ELFB.DE vs. SC0D.DE
ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - ELFB.DE tracks the Solactive Eurozone Sustainability while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, ELFB.DE returned 12.75%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.85 suggests significant overlap in exposure. ELFB.DE charges 0.40%/yr vs 0.05%/yr for SC0D.DE.
Performance
ELFB.DE vs. SC0D.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 higher than SC0D.DE's 7.29% return. Over the past 10 years, ELFB.DE has outperformed SC0D.DE with an annualized return of 12.75%, while SC0D.DE has yielded a comparatively lower 10.37% 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%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
ELFB.DE vs. SC0D.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% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between ELFB.DE and SC0D.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.85 |
The correlation between ELFB.DE and SC0D.DE shifts across timeframes, from 0.85 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ELFB.DE vs. SC0D.DE — Risk / Return Rank
ELFB.DE
SC0D.DE
ELFB.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.43 | +0.50 |
| Martin ratioReturn relative to average drawdown | 6.88 | 4.87 | +2.01 |
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 | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.98 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.64 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.56 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.10 |
Drawdowns
ELFB.DE vs. SC0D.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.72%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for ELFB.DE and SC0D.DE.
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Drawdown Indicators
| ELFB.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -38.50% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -10.93% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -16.54% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -23.38% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -38.50% | -4.22% |
Current DrawdownCurrent decline from peak | -0.37% | -0.53% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -7.22% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.21% | +0.32% |
Volatility
ELFB.DE vs. SC0D.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 5.34% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.94%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.94% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 12.94% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 15.95% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 17.53% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 18.27% | +2.72% |
ELFB.DE vs. SC0D.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
ELFB.DE vs. SC0D.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.02%, while SC0D.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% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 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
With a correlation of 0.95, ELFB.DE and SC0D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.40% for ELFB.DE.
ELFB.DE tracks Solactive Eurozone Sustainability, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.40% for ELFB.DE and 0.05% for SC0D.DE.
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