ELFE.DE vs. SXR8.DE
ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ELFE.DE is a Government Bonds fund tracking the Solactive US Treasury 7-10 Q Series USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ELFE.DE returned 0.02%/yr vs 14.77%/yr for SXR8.DE. At a 0.01 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
ELFE.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFE.DE achieves a 0.55% return, which is significantly lower than SXR8.DE's 11.37% return.
ELFE.DE
- 1D
- 0.13%
- 1M
- 0.58%
- YTD
- 0.55%
- 6M
- -0.27%
- 1Y
- 2.22%
- 3Y*
- -0.01%
- 5Y*
- 0.02%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ELFE.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -3.68% | 5.37% | 0.04% | -9.38% | 5.11% | -0.09% | -4.86% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 9.82% |
Correlation
The correlation between ELFE.DE and SXR8.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2019 | 0.01 |
The correlation between ELFE.DE and SXR8.DE shifts across timeframes, from 0.01 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ELFE.DE vs. SXR8.DE — Risk / Return Rank
ELFE.DE
SXR8.DE
ELFE.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 3.58 | -3.16 |
| Martin ratioReturn relative to average drawdown | 1.04 | 12.71 | -11.67 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 2.21 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.96 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.79 | -0.92 |
Drawdowns
ELFE.DE vs. SXR8.DE - Drawdown Comparison
The maximum ELFE.DE drawdown since its inception was -20.67%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ELFE.DE and SXR8.DE.
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Drawdown Indicators
| ELFE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -33.78% | +13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -7.13% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -10.45% | -23.32% | +12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -15.39% | -23.32% | +7.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -15.66% | -0.45% | -15.21% |
Average DrawdownAverage peak-to-trough decline | -12.73% | -5.17% | -7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.01% | -0.20% |
Volatility
ELFE.DE vs. SXR8.DE - Volatility Comparison
The current volatility for Deka US Treasury 7-10 UCITS ETF (ELFE.DE) is 1.17%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that ELFE.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 2.65% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 7.57% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 11.56% | -5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.00% | 15.16% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.73% | 16.09% | -7.36% |
ELFE.DE vs. SXR8.DE - Expense Ratio Comparison
Both ELFE.DE and SXR8.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ELFE.DE vs. SXR8.DE - Dividend Comparison
ELFE.DE's dividend yield for the trailing twelve months is around 4.36%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.36% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ELFE.DE and SXR8.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ELFE.DE and SXR8.DE have the same expense ratio: 0.07% per year.
ELFE.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Deka Investment GmbH and iShares.
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