ELFC.DE vs. EL4S.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and EL4S.DE (Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF) are both exchange-traded funds - ELFC.DE is a Europe Equities fund tracking the EURO iSTOXX® ex Financials High Dividend 50, while EL4S.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV® Germany 1-3. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs -0.20%/yr for EL4S.DE. At a correlation of -0.07, they often move in opposite directions. ELFC.DE charges 0.30%/yr vs 0.15%/yr for EL4S.DE.
Performance
ELFC.DE vs. EL4S.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 higher than EL4S.DE's 0.11% return. Over the past 10 years, ELFC.DE has outperformed EL4S.DE with an annualized return of 8.86%, while EL4S.DE has yielded a comparatively lower -0.20% 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%
EL4S.DE
- 1D
- 0.02%
- 1M
- 0.23%
- YTD
- 0.11%
- 6M
- 0.14%
- 1Y
- 0.60%
- 3Y*
- 2.24%
- 5Y*
- 0.36%
- 10Y*
- -0.20%
ELFC.DE vs. EL4S.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% |
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 0.11% | 1.65% | 2.75% | 2.51% | -4.56% | -0.97% | -0.79% | -0.83% | -0.57% | -1.08% |
Correlation
The correlation between ELFC.DE and EL4S.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | -0.07 |
The correlation between ELFC.DE and EL4S.DE shifts across timeframes, from -0.07 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ELFC.DE vs. EL4S.DE — Risk / Return Rank
ELFC.DE
EL4S.DE
ELFC.DE vs. EL4S.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 Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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 | EL4S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.10 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.58 | +2.42 |
| Martin ratioReturn relative to average drawdown | 8.42 | 1.87 | +6.55 |
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 | EL4S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.54 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.24 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | -0.18 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -0.30 | +0.86 |
Drawdowns
ELFC.DE vs. EL4S.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than EL4S.DE's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and EL4S.DE.
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Drawdown Indicators
| ELFC.DE | EL4S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -13.04% | -24.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -1.03% | -5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -1.03% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -5.86% | -10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -9.46% | -28.22% |
Current DrawdownCurrent decline from peak | -1.60% | -6.04% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.87% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 0.32% | +2.07% |
Volatility
ELFC.DE vs. EL4S.DE - Volatility Comparison
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a higher volatility of 2.62% compared to Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) at 0.44%. This indicates that ELFC.DE's price experiences larger fluctuations and is considered to be riskier than EL4S.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 | EL4S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 0.44% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 0.97% | +7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 1.10% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 1.46% | +12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 1.12% | +15.28% |
ELFC.DE vs. EL4S.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is higher than EL4S.DE's 0.15% expense ratio.
Dividends
ELFC.DE vs. EL4S.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than EL4S.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 1.48% | 1.20% | 0.83% | 0.60% | 0.88% | 0.94% | 0.78% | 1.06% | 0.99% | 1.63% | 1.46% | 1.60% |
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 EL4S.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4S.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4S.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ELFC.DE.
ELFC.DE is categorized as Europe Equities, while EL4S.DE is European Government Bonds. ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3. Their fees differ too: 0.30% for ELFC.DE and 0.15% for EL4S.DE.
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