ELFF.DE vs. ELFW.DE
Compare and contrast key facts about Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) and Deka MSCI World UCITS ETF Dist (ELFW.DE).
ELFF.DE and ELFW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFF.DE is a passively managed fund by Deka that tracks the performance of the Solactive Euro Corporates 0-3 Year Liquid EUR. It was launched on Aug 9, 2019. ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018. Both ELFF.DE and ELFW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ELFF.DE vs. ELFW.DE - Performance Comparison
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ELFF.DE vs. ELFW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
ELFW.DE Deka MSCI World UCITS ETF Dist | -1.36% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 9.29% |
Returns By Period
In the year-to-date period, ELFF.DE achieves a -0.22% return, which is significantly higher than ELFW.DE's -1.36% 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*
- —
ELFW.DE
- 1D
- 0.05%
- 1M
- -2.03%
- YTD
- -1.36%
- 6M
- 1.65%
- 1Y
- 12.01%
- 3Y*
- 14.74%
- 5Y*
- 10.47%
- 10Y*
- —
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ELFF.DE vs. ELFW.DE - Expense Ratio Comparison
ELFF.DE has a 0.15% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.
Return for Risk
ELFF.DE vs. ELFW.DE — Risk / Return Rank
ELFF.DE
ELFW.DE
ELFF.DE vs. ELFW.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 MSCI World UCITS ETF Dist (ELFW.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.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.74 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.08 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.66 | -1.67 |
Martin ratioReturn relative to average drawdown | 3.93 | 10.28 | -6.35 |
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
| ELFF.DE | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.74 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.73 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.68 | -0.16 |
Correlation
The correlation between ELFF.DE and ELFW.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. ELFW.DE - Dividend Comparison
ELFF.DE's dividend yield for the trailing twelve months is around 2.67%, more than ELFW.DE's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 1.00% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% |
Drawdowns
ELFF.DE vs. ELFW.DE - Drawdown Comparison
The maximum ELFF.DE drawdown since its inception was -4.95%, smaller than the maximum ELFW.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for ELFF.DE and ELFW.DE.
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Drawdown Indicators
| ELFF.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.95% | -33.59% | +28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -8.79% | +7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -4.61% | -21.81% | +17.20% |
Current DrawdownCurrent decline from peak | -1.32% | -4.05% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -4.82% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 1.73% | -1.31% |
Volatility
ELFF.DE vs. ELFW.DE - Volatility Comparison
The current volatility for Deka Euro Corporates 0-3 Liquid UCITS ETF (ELFF.DE) is 0.57%, while Deka MSCI World UCITS ETF Dist (ELFW.DE) has a volatility of 4.21%. This indicates that ELFF.DE experiences smaller price fluctuations and is considered to be less risky than ELFW.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.DE | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 4.21% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 8.39% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.65% | 16.10% | -14.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.67% | 14.19% | -12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.61% | 16.17% | -14.56% |