.13%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

13.35%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

13.80%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

16.59%

+4.53%