PortfoliosLab logoPortfoliosLab logo
ELFC.DE vs. B41J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELFC.DE vs. B41J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, ELFC.DE achieves a 12.03% return, which is significantly higher than B41J.DE's 10.98% return.


ELFC.DE

1D
0.60%
1M
4.51%
YTD
12.03%
6M
19.00%
1Y
34.11%
3Y*
11.58%
5Y*
10.96%
10Y*
8.97%

B41J.DE

1D
-0.62%
1M
4.94%
YTD
10.98%
6M
10.01%
1Y
30.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFC.DE vs. B41J.DE - Yearly Performance Comparison


Correlation

The correlation between ELFC.DE and B41J.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.54

The correlation between ELFC.DE and B41J.DE shifts across timeframes, from 0.44 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ELFC.DE vs. B41J.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELFC.DE
ELFC.DE Risk / Return Rank: 8282
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 8484
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6868
Martin Ratio Rank

B41J.DE
B41J.DE Risk / Return Rank: 5151
Overall Rank
B41J.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 4949
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 4949
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.

ELFC.DE vs. B41J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


ELFC.DEB41J.DEDifference

Sharpe ratio

Return per unit of total volatility

3.05

2.02

+1.03

Sortino ratio

Return per unit of downside risk

4.16

2.85

+1.31

Omega ratio

Gain probability vs. loss probability

1.56

1.37

+0.18

Calmar ratio

Return relative to maximum drawdown

5.47

3.33

+2.14

Martin ratio

Return relative to average drawdown

15.24

10.41

+4.83

ELFC.DE vs. B41J.DE - Sharpe Ratio Comparison

The current ELFC.DE Sharpe Ratio is 3.05, which is higher than the B41J.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ELFC.DE and B41J.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


ELFC.DEB41J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

2.02

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.41

-0.85

Drawdowns

ELFC.DE vs. B41J.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and B41J.DE.


Loading graphics...

Drawdown Indicators


ELFC.DEB41J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-12.00%

-25.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-9.34%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

0.00%

-1.23%

+1.23%

Average Drawdown

Average peak-to-trough decline

-4.76%

-2.36%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.98%

-0.57%

Volatility

ELFC.DE vs. B41J.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 4.09%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a volatility of 6.86%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than B41J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ELFC.DEB41J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

6.86%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

12.12%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

15.27%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

16.01%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

16.01%

+0.52%

ELFC.DE vs. B41J.DE - Expense Ratio Comparison

ELFC.DE has a 0.30% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.


Dividends

ELFC.DE vs. B41J.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.10%, while B41J.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.10%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%
B41J.DE
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%