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

Performance

XNZN.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.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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XNZN.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XNZN.DE
Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C
-5.03%1.04%3.46%12.19%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
9.44%17.73%-0.16%5.70%

Returns By Period

In the year-to-date period, XNZN.DE achieves a -5.03% return, which is significantly lower than ELFC.DE's 9.44% return.


XNZN.DE

1D
2.48%
1M
-2.00%
YTD
-5.03%
6M
-1.91%
1Y
-2.66%
3Y*
5Y*
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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XNZN.DE vs. ELFC.DE - Expense Ratio Comparison

XNZN.DE has a 0.15% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNZN.DE
XNZN.DE Risk / Return Rank: 99
Overall Rank
XNZN.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XNZN.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XNZN.DE Omega Ratio Rank: 88
Omega Ratio Rank
XNZN.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XNZN.DE Martin Ratio Rank: 88
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.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.


XNZN.DEELFC.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.15

1.58

-1.73

Sortino ratio

Return per unit of downside risk

-0.09

2.05

-2.13

Omega ratio

Gain probability vs. loss probability

0.99

1.31

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.16

1.83

-1.99

Martin ratio

Return relative to average drawdown

-0.44

7.20

-7.64

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

The current XNZN.DE Sharpe Ratio is -0.15, which is lower than the ELFC.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XNZN.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


XNZN.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.58

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.54

-0.31

Correlation

The correlation between XNZN.DE and ELFC.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XNZN.DE vs. ELFC.DE - Dividend Comparison

XNZN.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.20%.


TTM2025202420232022202120202019201820172016
XNZN.DE
Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

XNZN.DE vs. ELFC.DE - Drawdown Comparison

The maximum XNZN.DE drawdown since its inception was -23.90%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for XNZN.DE and ELFC.DE.


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Drawdown Indicators


XNZN.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-37.68%

+13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-11.55%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

Current Drawdown

Current decline from peak

-14.23%

-1.16%

-13.07%

Average Drawdown

Average peak-to-trough decline

-6.97%

-4.77%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.93%

+1.81%

Volatility

XNZN.DE vs. ELFC.DE - Volatility Comparison

Xtrackers Nordic Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZN.DE) has a higher volatility of 6.34% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 4.01%. This indicates that XNZN.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


XNZN.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

4.01%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

8.11%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

13.34%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

13.80%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

16.59%

-0.58%