ELFW.DE vs. VTI

Last updated Apr 2, 2026

Compare and contrast key facts about Deka MSCI World UCITS ETF Dist (ELFW.DE) and Vanguard Total Stock Market ETF (VTI).

ELFW.DE and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both ELFW.DE and VTI 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. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI World UCITS ETF Dist (ELFW.DE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

ELFW.DE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ELFW.DE Deka MSCI World UCITS ETF Dist	-1.41%	7.57%	25.71%	19.97%	-14.02%	31.88%	5.44%	30.74%	-11.82%
VTI Vanguard Total Stock Market ETF	-1.80%	3.20%	31.98%	22.27%	-14.54%	35.08%	11.10%	33.62%	-12.06%

Different Trading Currencies

ELFW.DE is traded in EUR, while VTI is traded in USD. To make them comparable, the VTI 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 -1.41% return, which is significantly higher than VTI's -1.80% return.

ELFW.DE

• 1D: 2.09%
• 1M: -3.17%
• YTD: -1.41%
• 6M: 1.97%
• 1Y: 11.87%
• 3Y*: 14.83%
• 5Y*: 10.46%
• 10Y*: —

VTI

• 1D: 0.00%
• 1M: -3.05%
• YTD: -1.80%
• 6M: -0.11%
• 1Y: 10.15%
• 3Y*: 15.72%
• 5Y*: 11.02%
• 10Y*: 13.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ELFW.DE vs. VTI - Expense Ratio Comparison

ELFW.DE has a 0.31% expense ratio, which is higher than VTI's 0.03% expense ratio.

ELFW.DE

Deka MSCI World UCITS ETF Dist

VTI

Vanguard Total Stock Market ETF

Return for Risk

ELFW.DE vs. VTI — 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: 42
ELFW.DE Sharpe Ratio Rank: 36
ELFW.DE Sortino Ratio Rank: 34
ELFW.DE Omega Ratio Rank: 38
ELFW.DE Calmar Ratio Rank: 47
ELFW.DE Martin Ratio Rank: 55

VTI

VTI Risk / Return Rank: 54
VTI Sharpe Ratio Rank: 48
VTI Sortino Ratio Rank: 52
VTI Omega Ratio Rank: 56
VTI Calmar Ratio Rank: 51
VTI Martin Ratio Rank: 62

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio Return per unit of total volatility	0.73	0.48	+0.26
Sortino ratio Return per unit of downside risk	1.07	0.80	+0.27
Omega ratio Gain probability vs. loss probability	1.16	1.13	+0.03
Calmar ratio Return relative to maximum drawdown	1.36	0.73	+0.63
Martin ratio Return relative to average drawdown	5.97	3.07	+2.91
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. VTI - Sharpe Ratio Comparison

The current ELFW.DE Sharpe Ratio is 0.73, which is higher than the VTI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ELFW.DE and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ELFW.DE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.48	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.64	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.55	+0.13

Correlation

The correlation between ELFW.DE and VTI is 0.60, 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. VTI - Dividend Comparison

ELFW.DE's dividend yield for the trailing twelve months is around 1.00%, less than VTI's 1.16% 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%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Drawdowns

ELFW.DE vs. VTI - Drawdown Comparison

The maximum ELFW.DE drawdown since its inception was -33.59%, smaller than the maximum VTI drawdown of -51.46%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and VTI.

Drawdown Indicators

	ELFW.DE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-33.59%	-55.45%	+21.86%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-8.92%	-4.35%
Max Drawdown (5Y) Largest decline over 5 years	-21.81%	-25.36%	+3.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-4.10%	-5.39%	+1.29%
Average Drawdown Average peak-to-trough decline	-4.82%	-8.08%	+3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	2.62%	-0.62%

Volatility

ELFW.DE vs. VTI - Volatility Comparison

Deka MSCI World UCITS ETF Dist (ELFW.DE) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.40% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELFW.DE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	4.45%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.42%	10.07%	-1.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.14%	21.34%	-5.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.19%	17.22%	-3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	18.79%	-2.62%