ELFC.DE vs. EL49.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and EL49.DE (Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF) are both exchange-traded funds - ELFC.DE is a Europe Equities fund tracking the EURO iSTOXX® ex Financials High Dividend 50, while EL49.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Liquid Corporates Diversified. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs 0.63%/yr for EL49.DE. At a 0.19 correlation, their price movements are largely independent. ELFC.DE charges 0.30%/yr vs 0.20%/yr for EL49.DE.
Performance
ELFC.DE vs. EL49.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ELFC.DE achieves a 12.62% return, which is significantly higher than EL49.DE's 0.49% return. Over the past 10 years, ELFC.DE has outperformed EL49.DE with an annualized return of 8.86%, while EL49.DE has yielded a comparatively lower 0.63% 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%
EL49.DE
- 1D
- 0.02%
- 1M
- 0.71%
- YTD
- 0.49%
- 6M
- 0.04%
- 1Y
- 1.39%
- 3Y*
- 4.31%
- 5Y*
- -0.16%
- 10Y*
- 0.63%
ELFC.DE vs. EL49.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% |
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 0.49% | 2.66% | 4.06% | 7.13% | -13.01% | -1.51% | 1.80% | 5.80% | -1.28% | 0.93% |
Correlation
The correlation between ELFC.DE and EL49.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.19 |
The correlation between ELFC.DE and EL49.DE shifts across timeframes, from 0.19 (10 years) to 0.29 (1 year), 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. EL49.DE — Risk / Return Rank
ELFC.DE
EL49.DE
ELFC.DE vs. EL49.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 Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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 | EL49.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.46 | +2.54 |
| Martin ratioReturn relative to average drawdown | 8.42 | 1.52 | +6.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ELFC.DE | EL49.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.36 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | -0.03 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.12 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Drawdowns
ELFC.DE vs. EL49.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than EL49.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and EL49.DE.
Loading charts...
Drawdown Indicators
| ELFC.DE | EL49.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -16.77% | -20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -3.05% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -3.05% | -11.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -16.77% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -16.77% | -20.91% |
Current DrawdownCurrent decline from peak | -1.60% | -1.87% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -3.21% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 0.92% | +1.47% |
Volatility
ELFC.DE vs. EL49.DE - Volatility Comparison
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a higher volatility of 2.62% compared to Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) at 1.28%. This indicates that ELFC.DE's price experiences larger fluctuations and is considered to be riskier than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ELFC.DE | EL49.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 1.28% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 3.42% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 3.85% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 4.88% | +8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 5.25% | +11.15% |
ELFC.DE vs. EL49.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is higher than EL49.DE's 0.20% expense ratio.
Dividends
ELFC.DE vs. EL49.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than EL49.DE's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 3.49% | 3.50% | 3.24% | 3.04% | 0.75% | 0.69% | 0.69% | 0.88% | 0.75% | 1.15% | 1.52% | 1.82% |
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 EL49.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL49.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL49.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ELFC.DE.
ELFC.DE is categorized as Europe Equities, while EL49.DE is European Corporate Bonds. ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. Their fees differ too: 0.30% for ELFC.DE and 0.20% for EL49.DE.
Find the right allocation for ELFC.DE and EL49.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer