ELFW.DE vs. IQQI.DE
ELFW.DE (Deka MSCI World UCITS ETF Dist) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both Global Equities funds - ELFW.DE tracks the MSCI World while IQQI.DE tracks the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 5 years, ELFW.DE returned 12.52%/yr vs 6.76%/yr for IQQI.DE. A 0.58 correlation means they provide meaningful diversification when combined. ELFW.DE charges 0.31%/yr vs 0.65%/yr for IQQI.DE.
Performance
ELFW.DE vs. IQQI.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with ELFW.DE having a 10.68% return and IQQI.DE slightly lower at 10.36%.
ELFW.DE
- 1D
- -0.02%
- 1M
- 3.61%
- YTD
- 10.68%
- 6M
- 10.77%
- 1Y
- 23.36%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- —
IQQI.DE
- 1D
- -1.37%
- 1M
- -1.18%
- YTD
- 10.36%
- 6M
- 9.16%
- 1Y
- 13.12%
- 3Y*
- 8.46%
- 5Y*
- 6.76%
- 10Y*
- 6.89%
ELFW.DE vs. IQQI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | 10.68% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 10.36% | 0.54% | 14.51% | -3.16% | -0.37% | 26.96% | -10.83% | 27.76% | -1.17% |
Correlation
The correlation between ELFW.DE and IQQI.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2018 | 0.58 |
Over the past year, the correlation between ELFW.DE and IQQI.DE has dropped to 0.20 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ELFW.DE vs. IQQI.DE — Risk / Return Rank
ELFW.DE
IQQI.DE
ELFW.DE vs. IQQI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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.
| ELFW.DE | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 2.55 | +0.94 |
| Martin ratioReturn relative to average drawdown | 14.07 | 6.21 | +7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ELFW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.17 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.53 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.33 | +0.44 |
Drawdowns
ELFW.DE vs. IQQI.DE - Drawdown Comparison
The maximum ELFW.DE drawdown since its inception was -33.59%, smaller than the maximum IQQI.DE drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and IQQI.DE.
Loading charts...
Drawdown Indicators
| ELFW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -42.25% | +8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -4.81% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -14.76% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -24.81% | +3.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.15% | — |
Current DrawdownCurrent decline from peak | -0.35% | -3.21% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -11.06% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.98% | -0.32% |
Volatility
ELFW.DE vs. IQQI.DE - Volatility Comparison
The current volatility for Deka MSCI World UCITS ETF Dist (ELFW.DE) is 2.60%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 3.88%. This indicates that ELFW.DE experiences smaller price fluctuations and is considered to be less risky than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ELFW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.88% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 8.71% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 10.48% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 12.70% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 14.23% | +1.84% |
ELFW.DE vs. IQQI.DE - Expense Ratio Comparison
ELFW.DE has a 0.31% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
ELFW.DE vs. IQQI.DE - Dividend Comparison
ELFW.DE's dividend yield for the trailing twelve months is around 0.89%, less than IQQI.DE's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | 0.89% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.09% | 2.30% | 2.28% | 2.42% | 2.14% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.64% | 3.14% |
Frequently Asked Questions
ELFW.DE and IQQI.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFW.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFW.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for IQQI.DE.
ELFW.DE tracks MSCI World, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Deka and iShares. Their fees differ too: 0.31% for ELFW.DE and 0.65% for IQQI.DE.
Find the right allocation for ELFW.DE and IQQI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer