ELFC.DE vs. CEMT.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE).

ELFC.DE and CEMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFC.DE is a passively managed fund by Deka that tracks the performance of the EURO iSTOXX® ex Financials High Dividend 50. It was launched on Sep 15, 2015. CEMT.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Mid Cap Equal Weighted. It was launched on Jan 16, 2015. Both ELFC.DE and CEMT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ELFC.DE vs. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF	9.44%	17.73%	-0.16%	15.69%	1.54%	21.96%	-7.15%	19.94%	-4.03%	6.11%
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF	0.00%	17.53%	5.08%	14.19%	-18.24%	19.63%	1.61%	28.81%	-13.99%	13.62%

Returns By Period

Over the past 10 years, ELFC.DE has outperformed CEMT.DE with an annualized return of 8.78%, while CEMT.DE has yielded a comparatively lower 6.77% annualized return.

ELFC.DE

• 1D: 0.78%
• 1M: -0.09%
• YTD: 9.44%
• 6M: 15.86%
• 1Y: 21.10%
• 3Y*: 10.99%
• 5Y*: 10.35%
• 10Y*: 8.78%

CEMT.DE

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 2.05%
• 1Y: 11.76%
• 3Y*: 9.56%
• 5Y*: 5.03%
• 10Y*: 6.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ELFC.DE has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.

ELFC.DE

Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF

CEMT.DE

iShares Edge MSCI Europe Size Factor UCITS ETF

Return for Risk

ELFC.DE vs. CEMT.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: 72
ELFC.DE Sharpe Ratio Rank: 80
ELFC.DE Sortino Ratio Rank: 76
ELFC.DE Omega Ratio Rank: 76
ELFC.DE Calmar Ratio Rank: 64
ELFC.DE Martin Ratio Rank: 64

CEMT.DE

CEMT.DE Risk / Return Rank: 57
CEMT.DE Sharpe Ratio Rank: 58
CEMT.DE Sortino Ratio Rank: 51
CEMT.DE Omega Ratio Rank: 79
CEMT.DE Calmar Ratio Rank: 37
CEMT.DE Martin Ratio Rank: 59

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. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.DE	CEMT.DE	Difference
Sharpe ratio Return per unit of total volatility	1.58	1.08	+0.51
Sortino ratio Return per unit of downside risk	2.05	1.43	+0.62
Omega ratio Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio Return relative to maximum drawdown	1.83	1.06	+0.77
Martin ratio Return relative to average drawdown	7.20	6.26	+0.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ELFC.DE Sharpe Ratio is 1.58, which is higher than the CEMT.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ELFC.DE and CEMT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ELFC.DE	CEMT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	1.08	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.34	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.41	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.38	+0.17

Correlation

The correlation between ELFC.DE and CEMT.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ELFC.DE vs. CEMT.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.20%, while CEMT.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF	4.20%	4.45%	4.66%	4.66%	4.91%	3.85%	2.83%	3.64%	4.20%	3.53%	3.57%
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ELFC.DE vs. CEMT.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and CEMT.DE.

Drawdown Indicators

	ELFC.DE	CEMT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-37.68%	-37.66%	-0.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.55%	-11.13%	-0.42%
Max Drawdown (5Y) Largest decline over 5 years	-16.85%	-29.23%	+12.38%
Max Drawdown (10Y) Largest decline over 10 years	-37.68%	-37.66%	-0.02%
Current Drawdown Current decline from peak	-1.16%	-0.39%	-0.77%
Average Drawdown Average peak-to-trough decline	-4.77%	-7.18%	+2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	1.88%	+1.05%

Volatility

ELFC.DE vs. CEMT.DE - Volatility Comparison

Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a higher volatility of 4.01% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that ELFC.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELFC.DE	CEMT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	0.00%	+4.01%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	2.43%	+5.68%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	11.90%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.80%	14.79%	-0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	16.20%	+0.39%