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D6RD.DE vs. ELFW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RD.DE vs. ELFW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Future Energy ESG UCITS ETF (D6RD.DE) and Deka MSCI World UCITS ETF Dist (ELFW.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RD.DE vs. ELFW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

D6RD.DE
D6RD.DE Risk / Return Rank: 9494
Overall Rank
D6RD.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
D6RD.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
D6RD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
D6RD.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
D6RD.DE Martin Ratio Rank: 9696
Martin Ratio Rank

ELFW.DE
ELFW.DE Risk / Return Rank: 6868
Overall Rank
ELFW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 7575
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.

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.DEELFW.DEDifference
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

D6RD.DE vs. ELFW.DE - Sharpe Ratio Comparison

The current D6RD.DE Sharpe Ratio is 3.82, which is higher than the ELFW.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of D6RD.DE and ELFW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D6RD.DEELFW.DEDifference

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.DEELFW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.87%

-0.35%

-2.52%

Average Drawdown

Average peak-to-trough decline

-35.16%

-4.73%

-30.43%

Ulcer Index

Depth 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.DEELFW.DEDifference

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.


PositionTTM2025202420232022202120202019
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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