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

Performance

ELFC.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 10.99% return, which is significantly lower than SXRY.DE's 17.22% return. Over the past 10 years, ELFC.DE has underperformed SXRY.DE with an annualized return of 9.47%, while SXRY.DE has yielded a comparatively higher 16.60% annualized return.


ELFC.DE

1D
-0.75%
1M
-3.04%
YTD
10.99%
6M
11.87%
1Y
18.46%
3Y*
11.98%
5Y*
9.84%
10Y*
9.47%

SXRY.DE

1D
-0.85%
1M
3.87%
YTD
17.22%
6M
18.03%
1Y
36.08%
3Y*
29.01%
5Y*
20.33%
10Y*
16.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
10.99%17.70%-0.16%15.74%1.24%22.31%-7.16%19.92%-4.01%5.62%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
17.22%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%16.72%

Correlation

The correlation between ELFC.DE and SXRY.DE is 0.51, 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

0.51

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

0.67

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2015

0.78

Over the past year, the correlation between ELFC.DE and SXRY.DE has dropped to 0.51 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

ELFC.DE vs. SXRY.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: 5757
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8080
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7777
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8181
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. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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.DESXRY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

2.74

3.71

-0.97

Martin ratioReturn relative to average drawdown

7.56

13.73

-6.17

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

The current ELFC.DE Sharpe Ratio is 1.67, which is comparable to the SXRY.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ELFC.DE and SXRY.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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Drawdowns

ELFC.DE vs. SXRY.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and SXRY.DE.


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Drawdown Indicators


ELFC.DESXRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-43.59%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-9.69%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-17.61%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.82%

-25.00%

+8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-40.81%

+3.13%

Current Drawdown

Current decline from peak

-3.04%

-2.82%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.68%

-11.60%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.62%

-0.18%

Volatility

ELFC.DE vs. SXRY.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.10%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.01%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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.DESXRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

4.01%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

12.81%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.00%

15.91%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

18.29%

-4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

19.60%

-3.79%

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

ELFC.DE has a 0.30% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.


Dividends

ELFC.DE vs. SXRY.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 3.84%, while SXRY.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
3.84%4.45%4.66%4.66%4.91%3.84%2.83%3.64%4.20%3.53%3.55%
SXRY.DE
iShares FTSE MIB 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 SXRY.DE have a correlation of 0.51, 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 SXRY.DE.

ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for ELFC.DE and 0.33% for SXRY.DE.

Portfolio Optimizer

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