ELFC.DE vs. SC0D.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.89%/yr vs 10.85%/yr for SC0D.DE. Their correlation of 0.81 suggests significant overlap in exposure. ELFC.DE charges 0.30%/yr vs 0.05%/yr for SC0D.DE.
Performance
ELFC.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFC.DE achieves a 13.62% return, which is significantly higher than SC0D.DE's 9.71% return. Over the past 10 years, ELFC.DE has underperformed SC0D.DE with an annualized return of 8.89%, while SC0D.DE has yielded a comparatively higher 10.85% annualized return.
ELFC.DE
- 1D
- 0.28%
- 1M
- 1.06%
- 6M
- 12.35%
- YTD
- 13.62%
- 1Y
- 20.04%
- 3Y*
- 12.02%
- 5Y*
- 10.71%
- 10Y*
- 8.89%
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
ELFC.DE vs. SC0D.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 | 13.62% | 17.70% | -0.16% | 15.74% | 1.24% | 22.31% | -7.16% | 19.92% | -4.01% | 5.62% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between ELFC.DE and SC0D.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 | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2015 | 0.81 |
Over the past year, the correlation between ELFC.DE and SC0D.DE has dropped to 0.49 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. SC0D.DE — Risk / Return Rank
ELFC.DE
SC0D.DE
ELFC.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ELFC.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 1.71 | +1.26 |
| Martin ratioReturn relative to average drawdown | 8.04 | 6.00 | +2.04 |
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Drawdowns
ELFC.DE vs. SC0D.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and SC0D.DE.
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Drawdown Indicators
| ELFC.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -38.50% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -10.93% | +4.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -16.54% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -16.82% | -23.38% | +6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -38.50% | +0.82% |
Current DrawdownCurrent decline from peak | -0.74% | -2.85% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -7.06% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.12% | -0.63% |
Volatility
ELFC.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 3.21%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.14% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 13.36% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 16.12% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.72% | 17.55% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 17.90% | -2.17% |
ELFC.DE vs. SC0D.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
ELFC.DE vs. SC0D.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 3.75%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 3.75% | 4.45% | 4.66% | 4.66% | 4.91% | 3.84% | 2.83% | 3.64% | 4.20% | 3.53% | 3.55% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ELFC.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for ELFC.DE.
ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.30% for ELFC.DE and 0.05% for SC0D.DE.
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