D6RP.DE vs. XDEQ.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both Global Equities funds - D6RP.DE tracks the MSCI World Climate Change ESG Select while XDEQ.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, D6RP.DE returned 13.08%/yr vs 10.70%/yr for XDEQ.DE. Their correlation of 0.92 suggests significant overlap in exposure. D6RP.DE charges 0.26%/yr vs 0.25%/yr for XDEQ.DE.
Performance
D6RP.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RP.DE achieves a 10.71% return, which is significantly lower than XDEQ.DE's 12.57% 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%
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
D6RP.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 10.71% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 13.55% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 10.09% |
Correlation
The correlation between D6RP.DE and XDEQ.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.92 |
The correlation between D6RP.DE and XDEQ.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
D6RP.DE vs. XDEQ.DE — Risk / Return Rank
D6RP.DE
XDEQ.DE
D6RP.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 3.52 | -1.19 |
| Martin ratioReturn relative to average drawdown | 8.06 | 14.82 | -6.76 |
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Drawdowns
D6RP.DE vs. XDEQ.DE - Drawdown Comparison
The maximum D6RP.DE drawdown since its inception was -23.89%, smaller than the maximum XDEQ.DE drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and XDEQ.DE.
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Drawdown Indicators
| D6RP.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -32.18% | +8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -6.22% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -23.89% | -20.59% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.89% | -20.59% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -2.20% | -1.07% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -6.53% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.48% | +1.31% |
Volatility
D6RP.DE vs. XDEQ.DE - Volatility Comparison
Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.79% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.75%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.75% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 7.28% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 10.55% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.13% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 15.82% | -0.10% |
D6RP.DE vs. XDEQ.DE - Expense Ratio Comparison
D6RP.DE has a 0.26% expense ratio, which is higher than XDEQ.DE'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. XDEQ.DE - Dividend Comparison
D6RP.DE's dividend yield for the trailing twelve months is around 0.74%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.74% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RP.DE and XDEQ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.26% for D6RP.DE.
D6RP.DE tracks MSCI World Climate Change ESG Select, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.26% for D6RP.DE and 0.25% for XDEQ.DE.
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