ETDD.DE vs. ELFC.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - ETDD.DE tracks the EURO STOXX® 50 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, ETDD.DE returned 10.39%/yr vs 8.86%/yr for ELFC.DE. A 0.77 correlation means they provide meaningful diversification when combined. ETDD.DE charges 0.18%/yr vs 0.30%/yr for ELFC.DE.
Performance
ETDD.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETDD.DE achieves a 7.30% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, ETDD.DE has outperformed ELFC.DE with an annualized return of 10.39%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
ELFC.DE
- 1D
- -0.33%
- 1M
- -0.31%
- YTD
- 12.62%
- 6M
- 11.95%
- 1Y
- 20.69%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
ETDD.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 23.67% | -2.97% | 29.87% | -12.20% | 9.80% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
Correlation
The correlation between ETDD.DE and ELFC.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.77 |
Over the past year, the correlation between ETDD.DE and ELFC.DE has dropped to 0.52 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
ETDD.DE vs. ELFC.DE — Risk / Return Rank
ETDD.DE
ELFC.DE
ETDD.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.
| ETDD.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.00 | -1.56 |
| Martin ratioReturn relative to average drawdown | 4.89 | 8.42 | -3.53 |
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
| ETDD.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.81 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.73 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.55 | -0.15 |
Drawdowns
ETDD.DE vs. ELFC.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.45%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and ELFC.DE.
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Drawdown Indicators
| ETDD.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -37.68% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -6.71% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -15.02% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -16.85% | -6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -37.68% | -0.77% |
Current DrawdownCurrent decline from peak | -0.45% | -1.60% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -4.70% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.39% | +0.84% |
Volatility
ETDD.DE vs. ELFC.DE - Volatility Comparison
BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 5.00% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETDD.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 2.62% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 8.07% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 11.12% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 13.76% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.40% | +1.91% |
ETDD.DE vs. ELFC.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
ETDD.DE vs. ELFC.DE - Dividend Comparison
ETDD.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ETDD.DE and ELFC.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for ELFC.DE.
ETDD.DE tracks EURO STOXX® 50, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: BNP Paribas and Deka. Their fees differ too: 0.18% for ETDD.DE and 0.30% for ELFC.DE.
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