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ELFF.DE vs. EL4A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFF.DE vs. EL4A.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 DAX UCITS ETF (EL4A.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFF.DE vs. EL4A.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ELFF.DE
Deka Euro Corporates 0-3 Liquid UCITS ETF
-0.22%2.75%3.74%3.68%-3.53%-0.57%0.22%-0.33%
EL4A.DE
Deka DAX UCITS ETF
-5.79%22.57%18.09%19.52%-12.77%15.21%3.01%11.14%

Returns By Period

In the year-to-date period, ELFF.DE achieves a -0.22% return, which is significantly higher than EL4A.DE's -5.79% return.


ELFF.DE

1D
0.06%
1M
-0.47%
YTD
-0.22%
6M
0.07%
1Y
1.75%
3Y*
3.13%
5Y*
1.16%
10Y*

EL4A.DE

1D
-0.78%
1M
-2.90%
YTD
-5.79%
6M
-5.46%
1Y
2.70%
3Y*
13.42%
5Y*
8.29%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFF.DE vs. EL4A.DE - Expense Ratio Comparison

Both ELFF.DE and EL4A.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ELFF.DE vs. EL4A.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: 4646
Overall Rank
ELFF.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ELFF.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ELFF.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFF.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ELFF.DE Martin Ratio Rank: 3434
Martin Ratio Rank

EL4A.DE
EL4A.DE Risk / Return Rank: 1616
Overall Rank
EL4A.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL4A.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL4A.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL4A.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EL4A.DE Martin Ratio Rank: 2020
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. EL4A.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 DAX UCITS ETF (EL4A.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.DEEL4A.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.15

+0.90

Sortino ratio

Return per unit of downside risk

1.52

0.33

+1.19

Omega ratio

Gain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratio

Return relative to maximum drawdown

1.00

0.48

+0.52

Martin ratio

Return relative to average drawdown

3.93

1.68

+2.25

ELFF.DE vs. EL4A.DE - Sharpe Ratio Comparison

The current ELFF.DE Sharpe Ratio is 1.06, which is higher than the EL4A.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ELFF.DE and EL4A.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


ELFF.DEEL4A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.15

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.48

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.35

+0.17

Correlation

The correlation between ELFF.DE and EL4A.DE is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ELFF.DE vs. EL4A.DE - Dividend Comparison

ELFF.DE's dividend yield for the trailing twelve months is around 2.67%, while EL4A.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ELFF.DE
Deka Euro Corporates 0-3 Liquid UCITS ETF
2.67%2.67%1.53%1.48%1.41%1.99%1.55%0.20%0.00%0.00%0.00%0.00%
EL4A.DE
Deka DAX UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.56%0.65%0.60%

Drawdowns

ELFF.DE vs. EL4A.DE - Drawdown Comparison

The maximum ELFF.DE drawdown since its inception was -4.95%, smaller than the maximum EL4A.DE drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for ELFF.DE and EL4A.DE.


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Drawdown Indicators


ELFF.DEEL4A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.95%

-46.64%

+41.69%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-12.34%

+10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-4.61%

-26.76%

+22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

Current Drawdown

Current decline from peak

-1.32%

-9.10%

+7.78%

Average Drawdown

Average peak-to-trough decline

-1.26%

-8.95%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

3.53%

-3.11%

Volatility

ELFF.DE vs. EL4A.DE - Volatility Comparison

The current volatility for Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) is 0.57%, while Deka DAX UCITS ETF (EL4A.DE) has a volatility of 6.68%. This indicates that ELFF.DE experiences smaller price fluctuations and is considered to be less risky than EL4A.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.DEEL4A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

6.68%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

11.32%

-9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.65%

17.60%

-15.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

16.95%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.61%

18.31%

-16.70%