36B6.DE vs. D6RQ.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.89 suggests significant overlap in exposure. 36B6.DE charges 0.20%/yr vs 0.25%/yr for D6RQ.DE.
Performance
36B6.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 36B6.DE having a 14.86% return and D6RQ.DE slightly lower at 14.41%.
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
36B6.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 12.32% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between 36B6.DE and D6RQ.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.89 |
The correlation between 36B6.DE and D6RQ.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. D6RQ.DE — Risk / Return Rank
36B6.DE
D6RQ.DE
36B6.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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.
| 36B6.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.69 | +0.40 |
| Martin ratioReturn relative to average drawdown | 10.29 | 7.85 | +2.44 |
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
| 36B6.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.23 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.97 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.09 | -0.23 |
Drawdowns
36B6.DE vs. D6RQ.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and D6RQ.DE.
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Drawdown Indicators
| 36B6.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -27.29% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -12.28% | +5.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -27.29% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -27.29% | +3.54% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.82% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.22% | -2.05% |
Volatility
36B6.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) is 3.79%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that 36B6.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B6.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.06% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 10.35% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 14.84% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 17.79% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.56% | -0.02% |
36B6.DE vs. D6RQ.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than D6RQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
36B6.DE vs. D6RQ.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, more than D6RQ.DE's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% |
Frequently Asked Questions
36B6.DE and D6RQ.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for D6RQ.DE.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.20% for 36B6.DE and 0.25% for D6RQ.DE.
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