ELFC.DE vs. SXRY.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ELFC.DE returned 9.47%/yr vs 16.60%/yr for SXRY.DE. A 0.78 correlation means they provide meaningful diversification when combined. ELFC.DE charges 0.30%/yr vs 0.33%/yr for SXRY.DE.
Performance
ELFC.DE vs. SXRY.DE - Performance Comparison
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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%
ELFC.DE vs. SXRY.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 | 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
ELFC.DE
SXRY.DE
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.DE | SXRY.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.04% | -2.82% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -11.60% | +6.92% |
Ulcer IndexDepth 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.DE | SXRY.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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