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

ELFC.DE vs. PRAE.DE

Last updated Apr 15, 2026

ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds — ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, ELFC.DE returned 10.96%/yr vs 10.42%/yr for PRAE.DE. A 0.68 correlation means they provide meaningful diversification when combined. ELFC.DE charges 0.30%/yr vs 0.05%/yr for PRAE.DE.

Performance

ELFC.DE vs. PRAE.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 Amundi Prime Europe UCITS ETF (PRAE.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 12.03% return, which is significantly higher than PRAE.DE's 5.54% return.

ELFC.DE

1D
0.60%
1M
4.51%
YTD
12.03%
6M
19.00%
1Y
34.11%
3Y*
11.58%
5Y*
10.96%
10Y*
8.97%

PRAE.DE

1D
1.02%
1M
4.33%
YTD
5.54%
6M
11.02%
1Y
27.77%
3Y*
13.09%
5Y*
10.42%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF		12.03%17.73%-0.16%15.69%1.54%21.96%-6.95%
PRAE.DE
Amundi Prime Europe UCITS ETF		5.54%20.47%8.49%15.73%-9.25%25.29%-4.31%

Correlation

The correlation between ELFC.DE and PRAE.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.54

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

0.67

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.68

The correlation between ELFC.DE and PRAE.DE shifts across timeframes, from 0.54 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF

Amundi Prime Europe UCITS ETF

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Often compared with PRAE.DE:
PRAE.DE vs. JEPIPRAE.DE vs. PRAZ.DEPRAE.DE vs. XS7R.LPRAE.DE vs. IUSQ.DEPRAE.DE vs. PR1Z.DEPRAE.DE vs. FTGE.DEPRAE.DE vs. FEUQ.DE

Return for Risk

ELFC.DE vs. PRAE.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: 8282
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 8484
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6868
Martin Ratio Rank
PRAE.DE
PRAE.DE Risk / Return Rank: 5959
Overall Rank
PRAE.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 5959
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. PRAE.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 Amundi Prime Europe UCITS ETF (PRAE.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.DEPRAE.DEDifference

Sharpe ratio

Return per unit of total volatility

3.05

2.23

+0.82

Sortino ratio

Return per unit of downside risk

4.16

3.15

+1.02

Omega ratio

Gain probability vs. loss probability

1.56

1.43

+0.13

Calmar ratio

Return relative to maximum drawdown

5.47

3.27

+2.20

Martin ratio

Return relative to average drawdown

15.24

13.02

+2.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ELFC.DE Sharpe Ratio is 3.05, which is higher than the PRAE.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ELFC.DE and PRAE.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.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

2.23

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.72

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.53

+0.02

Drawdowns

ELFC.DE vs. PRAE.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and PRAE.DE.

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Drawdown Indicators

ELFC.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-32.86%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-9.54%

+2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-19.60%

+2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.66%

+1.66%

Average Drawdown

Average peak-to-trough decline

-4.76%

-5.34%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.39%

+0.02%

Volatility

ELFC.DE vs. PRAE.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 4.09%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 6.44%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than PRAE.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.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

6.44%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

10.02%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

12.77%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

14.39%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

17.26%

-0.73%

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

ELFC.DE has a 0.30% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.

Dividends

ELFC.DE vs. PRAE.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.10%, while PRAE.DE has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF		4.10%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%
PRAE.DE
Amundi Prime Europe UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%