D6RD.DE vs. LYM9.DE

Last updated Jun 5, 2026

D6RD.DE (Deka Future Energy ESG UCITS ETF) and LYM9.DE (Amundi MSCI New Energy ESG Screened UCITS ETF Dist) are both Energy Equities funds - D6RD.DE tracks the Solactive Future Energy ESG while LYM9.DE tracks the MSCI ACWI IMI New Energy ESG Filtered. Both are passively managed. Over the past 3 years, D6RD.DE returned 9.84%/yr vs 8.72%/yr for LYM9.DE. Their correlation of 0.84 suggests significant overlap in exposure. D6RD.DE charges 0.55%/yr vs 0.60%/yr for LYM9.DE.

Performance

D6RD.DE vs. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, D6RD.DE achieves a 48.10% return, which is significantly higher than LYM9.DE's 37.23% return.

D6RD.DE

• 1D: -2.87%
• 1M: 13.40%
• YTD: 48.10%
• 6M: 49.56%
• 1Y: 100.22%
• 3Y*: 9.84%
• 5Y*: —
• 10Y*: —

LYM9.DE

• 1D: -2.36%
• 1M: 0.87%
• YTD: 37.23%
• 6M: 36.72%
• 1Y: 74.72%
• 3Y*: 8.72%
• 5Y*: 3.61%
• 10Y*: 11.14%

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

D6RD.DE vs. LYM9.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%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	37.23%	29.63%	-7.97%	-21.17%	-4.32%

Correlation

The correlation between D6RD.DE and LYM9.DE is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022	0.84

The correlation between D6RD.DE and LYM9.DE shifts across timeframes, from 0.74 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

D6RD.DE vs. LYM9.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: 94
D6RD.DE Sharpe Ratio Rank: 95
D6RD.DE Sortino Ratio Rank: 93
D6RD.DE Omega Ratio Rank: 91
D6RD.DE Calmar Ratio Rank: 97
D6RD.DE Martin Ratio Rank: 96

LYM9.DE

LYM9.DE Risk / Return Rank: 94
LYM9.DE Sharpe Ratio Rank: 94
LYM9.DE Sortino Ratio Rank: 92
LYM9.DE Omega Ratio Rank: 91
LYM9.DE Calmar Ratio Rank: 96
LYM9.DE Martin Ratio Rank: 95

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. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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	LYM9.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.82	3.65	+0.18
Sortino ratio: Return per unit of downside risk	4.58	4.46	+0.12
Omega ratio: Gain probability vs. loss probability	1.58	1.59	-0.02
Calmar ratio: Return relative to maximum drawdown	11.04	9.45	+1.59
Martin ratio: Return relative to average drawdown	39.49	31.90	+7.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D6RD.DE vs. LYM9.DE - Sharpe Ratio Comparison

The current D6RD.DE Sharpe Ratio is 3.82, which is comparable to the LYM9.DE Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of D6RD.DE and LYM9.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.

Sharpe Ratios by Period

	D6RD.DE	LYM9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.82	3.65	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.05	+0.15

Drawdowns

D6RD.DE vs. LYM9.DE - Drawdown Comparison

The maximum D6RD.DE drawdown since its inception was -59.57%, smaller than the maximum LYM9.DE drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for D6RD.DE and LYM9.DE.

Drawdown Indicators

	D6RD.DE	LYM9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-59.57%	-72.01%	+12.44%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-7.81%	-1.10%
Max Drawdown (3Y) Largest decline over 3 years	-45.63%	-41.61%	-4.02%
Max Drawdown (5Y) Largest decline over 5 years	—	-55.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.00%	—
Current Drawdown Current decline from peak	-2.87%	-2.77%	-0.10%
Average Drawdown Average peak-to-trough decline	-35.16%	-42.85%	+7.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.32%	+0.17%

Volatility

D6RD.DE vs. LYM9.DE - Volatility Comparison

Deka Future Energy ESG UCITS ETF (D6RD.DE) has a higher volatility of 10.63% compared to Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) at 7.97%. This indicates that D6RD.DE's price experiences larger fluctuations and is considered to be riskier than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D6RD.DE	LYM9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.63%	7.97%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	18.24%	15.84%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	25.71%	20.25%	+5.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.13%	22.20%	+3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.13%	21.82%	+4.31%

D6RD.DE vs. LYM9.DE - Expense Ratio Comparison

D6RD.DE has a 0.55% expense ratio, which is lower than LYM9.DE's 0.60% expense ratio.

Dividends

D6RD.DE vs. LYM9.DE - Dividend Comparison

D6RD.DE's dividend yield for the trailing twelve months is around 0.34%, more than LYM9.DE's 0.31% 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%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.31%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%

Frequently Asked Questions

Can I hold both D6RD.DE and LYM9.DE in my portfolio?

D6RD.DE and LYM9.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, D6RD.DE or LYM9.DE?

On fees, D6RD.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, D6RD.DE or LYM9.DE?

D6RD.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for LYM9.DE.

What is the main difference between D6RD.DE and LYM9.DE?

D6RD.DE tracks Solactive Future Energy ESG, while LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.55% for D6RD.DE and 0.60% for LYM9.DE.