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

Performance

ELFF.DE vs. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

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ELFF.DE vs. ELFC.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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
10.46%17.73%-0.16%15.69%1.54%21.96%-7.15%8.28%

Returns By Period

In the year-to-date period, ELFF.DE achieves a -0.22% return, which is significantly lower than ELFC.DE's 10.46% 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*

ELFC.DE

1D
0.93%
1M
3.89%
YTD
10.46%
6M
16.17%
1Y
22.23%
3Y*
11.26%
5Y*
10.55%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ELFF.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Return for Risk

ELFF.DE vs. ELFC.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

ELFC.DE
ELFC.DE Risk / Return Rank: 7575
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 8080
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6666
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. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.DEELFC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.66

-0.61

Sortino ratio

Return per unit of downside risk

1.52

2.14

-0.63

Omega ratio

Gain probability vs. loss probability

1.21

1.32

-0.11

Calmar ratio

Return relative to maximum drawdown

1.00

2.27

-1.27

Martin ratio

Return relative to average drawdown

3.93

8.15

-4.22

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

The current ELFF.DE Sharpe Ratio is 1.06, which is lower than the ELFC.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ELFF.DE and ELFC.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.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.66

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.76

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Correlation

The correlation between ELFF.DE and ELFC.DE is 0.09, 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. ELFC.DE - Dividend Comparison

ELFF.DE's dividend yield for the trailing twelve months is around 2.67%, less than ELFC.DE's 4.16% yield.


TTM2025202420232022202120202019201820172016
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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.16%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Drawdowns

ELFF.DE vs. ELFC.DE - Drawdown Comparison

The maximum ELFF.DE drawdown since its inception was -4.95%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for ELFF.DE and ELFC.DE.


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Drawdown Indicators


ELFF.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.95%

-37.68%

+32.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-9.79%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-4.61%

-16.85%

+12.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

-1.32%

-0.24%

-1.08%

Average Drawdown

Average peak-to-trough decline

-1.26%

-4.77%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.73%

-2.31%

Volatility

ELFF.DE vs. ELFC.DE - Volatility Comparison

The current volatility for Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) is 0.57%, while Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) has a volatility of 4.08%. This indicates that ELFF.DE experiences smaller price fluctuations and is considered to be less risky than ELFC.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.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

4.08%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

8.13%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.65%

13.35%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

13.80%

-12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.61%

16.59%

-14.98%