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VALD.DE vs. ELFC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VALD.DE vs. ELFC.DE

Last updated Apr 2, 2026

Compare and contrast key facts about BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE).

VALD.DE and ELFC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VALD.DE is a passively managed fund by BNP Paribas that tracks the performance of the BNP Paribas Value Europe ESG. It was launched on Jan 31, 2017. ELFC.DE is a passively managed fund by Deka that tracks the performance of the EURO iSTOXX® ex Financials High Dividend 50. It was launched on Sep 15, 2015. Both VALD.DE and ELFC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VALD.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

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VALD.DE vs. ELFC.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF		4.08%23.55%9.23%14.92%-19.23%22.97%-11.91%15.41%-11.48%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF		9.44%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.64%

Returns By Period

In the year-to-date period, VALD.DE achieves a 4.08% return, which is significantly lower than ELFC.DE's 9.44% return.

VALD.DE

1D
1.73%
1M
-2.17%
YTD
4.08%
6M
8.30%
1Y
18.14%
3Y*
15.91%
5Y*
8.01%
10Y*
—

ELFC.DE

1D
0.78%
1M
-0.09%
YTD
9.44%
6M
15.86%
1Y
21.10%
3Y*
10.99%
5Y*
10.35%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNP Paribas Easy ESG Value Europe UCITS ETF

Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF

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Often compared with ELFC.DE:
ELFC.DE vs. VHYL.ASELFC.DE vs. LYYA.DEELFC.DE vs. XESD.DEELFC.DE vs. XNZN.DEELFC.DE vs. CEMT.DEELFC.DE vs. EL4G.DEELFC.DE vs. ZPRX.DE

VALD.DE vs. ELFC.DE - Expense Ratio Comparison

Both VALD.DE and ELFC.DE have an expense ratio of 0.30%.

VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF

Return for Risk

VALD.DE vs. ELFC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VALD.DE
VALD.DE Risk / Return Rank: 5656
Overall Rank
VALD.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VALD.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
VALD.DE Omega Ratio Rank: 7171
Omega Ratio Rank
VALD.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
VALD.DE Martin Ratio Rank: 6161
Martin Ratio Rank
ELFC.DE
ELFC.DE Risk / Return Rank: 7272
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 7676
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VALD.DE vs. ELFC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.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.

VALD.DEELFC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.58

-0.52

Sortino ratio

Return per unit of downside risk

1.27

2.05

-0.78

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.83

-0.46

Martin ratio

Return relative to average drawdown

6.82

7.20

-0.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALD.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current VALD.DE Sharpe Ratio is 1.06, which is lower than the ELFC.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VALD.DE and ELFC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VALD.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.58

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.74

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.55

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.54

-0.05

Correlation

The correlation between VALD.DE and ELFC.DE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VALD.DE vs. ELFC.DE - Dividend Comparison

VALD.DE's dividend yield for the trailing twelve months is around 3.23%, less than ELFC.DE's 4.20% yield.

TTM2025202420232022202120202019201820172016
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF		3.23%3.36%3.35%3.36%3.99%2.18%5.01%4.92%4.75%0.00%0.00%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF		4.20%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Drawdowns

VALD.DE vs. ELFC.DE - Drawdown Comparison

The maximum VALD.DE drawdown since its inception was -40.63%, 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 VALD.DE and ELFC.DE.

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Drawdown Indicators

VALD.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.63%

-37.68%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-11.55%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-16.85%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.68%

—

Current Drawdown

Current decline from peak

-3.33%

-1.16%

-2.17%

Average Drawdown

Average peak-to-trough decline

-7.21%

-4.77%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.93%

-0.16%

Volatility

VALD.DE vs. ELFC.DE - Volatility Comparison

BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) has a higher volatility of 4.98% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 4.01%. This indicates that VALD.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

VALD.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.01%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

8.11%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

13.34%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

13.80%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.09%

16.59%

+16.50%