D6RD.DE vs. ELFW.DE
D6RD.DE (Deka Future Energy ESG UCITS ETF) and ELFW.DE (Deka MSCI World UCITS ETF Dist) are both exchange-traded funds - D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG, while ELFW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, D6RD.DE returned 9.84%/yr vs 17.24%/yr for ELFW.DE. A 0.57 correlation means they provide meaningful diversification when combined. D6RD.DE charges 0.55%/yr vs 0.31%/yr for ELFW.DE.
Performance
D6RD.DE vs. ELFW.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 ELFW.DE's 10.68% return.
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
ELFW.DE
- 1D
- -0.02%
- 1M
- 3.61%
- YTD
- 10.68%
- 6M
- 10.77%
- 1Y
- 23.36%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- —
D6RD.DE vs. ELFW.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% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 10.68% | 7.57% | 25.71% | 19.97% | -2.10% |
Correlation
The correlation between D6RD.DE and ELFW.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.57 |
The correlation between D6RD.DE and ELFW.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
D6RD.DE vs. ELFW.DE — Risk / Return Rank
D6RD.DE
ELFW.DE
D6RD.DE vs. ELFW.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 World UCITS ETF Dist (ELFW.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 | ELFW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.39 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 11.04 | 3.49 | +7.54 |
| Martin ratioReturn relative to average drawdown | 39.49 | 14.07 | +25.42 |
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 | ELFW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.82 | 2.09 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.77 | -0.57 |
Drawdowns
D6RD.DE vs. ELFW.DE - Drawdown Comparison
The maximum D6RD.DE drawdown since its inception was -59.57%, which is greater than ELFW.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for D6RD.DE and ELFW.DE.
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Drawdown Indicators
| D6RD.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.57% | -33.59% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -6.68% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -45.63% | -21.81% | -23.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.81% | — |
Current DrawdownCurrent decline from peak | -2.87% | -0.35% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -35.16% | -4.73% | -30.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.66% | +0.83% |
Volatility
D6RD.DE vs. ELFW.DE - Volatility Comparison
Deka Future Energy ESG UCITS ETF (D6RD.DE) has a higher volatility of 10.63% compared to Deka MSCI World UCITS ETF Dist (ELFW.DE) at 2.60%. This indicates that D6RD.DE's price experiences larger fluctuations and is considered to be riskier than ELFW.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 | ELFW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 2.60% | +8.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.24% | 7.74% | +10.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.71% | 11.14% | +14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.13% | 14.15% | +11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.13% | 16.07% | +10.06% |
D6RD.DE vs. ELFW.DE - Expense Ratio Comparison
D6RD.DE has a 0.55% expense ratio, which is higher than ELFW.DE's 0.31% expense ratio.
Dividends
D6RD.DE vs. ELFW.DE - Dividend Comparison
D6RD.DE's dividend yield for the trailing twelve months is around 0.34%, less than ELFW.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 0.89% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% |
Frequently Asked Questions
D6RD.DE and ELFW.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFW.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFW.DE is cheaper with a 0.31% expense ratio, compared with 0.55% for D6RD.DE.
D6RD.DE is categorized as Energy Equities, while ELFW.DE is Global Equities. D6RD.DE tracks Solactive Future Energy ESG, while ELFW.DE tracks MSCI World. Their fees differ too: 0.55% for D6RD.DE and 0.31% for ELFW.DE.
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