ELFW.DE vs. MSCI
Compare and contrast key facts about Deka MSCI World UCITS ETF Dist (ELFW.DE) and MSCI Inc. (MSCI).
ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018.
Performance
ELFW.DE vs. MSCI - Performance Comparison
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ELFW.DE vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | -1.36% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
MSCI MSCI Inc. | -2.95% | -14.66% | 14.39% | 19.22% | -18.58% | 48.47% | 60.01% | 81.20% | -15.10% |
Different Trading Currencies
ELFW.DE is traded in EUR, while MSCI is traded in USD. To make them comparable, the MSCI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ELFW.DE achieves a -1.36% return, which is significantly higher than MSCI's -2.95% return.
ELFW.DE
- 1D
- 0.05%
- 1M
- -2.03%
- YTD
- -1.36%
- 6M
- 1.65%
- 1Y
- 12.01%
- 3Y*
- 14.74%
- 5Y*
- 10.47%
- 10Y*
- —
MSCI
- 1D
- 1.93%
- 1M
- -3.05%
- YTD
- -2.95%
- 6M
- -0.61%
- 1Y
- -10.03%
- 3Y*
- -1.43%
- 5Y*
- 6.48%
- 10Y*
- 23.25%
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Return for Risk
ELFW.DE vs. MSCI — Risk / Return Rank
ELFW.DE
MSCI
ELFW.DE vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) and MSCI Inc. (MSCI). 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 | MSCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | -0.31 | +1.06 |
Sortino ratioReturn per unit of downside risk | 1.08 | -0.23 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | -0.48 | +3.14 |
Martin ratioReturn relative to average drawdown | 10.28 | -0.99 | +11.27 |
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
| ELFW.DE | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.31 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.22 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.59 | +0.10 |
Correlation
The correlation between ELFW.DE and MSCI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ELFW.DE vs. MSCI - Dividend Comparison
ELFW.DE's dividend yield for the trailing twelve months is around 1.00%, less than MSCI's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | 1.00% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.37% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Drawdowns
ELFW.DE vs. MSCI - Drawdown Comparison
The maximum ELFW.DE drawdown since its inception was -33.59%, smaller than the maximum MSCI drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and MSCI.
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Drawdown Indicators
| ELFW.DE | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -69.06% | +35.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -18.07% | +9.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -43.74% | +21.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.74% | — |
Current DrawdownCurrent decline from peak | -4.05% | -15.30% | +11.25% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -13.12% | +8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 6.59% | -4.86% |
Volatility
ELFW.DE vs. MSCI - Volatility Comparison
The current volatility for Deka MSCI World UCITS ETF Dist (ELFW.DE) is 4.21%, while MSCI Inc. (MSCI) has a volatility of 6.55%. This indicates that ELFW.DE experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFW.DE | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 6.55% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 21.80% | -13.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 32.22% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 29.97% | -15.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 31.15% | -14.98% |