ELFB.DE vs. EXSH.DE
ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - ELFB.DE tracks the Solactive Eurozone Sustainability while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, ELFB.DE returned 12.75%/yr vs 10.31%/yr for EXSH.DE. A 0.72 correlation means they provide meaningful diversification when combined. ELFB.DE charges 0.40%/yr vs 0.32%/yr for EXSH.DE.
Performance
ELFB.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, ELFB.DE has outperformed EXSH.DE with an annualized return of 12.75%, while EXSH.DE has yielded a comparatively lower 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
ELFB.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between ELFB.DE and EXSH.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.72 |
The correlation between ELFB.DE and EXSH.DE has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
ELFB.DE vs. EXSH.DE — Risk / Return Rank
ELFB.DE
EXSH.DE
ELFB.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 4.85 | -2.92 |
| Martin ratioReturn relative to average drawdown | 6.88 | 16.10 | -9.22 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.69 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.86 | -0.05 |
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 | 0.32 | +0.24 |
Drawdowns
ELFB.DE vs. EXSH.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.72%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and EXSH.DE.
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Drawdown Indicators
| ELFB.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -70.20% | +27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -6.65% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -14.43% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -22.98% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -40.34% | -2.38% |
Current DrawdownCurrent decline from peak | -0.37% | -1.87% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -22.15% | +15.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.01% | +1.52% |
Volatility
ELFB.DE vs. EXSH.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 5.34% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.90% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 9.77% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 11.99% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 14.61% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 17.15% | +3.84% |
ELFB.DE vs. EXSH.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.
Dividends
ELFB.DE vs. EXSH.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.02%, less than EXSH.DE's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
ELFB.DE and EXSH.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.40% for ELFB.DE.
ELFB.DE tracks Solactive Eurozone Sustainability, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Deka and iShares. Their fees differ too: 0.40% for ELFB.DE and 0.32% for EXSH.DE.
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