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

Performance

ELFC.DE vs. ELFW.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 MSCI World UCITS ETF Dist (ELFW.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
Martin Ratio Rank

ELFW.DE
ELFW.DE Risk / Return Rank: 6868
Overall Rank
ELFW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 7575
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. 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.DEELFW.DEDifference
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

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

The current ELFC.DE Sharpe Ratio is 1.81, which is comparable to the ELFW.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ELFC.DE and ELFW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ELFC.DEELFW.DEDifference

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.DEELFW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.60%

-0.35%

-1.25%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.73%

+0.03%

Ulcer Index

Depth 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.DEELFW.DEDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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