D6RD.DE vs. EL42.DE
D6RD.DE (Deka Future Energy ESG UCITS ETF) and EL42.DE (Deka MSCI Europe UCITS ETF) are both exchange-traded funds - D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG, while EL42.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 3 years, D6RD.DE returned 9.84%/yr vs 13.43%/yr for EL42.DE. A 0.54 correlation means they provide meaningful diversification when combined. D6RD.DE charges 0.55%/yr vs 0.30%/yr for EL42.DE.
Performance
D6RD.DE vs. EL42.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RD.DE achieves a 48.10% return, which is significantly higher than EL42.DE's 7.59% return.
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
EL42.DE
- 1D
- 0.56%
- 1M
- 1.11%
- YTD
- 7.59%
- 6M
- 9.92%
- 1Y
- 15.89%
- 3Y*
- 13.43%
- 5Y*
- 9.71%
- 10Y*
- 8.94%
D6RD.DE vs. EL42.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
EL42.DE Deka MSCI Europe UCITS ETF | 7.59% | 20.03% | 7.79% | 15.64% | 5.33% |
Correlation
The correlation between D6RD.DE and EL42.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.54 |
The correlation between D6RD.DE and EL42.DE has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
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Return for Risk
D6RD.DE vs. EL42.DE — Risk / Return Rank
D6RD.DE
EL42.DE
D6RD.DE vs. EL42.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Future Energy ESG UCITS ETF (D6RD.DE) and Deka MSCI Europe UCITS ETF (EL42.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.
| D6RD.DE | EL42.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.24 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 11.04 | 1.67 | +9.37 |
| Martin ratioReturn relative to average drawdown | 39.49 | 6.24 | +33.25 |
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
| D6RD.DE | EL42.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.82 | 1.25 | +2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.60 | -0.39 |
Drawdowns
D6RD.DE vs. EL42.DE - Drawdown Comparison
The maximum D6RD.DE drawdown since its inception was -59.57%, which is greater than EL42.DE's maximum drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for D6RD.DE and EL42.DE.
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Drawdown Indicators
| D6RD.DE | EL42.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.57% | -35.85% | -23.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -9.57% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -45.63% | -16.42% | -29.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.85% | — |
Current DrawdownCurrent decline from peak | -2.87% | -1.52% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -35.16% | -5.32% | -29.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.56% | -0.07% |
Volatility
D6RD.DE vs. EL42.DE - Volatility Comparison
Deka Future Energy ESG UCITS ETF (D6RD.DE) has a higher volatility of 10.63% compared to Deka MSCI Europe UCITS ETF (EL42.DE) at 4.22%. This indicates that D6RD.DE's price experiences larger fluctuations and is considered to be riskier than EL42.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D6RD.DE | EL42.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 4.22% | +6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.24% | 10.55% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.71% | 12.74% | +12.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.13% | 14.21% | +11.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.13% | 15.56% | +10.57% |
D6RD.DE vs. EL42.DE - Expense Ratio Comparison
D6RD.DE has a 0.55% expense ratio, which is higher than EL42.DE's 0.30% expense ratio.
Dividends
D6RD.DE vs. EL42.DE - Dividend Comparison
D6RD.DE's dividend yield for the trailing twelve months is around 0.34%, less than EL42.DE's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL42.DE Deka MSCI Europe UCITS ETF | 2.15% | 2.31% | 2.64% | 2.59% | 2.78% | 2.09% | 1.94% | 2.76% | 3.41% | 2.72% | 3.00% | 2.69% |
Frequently Asked Questions
D6RD.DE and EL42.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL42.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL42.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for D6RD.DE.
D6RD.DE is categorized as Energy Equities, while EL42.DE is Europe Equities. D6RD.DE tracks Solactive Future Energy ESG, while EL42.DE tracks MSCI Europe. Their fees differ too: 0.55% for D6RD.DE and 0.30% for EL42.DE.
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