ELFC.DE vs. SXR3.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and SXR3.DE (iShares MSCI UK UCITS ETF (Acc)) are both Europe Equities funds - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while SXR3.DE tracks the MSCI UK. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs 6.68%/yr for SXR3.DE. A 0.68 correlation means they provide meaningful diversification when combined. ELFC.DE charges 0.30%/yr vs 0.33%/yr for SXR3.DE.
Performance
ELFC.DE vs. SXR3.DE - Performance Comparison
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Returns By Period
Over the past 10 years, ELFC.DE has outperformed SXR3.DE with an annualized return of 8.86%, while SXR3.DE has yielded a comparatively lower 6.68% annualized 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%
SXR3.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -0.00%
- 6M
- -0.00%
- 1Y
- 6.37%
- 3Y*
- 10.41%
- 5Y*
- 9.64%
- 10Y*
- 6.68%
ELFC.DE vs. SXR3.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 | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.00% | 15.66% | 13.52% | 9.60% | 0.36% | 25.69% | -17.21% | 24.21% | -10.84% | 7.35% |
Correlation
The correlation between ELFC.DE and SXR3.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.68 |
Over the past year, the correlation between ELFC.DE and SXR3.DE has dropped to 0.19 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. SXR3.DE — Risk / Return Rank
ELFC.DE
SXR3.DE
ELFC.DE vs. SXR3.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 iShares MSCI UK UCITS ETF (Acc) (SXR3.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 | SXR3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.64 | +2.36 |
| Martin ratioReturn relative to average drawdown | 8.42 | 1.32 | +7.10 |
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 | SXR3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.43 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.66 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.39 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.12 |
Drawdowns
ELFC.DE vs. SXR3.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum SXR3.DE drawdown of -40.36%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and SXR3.DE.
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Drawdown Indicators
| ELFC.DE | SXR3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -40.36% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -10.13% | +3.42% |
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% | -40.36% | +2.68% |
Current DrawdownCurrent decline from peak | -1.60% | -10.13% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -6.29% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 4.95% | -2.56% |
Volatility
ELFC.DE vs. SXR3.DE - Volatility Comparison
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a higher volatility of 2.62% compared to iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) at 0.00%. This indicates that ELFC.DE's price experiences larger fluctuations and is considered to be riskier than SXR3.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 | SXR3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 0.00% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 14.03% | -5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 15.13% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 14.49% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.96% | -0.56% |
ELFC.DE vs. SXR3.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is lower than SXR3.DE's 0.33% expense ratio.
Dividends
ELFC.DE vs. SXR3.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, while SXR3.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 | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | 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 SXR3.DE have a correlation of 0.19, 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 0.33% for SXR3.DE.
ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while SXR3.DE tracks MSCI UK. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for ELFC.DE and 0.33% for SXR3.DE.
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