EXW3.DE vs. ELFC.DE
EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EXW3.DE returned 9.47%/yr vs 8.86%/yr for ELFC.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXW3.DE charges 0.52%/yr vs 0.30%/yr for ELFC.DE.
Performance
EXW3.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, EXW3.DE has outperformed ELFC.DE with an annualized return of 9.47%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
EXW3.DE
- 1D
- 0.65%
- 1M
- 4.48%
- YTD
- 10.62%
- 6M
- 13.23%
- 1Y
- 20.00%
- 3Y*
- 13.15%
- 5Y*
- 11.77%
- 10Y*
- 9.47%
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%
EXW3.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 10.62% | 18.18% | 7.31% | 14.20% | -1.53% | 25.70% | -6.57% | 28.28% | -10.54% | 9.15% |
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 EXW3.DE and ELFC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.72 |
Over the past year, the correlation between EXW3.DE and ELFC.DE has dropped to 0.47 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
EXW3.DE vs. ELFC.DE — Risk / Return Rank
EXW3.DE
ELFC.DE
EXW3.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.
| EXW3.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.00 | -0.90 |
| Martin ratioReturn relative to average drawdown | 7.39 | 8.42 | -1.03 |
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
| EXW3.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.81 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.73 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.55 | -0.36 |
Drawdowns
EXW3.DE vs. ELFC.DE - Drawdown Comparison
The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and ELFC.DE.
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Drawdown Indicators
| EXW3.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -37.68% | -20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -6.71% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -15.02% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -16.85% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -37.68% | +5.41% |
Current DrawdownCurrent decline from peak | -1.20% | -1.60% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -4.70% | -12.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.39% | +0.31% |
Volatility
EXW3.DE vs. ELFC.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that EXW3.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
| EXW3.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 2.62% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 8.07% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 11.12% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 13.76% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.40% | -0.96% |
EXW3.DE vs. ELFC.DE - Expense Ratio Comparison
EXW3.DE has a 0.52% expense ratio, which is higher than ELFC.DE's 0.30% expense ratio.
Dividends
EXW3.DE vs. ELFC.DE - Dividend Comparison
EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, 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% |
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 2.12% | 2.22% | 2.44% | 2.10% | 2.52% | 2.05% | 2.16% | 2.79% | 2.96% | 5.17% | 4.31% | 3.43% |
Frequently Asked Questions
EXW3.DE and ELFC.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFC.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFC.DE is cheaper with a 0.30% expense ratio, compared with 0.52% for EXW3.DE.
EXW3.DE tracks STOXX® Europe 50, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.52% for EXW3.DE and 0.30% for ELFC.DE.
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