ELFE.DE vs. EL40.DE
Compare and contrast key facts about Deka US Treasury 7-10 UCITS ETF (ELFE.DE) and Deka MSCI Emerging Markets UCITS ETF (EL40.DE).
ELFE.DE and EL40.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFE.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the Solactive US Treasury 7-10 Q Series USD. It was launched on Aug 9, 2019. EL40.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI Emerging Markets. It was launched on Jul 1, 2010. Both ELFE.DE and EL40.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
ELFE.DE vs. EL40.DE - Performance Comparison
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ELFE.DE vs. EL40.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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%
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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
ELFE.DE
EL40.DE
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.DE | EL40.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | 0.88 | -1.14 |
Sortino ratioReturn per unit of downside risk | -0.27 | 1.41 | -1.69 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.23 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.67 | -1.85 |
Martin ratioReturn relative to average drawdown | -0.29 | 4.09 | -4.38 |
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
| ELFE.DE | EL40.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.DE | EL40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.64% | -9.23% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -11.70% | -0.95% |
Ulcer IndexDepth 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.DE | EL40.DE | Difference | |
|---|---|---|---|
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% |