D6RP.DE vs. CSY2.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) are both exchange-traded funds - D6RP.DE is a Global Equities fund tracking the MSCI World Climate Change ESG Select, while CSY2.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders. Both are passively managed. Over the past 5 years, D6RP.DE returned 13.08%/yr vs 13.48%/yr for CSY2.DE. Their correlation of 0.91 suggests significant overlap in exposure. D6RP.DE charges 0.26%/yr vs 0.10%/yr for CSY2.DE.
Performance
D6RP.DE vs. CSY2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RP.DE achieves a 10.71% return, which is significantly lower than CSY2.DE's 11.44% return.
D6RP.DE
- 1D
- 0.00%
- 1M
- -1.05%
- 6M
- 11.04%
- YTD
- 10.71%
- 1Y
- 22.55%
- 3Y*
- 18.95%
- 5Y*
- 13.08%
- 10Y*
- —
- ALL TIME*
- 16.23%
CSY2.DE
- 1D
- 0.58%
- 1M
- 0.44%
- 6M
- 10.76%
- YTD
- 11.44%
- 1Y
- 22.74%
- 3Y*
- 18.51%
- 5Y*
- 13.48%
- 10Y*
- —
- ALL TIME*
- 16.36%
D6RP.DE vs. CSY2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 10.71% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 13.55% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 11.44% | 6.30% | 30.42% | 25.14% | -16.59% | 44.53% | 9.29% |
Correlation
The correlation between D6RP.DE and CSY2.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.91 |
The correlation between D6RP.DE and CSY2.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
D6RP.DE vs. CSY2.DE — Risk / Return Rank
D6RP.DE
CSY2.DE
D6RP.DE vs. CSY2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D6RP.DE | CSY2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.48 | -0.15 |
| Martin ratioReturn relative to average drawdown | 8.06 | 8.68 | -0.62 |
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Drawdowns
D6RP.DE vs. CSY2.DE - Drawdown Comparison
The maximum D6RP.DE drawdown since its inception was -23.89%, roughly equal to the maximum CSY2.DE drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and CSY2.DE.
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Drawdown Indicators
| D6RP.DE | CSY2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -24.56% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -9.14% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.89% | -24.56% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.89% | -24.56% | +0.67% |
Current DrawdownCurrent decline from peak | -2.20% | -1.17% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -4.72% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.61% | +0.18% |
Volatility
D6RP.DE vs. CSY2.DE - Volatility Comparison
Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.79% compared to CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) at 3.30%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than CSY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D6RP.DE | CSY2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.30% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 8.77% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 12.58% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.24% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 18.42% | -2.70% |
D6RP.DE vs. CSY2.DE - Expense Ratio Comparison
D6RP.DE has a 0.26% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D6RP.DE vs. CSY2.DE - Dividend Comparison
D6RP.DE's dividend yield for the trailing twelve months is around 0.74%, while CSY2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.74% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% |
Frequently Asked Questions
With a correlation of 0.90, D6RP.DE and CSY2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, CSY2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSY2.DE is cheaper with a 0.10% expense ratio, compared with 0.26% for D6RP.DE.
D6RP.DE is categorized as Global Equities, while CSY2.DE is Large Cap Blend Equities. D6RP.DE tracks MSCI World Climate Change ESG Select, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: Deka and Credit Suisse. Their fees differ too: 0.26% for D6RP.DE and 0.10% for CSY2.DE.
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