IUSZ.DE vs. ELFC.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - IUSZ.DE tracks the FTSE 100 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 10.14%/yr for ELFC.DE. A 0.71 correlation means they provide meaningful diversification when combined. IUSZ.DE charges 0.07%/yr vs 0.30%/yr for ELFC.DE.
Performance
IUSZ.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than ELFC.DE's 12.62% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
ELFC.DE
- 1D
- -0.33%
- 1M
- -0.31%
- YTD
- 12.62%
- 6M
- 11.95%
- 1Y
- 20.69%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
IUSZ.DE vs. ELFC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.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 (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.71 |
Over the past year, the correlation between IUSZ.DE and ELFC.DE has dropped to 0.47 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
IUSZ.DE vs. ELFC.DE — Risk / Return Rank
IUSZ.DE
ELFC.DE
IUSZ.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.00 | -1.26 |
| Martin ratioReturn relative to average drawdown | 5.71 | 8.42 | -2.71 |
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
| IUSZ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.81 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.73 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.55 | -0.11 |
Drawdowns
IUSZ.DE vs. ELFC.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and ELFC.DE.
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Drawdown Indicators
| IUSZ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -37.68% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -6.71% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -15.02% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -16.85% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.68% | — |
Current DrawdownCurrent decline from peak | -2.94% | -1.60% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.70% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.39% | +0.12% |
Volatility
IUSZ.DE vs. ELFC.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that IUSZ.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
| IUSZ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 2.62% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 8.07% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.12% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 13.76% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.40% | -0.08% |
IUSZ.DE vs. ELFC.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
IUSZ.DE vs. ELFC.DE - Dividend Comparison
IUSZ.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
Frequently Asked Questions
IUSZ.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, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for ELFC.DE.
IUSZ.DE tracks FTSE 100, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.07% for IUSZ.DE and 0.30% for ELFC.DE.
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