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ELFE.DE vs. EL41.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFE.DE vs. EL41.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 USA MC UCITS ETF (EL41.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFE.DE vs. EL41.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%
EL41.DE
Deka MSCI USA MC UCITS ETF
-0.37%-3.55%21.16%11.00%-14.05%36.90%8.70%7.58%

Returns By Period

In the year-to-date period, ELFE.DE achieves a 1.77% return, which is significantly higher than EL41.DE's -0.37% 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*

EL41.DE

1D
0.51%
1M
-3.02%
YTD
-0.37%
6M
0.14%
1Y
3.22%
3Y*
9.18%
5Y*
5.86%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFE.DE vs. EL41.DE - Expense Ratio Comparison

ELFE.DE has a 0.07% expense ratio, which is lower than EL41.DE's 0.30% expense ratio.


Return for Risk

ELFE.DE vs. EL41.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

EL41.DE
EL41.DE Risk / Return Rank: 2424
Overall Rank
EL41.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL41.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EL41.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EL41.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
EL41.DE Martin Ratio Rank: 3434
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. EL41.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 USA MC UCITS ETF (EL41.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.DEEL41.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.17

-0.43

Sortino ratio

Return per unit of downside risk

-0.27

0.36

-0.63

Omega ratio

Gain probability vs. loss probability

0.96

1.05

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.18

1.41

-1.59

Martin ratio

Return relative to average drawdown

-0.29

3.92

-4.21

ELFE.DE vs. EL41.DE - Sharpe Ratio Comparison

The current ELFE.DE Sharpe Ratio is -0.26, which is lower than the EL41.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ELFE.DE and EL41.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.DEEL41.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.17

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.31

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.76

-0.88

Correlation

The correlation between ELFE.DE and EL41.DE is -0.02. 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. EL41.DE - Dividend Comparison

ELFE.DE's dividend yield for the trailing twelve months is around 3.84%, more than EL41.DE's 1.10% yield.


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%
EL41.DE
Deka MSCI USA MC UCITS ETF
1.10%1.52%1.13%1.54%1.99%0.37%0.94%0.81%0.96%1.20%0.60%1.25%

Drawdowns

ELFE.DE vs. EL41.DE - Drawdown Comparison

The maximum ELFE.DE drawdown since its inception was -20.67%, smaller than the maximum EL41.DE drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for ELFE.DE and EL41.DE.


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Drawdown Indicators


ELFE.DEEL41.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-39.71%

+19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-9.50%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-26.09%

+10.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

Current Drawdown

Current decline from peak

-14.64%

-10.07%

-4.57%

Average Drawdown

Average peak-to-trough decline

-12.65%

-5.83%

-6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

2.58%

+2.27%

Volatility

ELFE.DE vs. EL41.DE - Volatility Comparison

The current volatility for Deka US Treasury 7-10 UCITS ETF (ELFE.DE) is 2.30%, while Deka MSCI USA MC UCITS ETF (EL41.DE) has a volatility of 4.19%. This indicates that ELFE.DE experiences smaller price fluctuations and is considered to be less risky than EL41.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.DEEL41.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

4.19%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

9.23%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

18.32%

-10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

18.62%

-9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

18.61%

-9.80%