D6RP.DE vs. EL4L.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and EL4L.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-3 UCITS ETF) are both exchange-traded funds - D6RP.DE is a Global Equities fund tracking the MSCI World Climate Change ESG Select, while EL4L.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 1-3. Both are passively managed. Over the past 5 years, D6RP.DE returned 14.58%/yr vs 0.29%/yr for EL4L.DE. At a 0.08 correlation, their price movements are largely independent. D6RP.DE charges 0.26%/yr vs 0.15%/yr for EL4L.DE.
Performance
D6RP.DE vs. EL4L.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RP.DE achieves a 11.26% return, which is significantly higher than EL4L.DE's -0.08% return.
D6RP.DE
- 1D
- -0.24%
- 1M
- 5.33%
- YTD
- 11.26%
- 6M
- 11.08%
- 1Y
- 26.62%
- 3Y*
- 19.96%
- 5Y*
- 14.58%
- 10Y*
- —
EL4L.DE
- 1D
- 0.01%
- 1M
- -0.01%
- YTD
- -0.08%
- 6M
- 0.05%
- 1Y
- 0.71%
- 3Y*
- 2.56%
- 5Y*
- 0.29%
- 10Y*
- 0.07%
D6RP.DE vs. EL4L.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 11.26% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 12.21% |
EL4L.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-3 UCITS ETF | -0.08% | 2.34% | 2.62% | 3.63% | -6.25% | -0.92% | 0.15% |
Correlation
The correlation between D6RP.DE and EL4L.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.08 |
The correlation between D6RP.DE and EL4L.DE shifts across timeframes, from 0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D6RP.DE vs. EL4L.DE — Risk / Return Rank
D6RP.DE
EL4L.DE
D6RP.DE vs. EL4L.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 Sovereign Diversified 1-3 UCITS ETF (EL4L.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.DE | EL4L.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.06 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 0.33 | +2.43 |
| Martin ratioReturn relative to average drawdown | 9.69 | 0.97 | +8.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D6RP.DE | EL4L.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.31 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.13 | +0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.49 | +0.55 |
Drawdowns
D6RP.DE vs. EL4L.DE - Drawdown Comparison
The maximum D6RP.DE drawdown since its inception was -23.89%, which is greater than EL4L.DE's maximum drawdown of -8.73%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and EL4L.DE.
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Drawdown Indicators
| D6RP.DE | EL4L.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -8.73% | -15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -1.61% | -8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.89% | -1.61% | -22.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.89% | -7.75% | -16.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.73% | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.84% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -1.41% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 0.54% | +2.21% |
Volatility
D6RP.DE vs. EL4L.DE - Volatility Comparison
Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.50% compared to Deka iBoxx EUR Liquid Sovereign Diversified 1-3 UCITS ETF (EL4L.DE) at 0.58%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than EL4L.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 | EL4L.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 0.58% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 1.46% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 1.71% | +11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 2.25% | +13.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 1.70% | +14.08% |
D6RP.DE vs. EL4L.DE - Expense Ratio Comparison
D6RP.DE has a 0.26% expense ratio, which is higher than EL4L.DE's 0.15% 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. EL4L.DE - Dividend Comparison
D6RP.DE's dividend yield for the trailing twelve months is around 0.69%, less than EL4L.DE's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.69% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4L.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-3 UCITS ETF | 1.65% | 1.36% | 1.37% | 0.26% | 0.34% | 0.41% | 0.51% | 1.07% | 0.69% | 1.55% | 1.58% | 1.85% |
Frequently Asked Questions
D6RP.DE and EL4L.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4L.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4L.DE is cheaper with a 0.15% expense ratio, compared with 0.26% for D6RP.DE.
D6RP.DE is categorized as Global Equities, while EL4L.DE is European Government Bonds. D6RP.DE tracks MSCI World Climate Change ESG Select, while EL4L.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-3. Their fees differ too: 0.26% for D6RP.DE and 0.15% for EL4L.DE.
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