D6RP.DE vs. ELFW.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and ELFW.DE (Deka MSCI World UCITS ETF Dist) are both Global Equities funds from Deka - D6RP.DE tracks the MSCI World Climate Change ESG Select while ELFW.DE tracks the MSCI World. Both are passively managed. Over the past 5 years, D6RP.DE returned 14.58%/yr vs 12.52%/yr for ELFW.DE. With a 0.96 correlation, they move nearly in lockstep. D6RP.DE charges 0.26%/yr vs 0.31%/yr for ELFW.DE.
Performance
D6RP.DE vs. ELFW.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 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*
- —
D6RP.DE vs. ELFW.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% |
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
D6RP.DE
ELFW.DE
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.DE | ELFW.DE | Difference | |
|---|---|---|---|
| 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 |
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 | ELFW.DE | Difference | |
|---|---|---|---|
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.DE | ELFW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.72% | -0.35% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -4.73% | -0.40% |
Ulcer IndexDepth 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.DE | ELFW.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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