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D6RP.DE vs. UC99.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RP.DE vs. UC99.L - 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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D6RP.DE is traded in EUR, while UC99.L is traded in GBp. To make them comparable, the UC99.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D6RP.DE achieves a 10.71% return, which is significantly lower than UC99.L's 13.80% 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%

UC99.L

1D
-0.09%
1M
1.73%
6M
12.89%
YTD
13.80%
1Y
26.33%
3Y*
18.21%
5Y*
13.04%
10Y*
15.54%
ALL TIME*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RP.DE vs. UC99.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
10.71%6.56%34.46%27.65%-19.59%35.02%13.55%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
13.80%3.53%29.50%31.56%-18.82%38.28%10.49%

Correlation

The correlation between D6RP.DE and UC99.L is 0.84, 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

0.84

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2020

0.86

The correlation between D6RP.DE and UC99.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

D6RP.DE vs. UC99.L — 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: 6565
Overall Rank
D6RP.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D6RP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D6RP.DE Omega Ratio Rank: 6666
Omega Ratio Rank
D6RP.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
D6RP.DE Martin Ratio Rank: 6262
Martin Ratio Rank

UC99.L
UC99.L Risk / Return Rank: 7575
Overall Rank
UC99.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UC99.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
UC99.L Omega Ratio Rank: 7777
Omega Ratio Rank
UC99.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
UC99.L Martin Ratio Rank: 7070
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. UC99.L - 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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L). 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.DEUC99.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.33

2.78

-0.45

Martin ratioReturn relative to average drawdown

8.06

10.01

-1.94

D6RP.DE vs. UC99.L - Sharpe Ratio Comparison

The current D6RP.DE Sharpe Ratio is 1.64, which is comparable to the UC99.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of D6RP.DE and UC99.L, 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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Drawdowns

D6RP.DE vs. UC99.L - Drawdown Comparison

The maximum D6RP.DE drawdown since its inception was -23.89%, smaller than the maximum UC99.L drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and UC99.L.


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Drawdown Indicators


D6RP.DEUC99.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-29.76%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.43%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

-24.23%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.89%

-24.23%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-29.76%

Current Drawdown

Current decline from peak

-2.20%

-1.20%

-1.00%

Average Drawdown

Average peak-to-trough decline

-5.00%

-4.95%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.62%

+0.17%

Volatility

D6RP.DE vs. UC99.L - Volatility Comparison

Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) have volatilities of 3.79% and 3.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D6RP.DEUC99.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.67%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.19%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

13.03%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

16.87%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

16.99%

-1.27%

D6RP.DE vs. UC99.L - Expense Ratio Comparison

D6RP.DE has a 0.26% expense ratio, which is higher than UC99.L's 0.25% 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. UC99.L - Dividend Comparison

D6RP.DE's dividend yield for the trailing twelve months is around 0.74%, more than UC99.L's 0.41% yield.


PositionTTM2025202420232022202120202019201820172016
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
0.74%0.79%0.70%1.04%1.23%0.79%0.34%0.00%0.00%0.00%0.00%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
0.41%0.46%0.67%0.85%0.79%0.78%0.98%0.78%1.27%0.93%1.00%

Frequently Asked Questions


D6RP.DE and UC99.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC99.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC99.L is cheaper with a 0.25% expense ratio, compared with 0.26% for D6RP.DE.

D6RP.DE is categorized as Global Equities, while UC99.L is Large Cap Blend Equities. D6RP.DE tracks MSCI World Climate Change ESG Select, while UC99.L tracks Russell 1000 TR USD. They also come from different issuers: Deka and UBS. Their fees differ too: 0.26% for D6RP.DE and 0.25% for UC99.L.

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