ELFC.DE vs. ELFW.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and ELFW.DE (Deka MSCI World UCITS ETF Dist) are both exchange-traded funds - ELFC.DE is a Europe Equities fund tracking the EURO iSTOXX® ex Financials High Dividend 50, while ELFW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, ELFC.DE returned 10.14%/yr vs 12.52%/yr for ELFW.DE. A 0.61 correlation means they provide meaningful diversification when combined. ELFC.DE charges 0.30%/yr vs 0.31%/yr for ELFW.DE.
Performance
ELFC.DE vs. ELFW.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 ELFW.DE's 10.68% 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%
ELFW.DE
- 1D
- -0.02%
- 1M
- 4.82%
- YTD
- 10.68%
- 6M
- 11.18%
- 1Y
- 23.44%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- —
ELFC.DE vs. ELFW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -7.18% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 10.68% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
Correlation
The correlation between ELFC.DE and ELFW.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2018 | 0.61 |
Over the past year, the correlation between ELFC.DE and ELFW.DE has dropped to 0.31 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. ELFW.DE — Risk / Return Rank
ELFC.DE
ELFW.DE
ELFC.DE vs. ELFW.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 MSCI World UCITS ETF Dist (ELFW.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 | ELFW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.49 | -0.49 |
| Martin ratioReturn relative to average drawdown | 8.42 | 14.07 | -5.65 |
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 | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.09 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.87 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.77 | -0.22 |
Drawdowns
ELFC.DE vs. ELFW.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than ELFW.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and ELFW.DE.
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Drawdown Indicators
| ELFC.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -33.59% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -6.68% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -21.81% | +6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -21.81% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.35% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.73% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.66% | +0.73% |
Volatility
ELFC.DE vs. ELFW.DE - Volatility Comparison
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) and Deka MSCI World UCITS ETF Dist (ELFW.DE) have volatilities of 2.62% and 2.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFC.DE | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.60% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 7.74% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 11.14% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 14.15% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.07% | +0.33% |
ELFC.DE vs. ELFW.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.
Dividends
ELFC.DE vs. ELFW.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than ELFW.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 0.89% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ELFC.DE and ELFW.DE have a correlation of 0.31, 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 0.31% for ELFW.DE.
ELFC.DE is categorized as Europe Equities, while ELFW.DE is Global Equities. ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while ELFW.DE tracks MSCI World. Their fees differ too: 0.30% for ELFC.DE and 0.31% for ELFW.DE.
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