PortfoliosLab logoPortfoliosLab logo
D6RD.DE vs. S0LR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RD.DE vs. S0LR.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 Invesco Solar Energy UCITS ETF Acc (S0LR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, D6RD.DE achieves a 48.10% return, which is significantly higher than S0LR.DE's 39.14% return.


D6RD.DE

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

S0LR.DE

1D
-2.10%
1M
16.00%
YTD
39.14%
6M
43.68%
1Y
104.04%
3Y*
-3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RD.DE vs. S0LR.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%
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
39.14%31.50%-33.95%-27.80%-2.95%

Correlation

The correlation between D6RD.DE and S0LR.DE is 0.82, 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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2022

0.86

The correlation between D6RD.DE and S0LR.DE has been stable across timeframes, ranging from 0.82 to 0.86 - 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

D6RD.DE vs. S0LR.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

S0LR.DE
S0LR.DE Risk / Return Rank: 8787
Overall Rank
S0LR.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
S0LR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
S0LR.DE Omega Ratio Rank: 7676
Omega Ratio Rank
S0LR.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
S0LR.DE Martin Ratio Rank: 9191
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. S0LR.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 Invesco Solar Energy UCITS ETF Acc (S0LR.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.DES0LR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.58

1.44

+0.14

Calmar ratioReturn relative to maximum drawdown

11.04

8.71

+2.32

Martin ratioReturn relative to average drawdown

39.49

21.79

+17.70

D6RD.DE vs. S0LR.DE - Sharpe Ratio Comparison

The current D6RD.DE Sharpe Ratio is 3.82, which is comparable to the S0LR.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of D6RD.DE and S0LR.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.


Loading charts...

Sharpe Ratios by Period


D6RD.DES0LR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.82

3.02

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.12

+0.32

Drawdowns

D6RD.DE vs. S0LR.DE - Drawdown Comparison

The maximum D6RD.DE drawdown since its inception was -59.57%, smaller than the maximum S0LR.DE drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for D6RD.DE and S0LR.DE.


Loading charts...

Drawdown Indicators


D6RD.DES0LR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.57%

-73.43%

+13.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-11.75%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-45.63%

-64.81%

+19.18%

Current Drawdown

Current decline from peak

-2.87%

-32.82%

+29.95%

Average Drawdown

Average peak-to-trough decline

-35.16%

-39.70%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

4.71%

-2.22%

Volatility

D6RD.DE vs. S0LR.DE - Volatility Comparison

The current volatility for Deka Future Energy ESG UCITS ETF (D6RD.DE) is 10.63%, while Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a volatility of 12.56%. This indicates that D6RD.DE experiences smaller price fluctuations and is considered to be less risky than S0LR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


D6RD.DES0LR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

12.56%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

23.50%

-5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

25.71%

33.92%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.13%

36.23%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

36.23%

-10.10%

D6RD.DE vs. S0LR.DE - Expense Ratio Comparison

D6RD.DE has a 0.55% expense ratio, which is lower than S0LR.DE's 0.69% expense ratio.


Dividends

D6RD.DE vs. S0LR.DE - Dividend Comparison

D6RD.DE's dividend yield for the trailing twelve months is around 0.34%, while S0LR.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
D6RD.DE
Deka Future Energy ESG UCITS ETF
0.34%0.59%0.72%0.81%0.08%
S0LR.DE
Invesco Solar Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


D6RD.DE and S0LR.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

D6RD.DE is cheaper with a 0.55% expense ratio, compared with 0.69% for S0LR.DE.

D6RD.DE tracks Solactive Future Energy ESG, while S0LR.DE tracks MAC Global Solar Energy. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.55% for D6RD.DE and 0.69% for S0LR.DE.

Portfolio Optimizer

Find the right allocation for D6RD.DE and S0LR.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