EXSE.DE vs. ELFC.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 8.86%/yr for ELFC.DE. A 0.74 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.30%/yr for ELFC.DE.
Performance
EXSE.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, EXSE.DE has underperformed ELFC.DE with an annualized return of 7.21%, while ELFC.DE has yielded a comparatively higher 8.86% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
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 EXSE.DE and ELFC.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.74 |
Over the past year, the correlation between EXSE.DE and ELFC.DE has dropped to 0.54 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
EXSE.DE vs. ELFC.DE — Risk / Return Rank
EXSE.DE
ELFC.DE
EXSE.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.00 | -1.51 |
| Martin ratioReturn relative to average drawdown | 5.48 | 8.42 | -2.94 |
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
| EXSE.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.81 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.73 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.56 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.55 | -0.16 |
Drawdowns
EXSE.DE vs. ELFC.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for EXSE.DE and ELFC.DE.
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Drawdown Indicators
| EXSE.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -37.68% | -24.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -6.71% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -15.02% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -16.85% | -18.28% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -37.68% | -0.35% |
Current DrawdownCurrent decline from peak | -1.14% | -1.60% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -4.70% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.39% | +0.43% |
Volatility
EXSE.DE vs. ELFC.DE - Volatility Comparison
iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) has a higher volatility of 3.72% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that EXSE.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
| EXSE.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.62% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 8.07% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 11.12% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 13.76% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 16.40% | +0.94% |
EXSE.DE vs. ELFC.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
EXSE.DE vs. ELFC.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, less than ELFC.DE's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
Frequently Asked Questions
EXSE.DE and ELFC.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ELFC.DE.
EXSE.DE tracks STOXX® Europe Small 200, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.20% for EXSE.DE and 0.30% for ELFC.DE.
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