ELFC.DE vs. ELFB.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) are both Europe Equities funds from Deka - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while ELFB.DE tracks the Solactive Eurozone Sustainability. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs 12.75%/yr for ELFB.DE. A 0.66 correlation means they provide meaningful diversification when combined. ELFC.DE charges 0.30%/yr vs 0.40%/yr for ELFB.DE.
Performance
ELFC.DE vs. ELFB.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 ELFB.DE's 9.36% return. Over the past 10 years, ELFC.DE has underperformed ELFB.DE with an annualized return of 8.86%, while ELFB.DE has yielded a comparatively higher 12.75% 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%
ELFB.DE
- 1D
- 0.83%
- 1M
- 7.13%
- YTD
- 9.36%
- 6M
- 11.64%
- 1Y
- 24.35%
- 3Y*
- 25.21%
- 5Y*
- 16.33%
- 10Y*
- 12.75%
ELFC.DE vs. ELFB.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% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 9.36% | 34.04% | 20.63% | 31.85% | -15.46% | 31.62% | -2.71% | 29.39% | -17.15% | 10.98% |
Correlation
The correlation between ELFC.DE and ELFB.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.66 |
Over the past year, the correlation between ELFC.DE and ELFB.DE has dropped to 0.40 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. ELFB.DE — Risk / Return Rank
ELFC.DE
ELFB.DE
ELFC.DE vs. ELFB.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 Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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 | ELFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.93 | +1.07 |
| Martin ratioReturn relative to average drawdown | 8.42 | 6.88 | +1.54 |
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 | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.28 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.82 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.01 |
Drawdowns
ELFC.DE vs. ELFB.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum ELFB.DE drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and ELFB.DE.
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Drawdown Indicators
| ELFC.DE | ELFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -42.72% | +5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -12.55% | +5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -16.40% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -29.56% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -42.72% | +5.04% |
Current DrawdownCurrent decline from peak | -1.60% | -0.37% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -7.15% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.53% | -1.14% |
Volatility
ELFC.DE vs. ELFB.DE - Volatility Comparison
The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.62%, while Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a volatility of 5.34%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than ELFB.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 | ELFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 5.34% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 15.10% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 18.91% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 19.73% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 20.99% | -4.59% |
ELFC.DE vs. ELFB.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.
Dividends
ELFC.DE vs. ELFB.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than ELFB.DE's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.02% | 2.18% | 2.63% | 2.73% | 3.03% | 1.78% | 1.12% | 3.22% | 3.60% | 2.56% | 2.77% |
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% |
Frequently Asked Questions
ELFC.DE and ELFB.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFC.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFC.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for ELFB.DE.
ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while ELFB.DE tracks Solactive Eurozone Sustainability. Their fees differ too: 0.30% for ELFC.DE and 0.40% for ELFB.DE.
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