ELFC.DE vs. ZPRL.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, ELFC.DE returned 8.86%/yr vs 6.55%/yr for ZPRL.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
ELFC.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFC.DE achieves a 12.62% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, ELFC.DE has outperformed ZPRL.DE with an annualized return of 8.86%, while ZPRL.DE has yielded a comparatively lower 6.55% 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%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
ELFC.DE vs. ZPRL.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% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
Correlation
The correlation between ELFC.DE and ZPRL.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.78 |
The correlation between ELFC.DE and ZPRL.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ELFC.DE vs. ZPRL.DE — Risk / Return Rank
ELFC.DE
ZPRL.DE
ELFC.DE vs. ZPRL.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 SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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 | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.72 | +2.28 |
| Martin ratioReturn relative to average drawdown | 8.42 | 2.02 | +6.40 |
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 | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.62 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.59 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.48 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.53 | +0.02 |
Drawdowns
ELFC.DE vs. ZPRL.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, which is greater than ZPRL.DE's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and ZPRL.DE.
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Drawdown Indicators
| ELFC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -35.35% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -7.97% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -9.37% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -23.37% | +6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -35.35% | -2.33% |
Current DrawdownCurrent decline from peak | -1.60% | -3.70% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.39% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.84% | -0.45% |
Volatility
ELFC.DE vs. ZPRL.DE - Volatility Comparison
The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.62%, while SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a volatility of 2.90%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than ZPRL.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 | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.90% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 7.65% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 9.22% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 11.89% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 13.60% | +2.80% |
ELFC.DE vs. ZPRL.DE - Expense Ratio Comparison
Both ELFC.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
ELFC.DE vs. ZPRL.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, while ZPRL.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% |
ZPRL.DE SPDR EURO STOXX Low Volatility 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 ZPRL.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ELFC.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Deka and State Street.
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