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

Performance

D6RP.DE vs. ELFW.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 MSCI World UCITS ETF Dist (ELFW.DE). The values are adjusted to include any dividend payments, if applicable.

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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 ELFW.DE's 10.68% return.


D6RP.DE

1D
-0.24%
1M
6.97%
YTD
11.26%
6M
11.65%
1Y
26.71%
3Y*
19.96%
5Y*
14.58%
10Y*

ELFW.DE

1D
-0.02%
1M
4.82%
YTD
10.68%
6M
11.18%
1Y
23.44%
3Y*
17.24%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
11.26%6.56%34.46%27.65%-19.59%35.02%12.21%
ELFW.DE
Deka MSCI World UCITS ETF Dist
10.68%7.57%25.71%19.97%-14.02%31.88%11.45%

Correlation

The correlation between D6RP.DE and ELFW.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.96

The correlation between D6RP.DE and ELFW.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

D6RP.DE vs. ELFW.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: 5858
Overall Rank
D6RP.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
D6RP.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
D6RP.DE Omega Ratio Rank: 5959
Omega Ratio Rank
D6RP.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
D6RP.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ELFW.DE
ELFW.DE Risk / Return Rank: 6868
Overall Rank
ELFW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 7575
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. ELFW.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 MSCI World UCITS ETF Dist (ELFW.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.DEELFW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.76

3.49

-0.73

Martin ratioReturn relative to average drawdown

9.69

14.07

-4.38

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

The current D6RP.DE Sharpe Ratio is 1.99, which is comparable to the ELFW.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of D6RP.DE and ELFW.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.


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Sharpe Ratios by Period


D6RP.DEELFW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.09

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.87

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.77

+0.27

Drawdowns

D6RP.DE vs. ELFW.DE - Drawdown Comparison

The maximum D6RP.DE drawdown since its inception was -23.89%, smaller than the maximum ELFW.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and ELFW.DE.


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Drawdown Indicators


D6RP.DEELFW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-33.59%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-6.68%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

-21.81%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.89%

-21.81%

-2.08%

Current Drawdown

Current decline from peak

-0.72%

-0.35%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.13%

-4.73%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.66%

+1.09%

Volatility

D6RP.DE vs. ELFW.DE - Volatility Comparison

Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.50% compared to Deka MSCI World UCITS ETF Dist (ELFW.DE) at 2.60%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than ELFW.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.DEELFW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

2.60%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

7.74%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

11.14%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

14.15%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

16.07%

-0.29%

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

D6RP.DE has a 0.26% expense ratio, which is lower than ELFW.DE's 0.31% expense ratio.


Dividends

D6RP.DE vs. ELFW.DE - Dividend Comparison

D6RP.DE's dividend yield for the trailing twelve months is around 0.69%, less than ELFW.DE's 0.89% yield.


PositionTTM2025202420232022202120202019
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%
ELFW.DE
Deka MSCI World UCITS ETF Dist
0.89%1.01%1.04%1.37%1.65%0.96%1.29%1.53%

Frequently Asked Questions


With a correlation of 0.95, D6RP.DE and ELFW.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, D6RP.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D6RP.DE is cheaper with a 0.26% expense ratio, compared with 0.31% for ELFW.DE.

D6RP.DE tracks MSCI World Climate Change ESG Select, while ELFW.DE tracks MSCI World. Their fees differ too: 0.26% for D6RP.DE and 0.31% for ELFW.DE.

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