EXXV.DE vs. ELFC.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 8.86%/yr for ELFC.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.30%/yr for ELFC.DE.
Performance
EXXV.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, EXXV.DE has outperformed ELFC.DE with an annualized return of 10.77%, while ELFC.DE has yielded a comparatively lower 8.86% annualized return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
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%
EXXV.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
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 EXXV.DE and ELFC.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
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 |
The correlation between EXXV.DE and ELFC.DE shifts across timeframes, from 0.58 (1 year) to 0.78 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXXV.DE vs. ELFC.DE — Risk / Return Rank
EXXV.DE
ELFC.DE
EXXV.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.00 | -1.43 |
| Martin ratioReturn relative to average drawdown | 5.56 | 8.42 | -2.86 |
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
| EXXV.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.81 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.09 |
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 | 0.31 | 0.55 | -0.24 |
Drawdowns
EXXV.DE vs. ELFC.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and ELFC.DE.
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Drawdown Indicators
| EXXV.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -37.68% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -6.71% | -4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -15.02% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -16.85% | -11.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -37.68% | -0.32% |
Current DrawdownCurrent decline from peak | -0.86% | -1.60% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -4.70% | -10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.39% | +0.74% |
Volatility
EXXV.DE vs. ELFC.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that EXXV.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
| EXXV.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 2.62% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 8.07% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.12% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 13.76% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 16.40% | +1.68% |
EXXV.DE vs. ELFC.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than ELFC.DE's 0.30% expense ratio.
Dividends
EXXV.DE vs. ELFC.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, 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% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
Frequently Asked Questions
EXXV.DE and ELFC.DE have a correlation of 0.58, 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 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.43% for EXXV.DE and 0.30% for ELFC.DE.
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