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ELFW.DE vs. TDIV.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ELFW.DE vs. TDIV.AS

Last updated Apr 3, 2026

Compare and contrast key facts about Deka MSCI World UCITS ETF Dist (ELFW.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS).

ELFW.DE and TDIV.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018. TDIV.AS is a passively managed fund by VanEck that tracks the performance of the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. It was launched on May 23, 2016. Both ELFW.DE and TDIV.AS 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

ELFW.DE vs. TDIV.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI World UCITS ETF Dist (ELFW.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

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ELFW.DE vs. TDIV.AS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		10.13%24.40%15.98%10.91%16.18%27.85%-10.17%20.97%-8.61%

Returns By Period

In the year-to-date period, ELFW.DE achieves a -1.36% return, which is significantly lower than TDIV.AS's 10.13% 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*
—

TDIV.AS

1D
0.57%
1M
2.25%
YTD
10.13%
6M
18.60%
1Y
25.01%
3Y*
20.42%
5Y*
18.09%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Deka MSCI World UCITS ETF Dist

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF

Often compared with ELFW.DE:
ELFW.DE vs. IWDA.ASELFW.DE vs. VGTELFW.DE vs. CSPX.LELFW.DE vs. VTIELFW.DE vs. MSCIELFW.DE vs. MWRD.LELFW.DE vs. SWDA.L
Often compared with TDIV.AS:
TDIV.AS vs. VHYL.ASTDIV.AS vs. SCHDTDIV.AS vs. JGPI.DETDIV.AS vs. FUSD.LTDIV.AS vs. VUSA.MITDIV.AS vs. QYLE.DETDIV.AS vs. MLPD.L

ELFW.DE vs. TDIV.AS - Expense Ratio Comparison

ELFW.DE has a 0.31% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.

TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
ELFW.DE
Deka MSCI World UCITS ETF Dist

Return for Risk

ELFW.DE vs. TDIV.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ELFW.DE
ELFW.DE Risk / Return Rank: 5353
Overall Rank
ELFW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 3838
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 7979
Martin Ratio Rank
TDIV.AS
TDIV.AS Risk / Return Rank: 9191
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8282
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 9090
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9999
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 9898
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.

ELFW.DE vs. TDIV.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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.DETDIV.ASDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.82

-1.07

Sortino ratio

Return per unit of downside risk

1.08

2.25

-1.17

Omega ratio

Gain probability vs. loss probability

1.16

1.40

-0.24

Calmar ratio

Return relative to maximum drawdown

2.66

10.58

-7.92

Martin ratio

Return relative to average drawdown

10.28

32.61

-22.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELFW.DE vs. TDIV.AS - Sharpe Ratio Comparison

The current ELFW.DE Sharpe Ratio is 0.74, which is lower than the TDIV.AS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ELFW.DE and TDIV.AS, 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

ELFW.DETDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.82

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.47

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.85

-0.17

Correlation

The correlation between ELFW.DE and TDIV.AS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ELFW.DE vs. TDIV.AS - Dividend Comparison

ELFW.DE's dividend yield for the trailing twelve months is around 1.00%, less than TDIV.AS's 3.30% yield.

TTM2025202420232022202120202019201820172016
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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		3.30%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%

Drawdowns

ELFW.DE vs. TDIV.AS - Drawdown Comparison

The maximum ELFW.DE drawdown since its inception was -33.59%, smaller than the maximum TDIV.AS drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and TDIV.AS.

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Drawdown Indicators

ELFW.DETDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-36.06%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-11.06%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-15.26%

-6.55%

Current Drawdown

Current decline from peak

-4.05%

-0.24%

-3.81%

Average Drawdown

Average peak-to-trough decline

-4.82%

-3.98%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.31%

+0.42%

Volatility

ELFW.DE vs. TDIV.AS - Volatility Comparison

Deka MSCI World UCITS ETF Dist (ELFW.DE) has a higher volatility of 4.21% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 3.26%. This indicates that ELFW.DE's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ELFW.DETDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.26%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

6.55%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

13.61%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

12.11%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

14.39%

+1.78%