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

Performance

ELFC.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 LCUK.DE's 6.49% 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%

LCUK.DE

1D
0.13%
1M
1.45%
YTD
6.49%
6M
9.10%
1Y
17.00%
3Y*
14.46%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFC.DE vs. LCUK.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%-1.73%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
6.49%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%

Correlation

The correlation between ELFC.DE and LCUK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.73

Over the past year, the correlation between ELFC.DE and LCUK.DE has dropped to 0.49 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

ELFC.DE vs. LCUK.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

LCUK.DE
LCUK.DE Risk / Return Rank: 4141
Overall Rank
LCUK.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 4545
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. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.DELCUK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

3.00

2.04

+0.96

Martin ratioReturn relative to average drawdown

8.42

7.27

+1.15

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

The current ELFC.DE Sharpe Ratio is 1.81, which is higher than the LCUK.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ELFC.DE and LCUK.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.DELCUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.39

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.74

-0.01

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

0.48

+0.07

Drawdowns

ELFC.DE vs. LCUK.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and LCUK.DE.


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Drawdown Indicators


ELFC.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-41.10%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-8.31%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-16.69%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-16.69%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

-1.60%

-2.84%

+1.24%

Average Drawdown

Average peak-to-trough decline

-4.70%

-5.66%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.33%

+0.06%

Volatility

ELFC.DE vs. LCUK.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.62%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.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.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.62%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

10.28%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

12.17%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

14.12%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

17.10%

-0.70%

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

ELFC.DE has a 0.30% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio.


Dividends

ELFC.DE vs. LCUK.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than LCUK.DE's 2.84% 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%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.84%3.03%3.73%3.09%4.08%3.76%2.95%3.36%0.00%0.00%0.00%

Frequently Asked Questions


ELFC.DE and LCUK.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.30% for ELFC.DE.

ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.30% for ELFC.DE and 0.04% for LCUK.DE.

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