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ELFC.DE vs. EL4G.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFC.DE vs. EL4G.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 Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFC.DE vs. EL4G.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
1.35%42.41%7.70%4.13%-12.83%23.11%-18.16%22.50%-11.36%9.45%

Returns By Period

In the year-to-date period, ELFC.DE achieves a 9.44% return, which is significantly higher than EL4G.DE's 1.35% return. Over the past 10 years, ELFC.DE has outperformed EL4G.DE with an annualized return of 8.78%, while EL4G.DE has yielded a comparatively lower 6.98% 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%

EL4G.DE

1D
2.24%
1M
-1.56%
YTD
1.35%
6M
7.13%
1Y
22.30%
3Y*
18.46%
5Y*
8.61%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFC.DE vs. EL4G.DE - Expense Ratio Comparison

Both ELFC.DE and EL4G.DE have an expense ratio of 0.30%.


Return for Risk

ELFC.DE vs. EL4G.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: 7272
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 7676
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6464
Martin Ratio Rank

EL4G.DE
EL4G.DE Risk / Return Rank: 7676
Overall Rank
EL4G.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 6969
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. EL4G.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 EURO STOXX Select Dividend 30 UCITS ETF (EL4G.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.DEEL4G.DEDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.62

-0.04

Sortino ratio

Return per unit of downside risk

2.05

2.06

-0.01

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratio

Return relative to maximum drawdown

1.83

2.03

-0.20

Martin ratio

Return relative to average drawdown

7.20

7.79

-0.59

ELFC.DE vs. EL4G.DE - Sharpe Ratio Comparison

The current ELFC.DE Sharpe Ratio is 1.58, which is comparable to the EL4G.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ELFC.DE and EL4G.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.


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Sharpe Ratios by Period


ELFC.DEEL4G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.62

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.59

+0.15

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

0.26

+0.28

Correlation

The correlation between ELFC.DE and EL4G.DE is 0.82, 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. EL4G.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.20%, less than EL4G.DE's 4.30% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
4.30%4.38%5.65%5.82%5.35%3.31%3.69%4.67%4.94%3.53%3.83%3.81%

Drawdowns

ELFC.DE vs. EL4G.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum EL4G.DE drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and EL4G.DE.


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Drawdown Indicators


ELFC.DEEL4G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-55.57%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-10.98%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-24.15%

+7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-42.41%

+4.73%

Current Drawdown

Current decline from peak

-1.16%

-3.26%

+2.10%

Average Drawdown

Average peak-to-trough decline

-4.77%

-11.03%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.86%

+0.07%

Volatility

ELFC.DE vs. EL4G.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 4.01%, while Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a volatility of 4.92%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than EL4G.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.DEEL4G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.92%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

8.59%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

13.79%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

14.47%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

17.15%

-0.56%