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

Performance

D6RD.DE vs. XUEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
D6RD.DE
Deka Future Energy ESG UCITS ETF
11.45%24.03%-13.45%-18.15%-5.96%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
34.30%-3.28%10.56%-3.66%25.56%

Returns By Period

In the year-to-date period, D6RD.DE achieves a 11.45% return, which is significantly lower than XUEN.DE's 34.30% return.


D6RD.DE

1D
-1.00%
1M
4.29%
YTD
11.45%
6M
20.72%
1Y
56.79%
3Y*
-0.56%
5Y*
10Y*

XUEN.DE

1D
-6.51%
1M
5.09%
YTD
34.30%
6M
35.28%
1Y
20.76%
3Y*
13.66%
5Y*
23.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

D6RD.DE has a 0.55% expense ratio, which is higher than XUEN.DE's 0.12% expense ratio.


Return for Risk

D6RD.DE vs. XUEN.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: 9292
Overall Rank
D6RD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
D6RD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
D6RD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
D6RD.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
D6RD.DE Martin Ratio Rank: 9797
Martin Ratio Rank

XUEN.DE
XUEN.DE Risk / Return Rank: 3939
Overall Rank
XUEN.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XUEN.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XUEN.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XUEN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XUEN.DE Martin Ratio Rank: 3434
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. XUEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.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.DEXUEN.DEDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.83

+1.27

Sortino ratio

Return per unit of downside risk

2.69

1.17

+1.52

Omega ratio

Gain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratio

Return relative to maximum drawdown

7.15

1.33

+5.82

Martin ratio

Return relative to average drawdown

21.87

3.74

+18.13

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

The current D6RD.DE Sharpe Ratio is 2.10, which is higher than the XUEN.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of D6RD.DE and XUEN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


D6RD.DEXUEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.83

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.38

-0.46

Correlation

The correlation between D6RD.DE and XUEN.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

D6RD.DE vs. XUEN.DE - Dividend Comparison

D6RD.DE's dividend yield for the trailing twelve months is around 0.45%, less than XUEN.DE's 2.04% yield.


TTM20252024202320222021202020192018
D6RD.DE
Deka Future Energy ESG UCITS ETF
0.45%0.59%0.72%0.81%0.08%0.00%0.00%0.00%0.00%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
2.04%2.80%2.64%3.22%3.89%3.12%7.28%2.72%0.71%

Drawdowns

D6RD.DE vs. XUEN.DE - Drawdown Comparison

The maximum D6RD.DE drawdown since its inception was -59.57%, smaller than the maximum XUEN.DE drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for D6RD.DE and XUEN.DE.


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Drawdown Indicators


D6RD.DEXUEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.57%

-64.67%

+5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-21.88%

+11.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-26.20%

-7.88%

-18.32%

Average Drawdown

Average peak-to-trough decline

-36.10%

-17.09%

-19.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.52%

-2.61%

Volatility

D6RD.DE vs. XUEN.DE - Volatility Comparison

The current volatility for Deka Future Energy ESG UCITS ETF (D6RD.DE) is 7.89%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a volatility of 9.95%. This indicates that D6RD.DE experiences smaller price fluctuations and is considered to be less risky than XUEN.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.DEXUEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

9.95%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

16.12%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

26.91%

24.93%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.85%

26.45%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.85%

29.62%

-3.77%