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D6RP.DE vs. EL49.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

D6RP.DE vs. EL49.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE). The values are adjusted to include any dividend payments, if applicable.

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D6RP.DE vs. EL49.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
-5.19%6.56%34.46%27.65%-19.59%35.02%12.21%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
-0.66%2.66%4.06%7.13%-13.01%-1.51%2.70%

Returns By Period

In the year-to-date period, D6RP.DE achieves a -5.19% return, which is significantly lower than EL49.DE's -0.66% return.


D6RP.DE

1D
-0.03%
1M
-1.65%
YTD
-5.19%
6M
-2.56%
1Y
11.92%
3Y*
16.54%
5Y*
11.34%
10Y*

EL49.DE

1D
-0.20%
1M
-1.21%
YTD
-0.66%
6M
-0.95%
1Y
2.05%
3Y*
3.76%
5Y*
-0.43%
10Y*
0.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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D6RP.DE vs. EL49.DE - Expense Ratio Comparison

D6RP.DE has a 0.26% expense ratio, which is higher than EL49.DE's 0.20% 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%.


Return for Risk

D6RP.DE vs. EL49.DE — Risk / Return Rank

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

D6RP.DE
D6RP.DE Risk / Return Rank: 4343
Overall Rank
D6RP.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
D6RP.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
D6RP.DE Omega Ratio Rank: 3232
Omega Ratio Rank
D6RP.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
D6RP.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EL49.DE
EL49.DE Risk / Return Rank: 2525
Overall Rank
EL49.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 2525
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 2626
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.

D6RP.DE vs. EL49.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 Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.


D6RP.DEEL49.DEDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.57

+0.09

Sortino ratio

Return per unit of downside risk

1.00

0.82

+0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

1.90

0.67

+1.23

Martin ratio

Return relative to average drawdown

6.75

2.74

+4.01

D6RP.DE vs. EL49.DE - Sharpe Ratio Comparison

The current D6RP.DE Sharpe Ratio is 0.66, which is comparable to the EL49.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of D6RP.DE and EL49.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


D6RP.DEEL49.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.57

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.09

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.46

+0.41

Correlation

The correlation between D6RP.DE and EL49.DE is 0.24, 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

D6RP.DE vs. EL49.DE - Dividend Comparison

D6RP.DE's dividend yield for the trailing twelve months is around 0.81%, less than EL49.DE's 3.55% yield.


TTM20252024202320222021202020192018201720162015
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
0.81%0.79%0.70%1.04%1.23%0.79%0.34%0.00%0.00%0.00%0.00%0.00%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
3.55%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%

Drawdowns

D6RP.DE vs. EL49.DE - Drawdown Comparison

The maximum D6RP.DE drawdown since its inception was -23.89%, which is greater than EL49.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and EL49.DE.


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Drawdown Indicators


D6RP.DEEL49.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-16.77%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-3.05%

-6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.89%

-16.77%

-7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-16.77%

Current Drawdown

Current decline from peak

-6.68%

-2.99%

-3.69%

Average Drawdown

Average peak-to-trough decline

-5.25%

-3.22%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

0.75%

+1.96%

Volatility

D6RP.DE vs. EL49.DE - Volatility Comparison

Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 4.83% compared to Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) at 2.11%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than EL49.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.DEEL49.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

2.11%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

2.64%

+7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

3.59%

+14.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

4.78%

+11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

5.21%

+10.62%