EXSI.DE vs. ELFC.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - EXSI.DE tracks the EURO STOXX® while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EXSI.DE returned 10.25%/yr vs 8.86%/yr for ELFC.DE. A 0.80 correlation means they provide meaningful diversification when combined. EXSI.DE charges 0.20%/yr vs 0.30%/yr for ELFC.DE.
Performance
EXSI.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, EXSI.DE has outperformed ELFC.DE with an annualized return of 10.25%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 4.58%
- YTD
- 8.62%
- 6M
- 10.61%
- 1Y
- 17.86%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
EXSI.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
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 EXSI.DE and ELFC.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.80 |
Over the past year, the correlation between EXSI.DE and ELFC.DE has dropped to 0.55 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
EXSI.DE vs. ELFC.DE — Risk / Return Rank
EXSI.DE
ELFC.DE
EXSI.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.00 | -1.30 |
| Martin ratioReturn relative to average drawdown | 6.24 | 8.42 | -2.18 |
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
| EXSI.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.81 | -0.58 |
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 | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.55 | -0.18 |
Drawdowns
EXSI.DE vs. ELFC.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and ELFC.DE.
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Drawdown Indicators
| EXSI.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -37.68% | -22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -6.71% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -15.02% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -16.85% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -37.68% | -0.49% |
Current DrawdownCurrent decline from peak | -0.45% | -1.60% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -4.70% | -9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.39% | +0.47% |
Volatility
EXSI.DE vs. ELFC.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that EXSI.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
| EXSI.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 2.62% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 8.07% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 11.12% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.76% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 16.40% | +0.80% |
EXSI.DE vs. ELFC.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
EXSI.DE vs. ELFC.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, 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% |
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
Frequently Asked Questions
EXSI.DE and ELFC.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ELFC.DE.
EXSI.DE tracks EURO STOXX®, 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 EXSI.DE and 0.30% for ELFC.DE.
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