EXV1.DE vs. ELFB.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and ELFB.DE (Deka Oekom Euro Nachhaltigkeit UCITS ETF) are both exchange-traded funds - EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while ELFB.DE is a Europe Equities fund tracking the Solactive Eurozone Sustainability. Both are passively managed. Over the past 10 years, EXV1.DE returned 14.23%/yr vs 12.75%/yr for ELFB.DE. A 0.73 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.40%/yr for ELFB.DE.
Performance
EXV1.DE vs. ELFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV1.DE achieves a 7.43% return, which is significantly lower than ELFB.DE's 9.36% return. Over the past 10 years, EXV1.DE has outperformed ELFB.DE with an annualized return of 14.23%, while ELFB.DE has yielded a comparatively lower 12.75% annualized return.
EXV1.DE
- 1D
- 0.48%
- 1M
- 6.06%
- YTD
- 7.43%
- 6M
- 14.49%
- 1Y
- 41.06%
- 3Y*
- 42.40%
- 5Y*
- 27.92%
- 10Y*
- 14.23%
ELFB.DE
- 1D
- 0.83%
- 1M
- 7.13%
- YTD
- 9.36%
- 6M
- 11.64%
- 1Y
- 24.35%
- 3Y*
- 25.21%
- 5Y*
- 16.33%
- 10Y*
- 12.75%
EXV1.DE vs. ELFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 7.43% | 77.02% | 32.97% | 26.28% | 1.84% | 37.98% | -24.54% | 15.17% | -25.82% | 11.63% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 9.36% | 34.04% | 20.63% | 31.85% | -15.46% | 31.62% | -2.71% | 29.39% | -17.15% | 10.98% |
Correlation
The correlation between EXV1.DE and ELFB.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2015 | 0.73 |
The correlation between EXV1.DE and ELFB.DE shifts across timeframes, from 0.73 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EXV1.DE vs. ELFB.DE — Risk / Return Rank
EXV1.DE
ELFB.DE
EXV1.DE vs. ELFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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.
| EXV1.DE | ELFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.93 | +0.62 |
| Martin ratioReturn relative to average drawdown | 8.70 | 6.88 | +1.82 |
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
| EXV1.DE | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.28 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.82 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.64 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.56 | -0.45 |
Drawdowns
EXV1.DE vs. ELFB.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than ELFB.DE's maximum drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and ELFB.DE.
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Drawdown Indicators
| EXV1.DE | ELFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.30% | -42.72% | -39.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -12.55% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -16.40% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -28.12% | -29.56% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -42.72% | -13.42% |
Current DrawdownCurrent decline from peak | -1.37% | -0.37% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -44.64% | -7.15% | -37.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 3.53% | +1.18% |
Volatility
EXV1.DE vs. ELFB.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.77% compared to Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) at 5.34%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than ELFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXV1.DE | ELFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 5.34% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 15.10% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 18.91% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 19.73% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 20.99% | +4.04% |
EXV1.DE vs. ELFB.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than ELFB.DE's 0.40% expense ratio.
Dividends
EXV1.DE vs. ELFB.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, more than ELFB.DE's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.02% | 2.18% | 2.63% | 2.73% | 3.03% | 1.78% | 1.12% | 3.22% | 3.60% | 2.56% | 2.77% | 0.00% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
Frequently Asked Questions
EXV1.DE and ELFB.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFB.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFB.DE is cheaper with a 0.40% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE is categorized as Financials Equities, while ELFB.DE is Europe Equities. EXV1.DE tracks STOXX® Europe 600 Banks, while ELFB.DE tracks Solactive Eurozone Sustainability. They also come from different issuers: iShares and Deka. Their fees differ too: 0.47% for EXV1.DE and 0.40% for ELFB.DE.
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