ELFB.DE vs. EUPE.DE
ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - ELFB.DE tracks the Solactive Eurozone Sustainability while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, ELFB.DE returned 12.75%/yr vs 8.97%/yr for EUPE.DE. A 0.67 correlation means they provide meaningful diversification when combined. ELFB.DE charges 0.40%/yr vs 0.65%/yr for EUPE.DE.
Performance
ELFB.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, ELFB.DE has outperformed EUPE.DE with an annualized return of 12.75%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
ELFB.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between ELFB.DE and EUPE.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.67 |
The correlation between ELFB.DE and EUPE.DE shifts across timeframes, from 0.49 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ELFB.DE vs. EUPE.DE — Risk / Return Rank
ELFB.DE
EUPE.DE
ELFB.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 4.19 | -2.26 |
| Martin ratioReturn relative to average drawdown | 6.88 | 11.50 | -4.62 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.17 | -0.89 |
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 | 0.60 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.10 |
Drawdowns
ELFB.DE vs. EUPE.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.72%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and EUPE.DE.
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Drawdown Indicators
| ELFB.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -32.64% | -10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -5.82% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -15.63% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -15.63% | -13.93% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -32.64% | -10.08% |
Current DrawdownCurrent decline from peak | -0.37% | -3.04% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -4.95% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.13% | +1.40% |
Volatility
ELFB.DE vs. EUPE.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 5.34% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.64% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 8.56% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 11.27% | +7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 13.17% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 14.99% | +6.00% |
ELFB.DE vs. EUPE.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
ELFB.DE vs. EUPE.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.02%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ELFB.DE and EUPE.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFB.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFB.DE is cheaper with a 0.40% expense ratio, compared with 0.65% for EUPE.DE.
ELFB.DE tracks Solactive Eurozone Sustainability, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Deka and Natixis. Their fees differ too: 0.40% for ELFB.DE and 0.65% for EUPE.DE.
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