ACU2.DE vs. D6RQ.DE
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, ACU2.DE returned 12.95%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.94 suggests significant overlap in exposure. ACU2.DE charges 0.35%/yr vs 0.25%/yr for D6RQ.DE.
Performance
ACU2.DE vs. D6RQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACU2.DE achieves a 13.23% return, which is significantly lower than D6RQ.DE's 14.41% return.
ACU2.DE
- 1D
- 0.31%
- 1M
- 6.00%
- YTD
- 13.23%
- 6M
- 13.20%
- 1Y
- 25.76%
- 3Y*
- 16.67%
- 5Y*
- 12.95%
- 10Y*
- 14.18%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
ACU2.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.23% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 11.78% |
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 ACU2.DE and D6RQ.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.94 |
The correlation between ACU2.DE and D6RQ.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACU2.DE vs. D6RQ.DE — Risk / Return Rank
ACU2.DE
D6RQ.DE
ACU2.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.
| ACU2.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.69 | -0.13 |
| Martin ratioReturn relative to average drawdown | 8.85 | 7.85 | +1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ACU2.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.23 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.97 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.09 | -0.18 |
Drawdowns
ACU2.DE vs. D6RQ.DE - Drawdown Comparison
The maximum ACU2.DE drawdown since its inception was -34.31%, 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 ACU2.DE and D6RQ.DE.
Loading charts...
Drawdown Indicators
| ACU2.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -27.29% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -12.28% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -27.29% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.98% | -27.29% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.31% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -5.82% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.22% | -1.34% |
Volatility
ACU2.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.21%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that ACU2.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.
Loading charts...
Volatility by Period
| ACU2.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.06% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 10.35% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 14.84% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 17.79% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 17.56% | -1.32% |
ACU2.DE vs. D6RQ.DE - Expense Ratio Comparison
ACU2.DE has a 0.35% expense ratio, which is higher than D6RQ.DE's 0.25% expense ratio.
Dividends
ACU2.DE vs. D6RQ.DE - Dividend Comparison
ACU2.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
Frequently Asked Questions
With a correlation of 0.90, ACU2.DE and D6RQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, D6RQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RQ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for ACU2.DE.
ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.35% for ACU2.DE and 0.25% for D6RQ.DE.
Find the right allocation for ACU2.DE and D6RQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer