ELFC.DE vs. ZPRX.DE
Compare and contrast key facts about Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE).
ELFC.DE and ZPRX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFC.DE is a passively managed fund by Deka that tracks the performance of the EURO iSTOXX® ex Financials High Dividend 50. It was launched on Sep 15, 2015. ZPRX.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Small Cap Value Weighted. It was launched on Feb 18, 2015. Both ELFC.DE and ZPRX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ELFC.DE vs. ZPRX.DE - Performance Comparison
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ELFC.DE vs. ZPRX.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 | 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%
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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
ELFC.DE
ZPRX.DE
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.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.95 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.33 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.39 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.20 | 5.22 | +1.98 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.16% | -7.81% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -7.79% | +3.02% |
Ulcer IndexDepth 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.DE | ZPRX.DE | Difference | |
|---|---|---|---|
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% |