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ELFE.DE vs. EL40.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFE.DE vs. EL40.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka US Treasury 7-10 UCITS ETF (ELFE.DE) and Deka MSCI Emerging Markets UCITS ETF (EL40.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFE.DE vs. EL40.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ELFE.DE
Deka US Treasury 7-10 UCITS ETF
1.77%-3.68%5.37%0.04%-9.38%5.11%-0.09%-4.86%
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
4.45%17.86%13.11%4.33%-14.87%4.55%5.36%13.18%

Returns By Period

In the year-to-date period, ELFE.DE achieves a 1.77% return, which is significantly lower than EL40.DE's 4.45% return.


ELFE.DE

1D
0.73%
1M
-1.02%
YTD
1.77%
6M
2.07%
1Y
-2.12%
3Y*
0.32%
5Y*
-0.16%
10Y*

EL40.DE

1D
-1.43%
1M
-2.13%
YTD
4.45%
6M
7.62%
1Y
23.59%
3Y*
12.61%
5Y*
3.34%
10Y*
7.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFE.DE vs. EL40.DE - Expense Ratio Comparison

ELFE.DE has a 0.07% expense ratio, which is lower than EL40.DE's 0.66% expense ratio.


Return for Risk

ELFE.DE vs. EL40.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELFE.DE
ELFE.DE Risk / Return Rank: 77
Overall Rank
ELFE.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ELFE.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
ELFE.DE Omega Ratio Rank: 66
Omega Ratio Rank
ELFE.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ELFE.DE Martin Ratio Rank: 99
Martin Ratio Rank

EL40.DE
EL40.DE Risk / Return Rank: 4848
Overall Rank
EL40.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EL40.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
EL40.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EL40.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
EL40.DE Martin Ratio Rank: 3535
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.

ELFE.DE vs. EL40.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka US Treasury 7-10 UCITS ETF (ELFE.DE) and Deka MSCI Emerging Markets UCITS ETF (EL40.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.


ELFE.DEEL40.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.88

-1.14

Sortino ratio

Return per unit of downside risk

-0.27

1.41

-1.69

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.18

1.67

-1.85

Martin ratio

Return relative to average drawdown

-0.29

4.09

-4.38

ELFE.DE vs. EL40.DE - Sharpe Ratio Comparison

The current ELFE.DE Sharpe Ratio is -0.26, which is lower than the EL40.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ELFE.DE and EL40.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


ELFE.DEEL40.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.88

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.16

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.24

-0.35

Correlation

The correlation between ELFE.DE and EL40.DE is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ELFE.DE vs. EL40.DE - Dividend Comparison

ELFE.DE's dividend yield for the trailing twelve months is around 3.84%, while EL40.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ELFE.DE
Deka US Treasury 7-10 UCITS ETF
3.84%3.84%2.83%2.04%1.74%2.27%1.81%0.24%0.00%0.00%0.00%0.00%
EL40.DE
Deka MSCI Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.02%0.00%

Drawdowns

ELFE.DE vs. EL40.DE - Drawdown Comparison

The maximum ELFE.DE drawdown since its inception was -20.67%, smaller than the maximum EL40.DE drawdown of -36.65%. Use the drawdown chart below to compare losses from any high point for ELFE.DE and EL40.DE.


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Drawdown Indicators


ELFE.DEEL40.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-36.65%

+15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-16.53%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-25.06%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

Current Drawdown

Current decline from peak

-14.64%

-9.23%

-5.41%

Average Drawdown

Average peak-to-trough decline

-12.65%

-11.70%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

6.77%

-1.92%

Volatility

ELFE.DE vs. EL40.DE - Volatility Comparison

The current volatility for Deka US Treasury 7-10 UCITS ETF (ELFE.DE) is 2.30%, while Deka MSCI Emerging Markets UCITS ETF (EL40.DE) has a volatility of 7.61%. This indicates that ELFE.DE experiences smaller price fluctuations and is considered to be less risky than EL40.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELFE.DEEL40.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

7.61%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

23.16%

-18.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

26.65%

-18.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

20.28%

-11.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

20.27%

-11.46%