ITB.DE vs. ELFE.DE
ITB.DE (Imperial Brands PLC) is a stock, while ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) is Government Bonds fund tracking the Solactive US Treasury 7-10 Q Series USD. Over the past 5 years, ITB.DE returned 19.78%/yr vs 0.02%/yr for ELFE.DE. At a correlation of -0.05, they often move in opposite directions.
Performance
ITB.DE vs. ELFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ITB.DE achieves a -10.68% return, which is significantly lower than ELFE.DE's 0.55% return.
ITB.DE
- 1D
- -0.64%
- 1M
- -3.28%
- YTD
- -10.68%
- 6M
- -15.31%
- 1Y
- -2.37%
- 3Y*
- 24.44%
- 5Y*
- 19.78%
- 10Y*
- —
ELFE.DE
- 1D
- 0.13%
- 1M
- 0.62%
- YTD
- 0.55%
- 6M
- -0.26%
- 1Y
- 1.89%
- 3Y*
- -0.01%
- 5Y*
- 0.02%
- 10Y*
- —
ITB.DE vs. ELFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ITB.DE Imperial Brands PLC | -10.68% | 24.75% | 58.83% | -1.47% | 28.37% | 25.08% | -11.05% | -3.47% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -3.68% | 5.37% | 0.04% | -9.38% | 5.11% | -0.09% | -4.86% |
Correlation
The correlation between ITB.DE and ELFE.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2019 | -0.05 |
The correlation between ITB.DE and ELFE.DE shifts across timeframes, from -0.05 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ITB.DE vs. ELFE.DE — Risk / Return Rank
ITB.DE
ELFE.DE
ITB.DE vs. ELFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (ITB.DE) and Deka US Treasury 7-10 UCITS ETF (ELFE.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.
| ITB.DE | ELFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.42 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.34 | 1.04 | -1.38 |
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
| ITB.DE | ELFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.31 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.00 | +0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.13 | +0.56 |
Drawdowns
ITB.DE vs. ELFE.DE - Drawdown Comparison
The maximum ITB.DE drawdown since its inception was -49.50%, which is greater than ELFE.DE's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for ITB.DE and ELFE.DE.
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Drawdown Indicators
| ITB.DE | ELFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -20.67% | -28.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -4.53% | -13.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.70% | -10.45% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -15.39% | -7.04% |
Current DrawdownCurrent decline from peak | -17.22% | -15.66% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -12.73% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 1.81% | +5.19% |
Volatility
ITB.DE vs. ELFE.DE - Volatility Comparison
Imperial Brands PLC (ITB.DE) has a higher volatility of 7.94% compared to Deka US Treasury 7-10 UCITS ETF (ELFE.DE) at 1.17%. This indicates that ITB.DE's price experiences larger fluctuations and is considered to be riskier than ELFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITB.DE | ELFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 1.17% | +6.77% |
Volatility (6M)Calculated over the trailing 6-month period | 16.07% | 4.19% | +11.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 6.08% | +13.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 9.00% | +11.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 8.73% | +16.32% |
Dividends
ITB.DE vs. ELFE.DE - Dividend Comparison
ITB.DE's dividend yield for the trailing twelve months is around 6.93%, more than ELFE.DE's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.36% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% | 0.00% |
ITB.DE Imperial Brands PLC | 6.93% | 6.62% | 6.71% | 9.08% | 8.22% | 9.51% | 12.34% | 12.02% | 3.23% |
Frequently Asked Questions
ITB.DE and ELFE.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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