ELFC.DE vs. DBXI.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs 14.91%/yr for DBXI.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
ELFC.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFC.DE achieves a 12.62% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, ELFC.DE has underperformed DBXI.DE with an annualized return of 8.86%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
ELFC.DE vs. DBXI.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 | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between ELFC.DE and DBXI.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.72 |
Over the past year, the correlation between ELFC.DE and DBXI.DE has dropped to 0.52 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. DBXI.DE — Risk / Return Rank
ELFC.DE
DBXI.DE
ELFC.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.17 | -0.17 |
| Martin ratioReturn relative to average drawdown | 8.42 | 11.42 | -3.00 |
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
| ELFC.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.94 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.09 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.75 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.19 | +0.36 |
Drawdowns
ELFC.DE vs. DBXI.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and DBXI.DE.
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Drawdown Indicators
| ELFC.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -69.49% | +31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -9.62% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -17.56% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -25.10% | +8.25% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -40.46% | +2.78% |
Current DrawdownCurrent decline from peak | -1.60% | -0.77% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -29.56% | +24.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.67% | -0.28% |
Volatility
ELFC.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.62%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFC.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.63% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 12.34% | -4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 15.69% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 18.31% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 20.37% | -3.97% |
ELFC.DE vs. DBXI.DE - Expense Ratio Comparison
Both ELFC.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
ELFC.DE vs. DBXI.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% | 0.00% |
Frequently Asked Questions
ELFC.DE and DBXI.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ELFC.DE and DBXI.DE have the same expense ratio: 0.30% per year.
ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Deka and Xtrackers.
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