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

Performance

ELFB.DE vs. OPPE - Performance Comparison

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

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Different Trading Currencies

ELFB.DE is traded in EUR, while OPPE is traded in USD. To make them comparable, the OPPE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ELFB.DE achieves a 9.36% return, which is significantly lower than OPPE's 12.90% return. Over the past 10 years, ELFB.DE has outperformed OPPE with an annualized return of 12.75%, while OPPE has yielded a comparatively lower 11.95% 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%

OPPE

1D
-1.81%
1M
0.07%
YTD
12.90%
6M
15.50%
1Y
24.81%
3Y*
19.41%
5Y*
14.89%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFB.DE vs. OPPE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OPPE
WisdomTree European Opportunities Fund
12.90%22.33%17.71%16.21%-5.63%32.75%-10.92%31.51%-9.27%7.22%

Correlation

The correlation between ELFB.DE and OPPE is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2015

0.54

The correlation between ELFB.DE and OPPE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

ELFB.DE vs. OPPE — 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: 3939
Overall Rank
ELFB.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ELFB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ELFB.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ELFB.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ELFB.DE Martin Ratio Rank: 4444
Martin Ratio Rank

OPPE
OPPE Risk / Return Rank: 5959
Overall Rank
OPPE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OPPE Sortino Ratio Rank: 5656
Sortino Ratio Rank
OPPE Omega Ratio Rank: 5656
Omega Ratio Rank
OPPE Calmar Ratio Rank: 6262
Calmar Ratio Rank
OPPE Martin Ratio Rank: 6464
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. OPPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and WisdomTree European Opportunities Fund (OPPE). 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.DEOPPEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.11

Calmar ratioReturn relative to maximum drawdown

1.93

3.59

-1.66

Martin ratioReturn relative to average drawdown

6.88

14.42

-7.55

ELFB.DE vs. OPPE - Sharpe Ratio Comparison

The current ELFB.DE Sharpe Ratio is 1.28, which is lower than the OPPE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ELFB.DE and OPPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ELFB.DEOPPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.90

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.97

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.67

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

-0.01

Drawdowns

ELFB.DE vs. OPPE - Drawdown Comparison

The maximum ELFB.DE drawdown since its inception was -42.72%, roughly equal to the maximum OPPE drawdown of -41.30%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and OPPE.


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Drawdown Indicators


ELFB.DEOPPEDifference

Max Drawdown

Largest peak-to-trough decline

-42.72%

-41.30%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-6.94%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-15.78%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-15.78%

-13.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-41.30%

-1.42%

Current Drawdown

Current decline from peak

-0.37%

-1.81%

+1.44%

Average Drawdown

Average peak-to-trough decline

-7.15%

-6.19%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

1.72%

+1.81%

Volatility

ELFB.DE vs. OPPE - Volatility Comparison

Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 5.34% compared to WisdomTree European Opportunities Fund (OPPE) at 4.69%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than OPPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELFB.DEOPPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.69%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.10%

10.83%

+4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

13.09%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

15.37%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

17.86%

+3.13%

ELFB.DE vs. OPPE - Expense Ratio Comparison

ELFB.DE has a 0.40% expense ratio, which is lower than OPPE's 0.58% expense ratio.


Dividends

ELFB.DE vs. OPPE - Dividend Comparison

ELFB.DE's dividend yield for the trailing twelve months is around 2.02%, less than OPPE's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OPPE
WisdomTree European Opportunities Fund
2.77%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%

Frequently Asked Questions


ELFB.DE and OPPE have a correlation of 0.60, 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 0.58% for OPPE.

ELFB.DE tracks Solactive Eurozone Sustainability, while OPPE tracks WisdomTree European Opportunities Index. They also come from different issuers: Deka and WisdomTree. Their fees differ too: 0.40% for ELFB.DE and 0.58% for OPPE.

Portfolio Optimizer

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