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

Performance

ELFC.DE vs. ZPRX.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 SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
9.44%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
-1.45%26.81%4.28%15.28%-13.52%27.58%-3.52%29.02%-19.20%12.89%

Returns By Period

In the year-to-date period, ELFC.DE achieves a 9.44% return, which is significantly higher than ZPRX.DE's -1.45% return. Over the past 10 years, ELFC.DE has outperformed ZPRX.DE with an annualized return of 8.78%, while ZPRX.DE has yielded a comparatively lower 7.65% annualized return.


ELFC.DE

1D
0.78%
1M
-0.09%
YTD
9.44%
6M
15.86%
1Y
21.10%
3Y*
10.99%
5Y*
10.35%
10Y*
8.78%

ZPRX.DE

1D
2.32%
1M
-5.85%
YTD
-1.45%
6M
2.76%
1Y
15.41%
3Y*
12.28%
5Y*
7.32%
10Y*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both ELFC.DE and ZPRX.DE have an expense ratio of 0.30%.


Return for Risk

ELFC.DE vs. ZPRX.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: 7272
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 7676
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6464
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 4949
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 4747
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 5151
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. ZPRX.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 MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.DEZPRX.DEDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.95

+0.63

Sortino ratio

Return per unit of downside risk

2.05

1.33

+0.72

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

1.83

1.39

+0.44

Martin ratio

Return relative to average drawdown

7.20

5.22

+1.98

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

The current ELFC.DE Sharpe Ratio is 1.58, which is higher than the ZPRX.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ELFC.DE and ZPRX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ELFC.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.95

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.44

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.35

+0.19

Correlation

The correlation between ELFC.DE and ZPRX.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ELFC.DE vs. ZPRX.DE - Dividend Comparison

ELFC.DE's dividend yield for the trailing twelve months is around 4.20%, while ZPRX.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.20%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ELFC.DE vs. ZPRX.DE - Drawdown Comparison

The maximum ELFC.DE drawdown since its inception was -37.68%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ELFC.DE and ZPRX.DE.


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Drawdown Indicators


ELFC.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-43.93%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-11.87%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-27.52%

+10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-43.93%

+6.25%

Current Drawdown

Current decline from peak

-1.16%

-7.81%

+6.65%

Average Drawdown

Average peak-to-trough decline

-4.77%

-7.79%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.10%

-0.17%

Volatility

ELFC.DE vs. ZPRX.DE - Volatility Comparison

The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 4.01%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 6.33%. This indicates that ELFC.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

6.33%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

10.26%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

16.11%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

16.57%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

18.09%

-1.50%