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ELFF.DE vs. EL49.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELFF.DE vs. EL49.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELFF.DE achieves a 0.40% return, which is significantly lower than EL49.DE's 0.49% return.


ELFF.DE

1D
0.13%
1M
0.17%
YTD
0.40%
6M
0.45%
1Y
1.66%
3Y*
3.30%
5Y*
1.31%
10Y*

EL49.DE

1D
0.02%
1M
0.35%
YTD
0.49%
6M
0.22%
1Y
1.76%
3Y*
4.31%
5Y*
-0.16%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFF.DE vs. EL49.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ELFF.DE
Deka Euro Corporates 0-3 Liquid UCITS ETF
0.40%2.75%3.74%3.68%-3.53%-0.57%0.22%-0.33%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
0.49%2.66%4.06%7.13%-13.01%-1.51%1.80%-1.09%

Correlation

The correlation between ELFF.DE and EL49.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2019

0.45

The correlation between ELFF.DE and EL49.DE shifts across timeframes, from 0.45 (all time) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ELFF.DE vs. EL49.DE — Risk / Return Rank

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

ELFF.DE
ELFF.DE Risk / Return Rank: 2323
Overall Rank
ELFF.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ELFF.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
ELFF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ELFF.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
ELFF.DE Martin Ratio Rank: 2121
Martin Ratio Rank

EL49.DE
EL49.DE Risk / Return Rank: 1515
Overall Rank
EL49.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 1616
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.

ELFF.DE vs. EL49.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.


ELFF.DEEL49.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.17

1.07

+0.10

Calmar ratioReturn relative to maximum drawdown

0.90

0.46

+0.44

Martin ratioReturn relative to average drawdown

2.57

1.52

+1.05

ELFF.DE vs. EL49.DE - Sharpe Ratio Comparison

The current ELFF.DE Sharpe Ratio is 0.86, which is higher than the EL49.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ELFF.DE and EL49.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ELFF.DEEL49.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.36

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

-0.03

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Drawdowns

ELFF.DE vs. EL49.DE - Drawdown Comparison

The maximum ELFF.DE drawdown since its inception was -4.95%, smaller than the maximum EL49.DE drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for ELFF.DE and EL49.DE.


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Drawdown Indicators


ELFF.DEEL49.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.95%

-16.77%

+11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-3.05%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-1.64%

-3.05%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-4.60%

-16.77%

+12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-16.77%

Current Drawdown

Current decline from peak

-0.72%

-1.87%

+1.15%

Average Drawdown

Average peak-to-trough decline

-1.25%

-3.21%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.92%

-0.35%

Volatility

ELFF.DE vs. EL49.DE - Volatility Comparison

The current volatility for Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) is 0.54%, while Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) has a volatility of 1.28%. This indicates that ELFF.DE experiences smaller price fluctuations and is considered to be less risky than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELFF.DEEL49.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

1.28%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

3.42%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.72%

3.85%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.70%

4.88%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.62%

5.25%

-3.63%

ELFF.DE vs. EL49.DE - Expense Ratio Comparison

ELFF.DE has a 0.15% expense ratio, which is lower than EL49.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ELFF.DE vs. EL49.DE - Dividend Comparison

ELFF.DE's dividend yield for the trailing twelve months is around 1.49%, less than EL49.DE's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
3.49%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%
ELFF.DE
Deka Euro Corporates 0-3 Liquid UCITS ETF
1.49%2.67%1.53%1.48%1.41%1.99%1.55%0.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ELFF.DE and EL49.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELFF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELFF.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EL49.DE.

ELFF.DE tracks Solactive Euro Corporates 0-3 Year Liquid EUR, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. Their fees differ too: 0.15% for ELFF.DE and 0.20% for EL49.DE.

Portfolio Optimizer

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