D6RP.DE vs. ZPA5.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) are both exchange-traded funds - D6RP.DE is a Global Equities fund tracking the MSCI World Climate Change ESG Select, while ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Both are passively managed. Over the past year, D6RP.DE returned 22.55% vs 18.63% for ZPA5.DE. Their correlation of 0.92 suggests significant overlap in exposure. D6RP.DE charges 0.26%/yr vs 0.07%/yr for ZPA5.DE.
Performance
D6RP.DE vs. ZPA5.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 higher than ZPA5.DE's 9.01% 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%
ZPA5.DE
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- 9.80%
- YTD
- 9.01%
- 1Y
- 18.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.60%
D6RP.DE vs. ZPA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 10.71% | 6.56% | 34.46% | 4.33% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.01% | 2.76% | 34.10% | 4.52% |
Correlation
The correlation between D6RP.DE and ZPA5.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.92 |
The correlation between D6RP.DE and ZPA5.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
D6RP.DE vs. ZPA5.DE — Risk / Return Rank
D6RP.DE
ZPA5.DE
D6RP.DE vs. ZPA5.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 Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 0.91 | +1.42 |
| Martin ratioReturn relative to average drawdown | 8.06 | 1.65 | +6.41 |
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Drawdowns
D6RP.DE vs. ZPA5.DE - Drawdown Comparison
The maximum D6RP.DE drawdown since its inception was -23.89%, roughly equal to the maximum ZPA5.DE drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and ZPA5.DE.
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Drawdown Indicators
| D6RP.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -23.13% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -20.40% | +10.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.89% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -5.73% | +3.53% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -6.36% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 11.31% | -8.52% |
Volatility
D6RP.DE vs. ZPA5.DE - Volatility Comparison
Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.79% compared to Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) at 3.08%. This indicates that D6RP.DE's price experiences larger fluctuations and is considered to be riskier than ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.08% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 8.26% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 24.44% | -10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 19.71% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 19.71% | -3.99% |
D6RP.DE vs. ZPA5.DE - Expense Ratio Comparison
D6RP.DE has a 0.26% expense ratio, which is higher than ZPA5.DE's 0.07% 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. ZPA5.DE - Dividend Comparison
D6RP.DE's dividend yield for the trailing twelve months is around 0.74%, while ZPA5.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% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RP.DE and ZPA5.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.26% for D6RP.DE.
D6RP.DE is categorized as Global Equities, while ZPA5.DE is ESG. D6RP.DE tracks MSCI World Climate Change ESG Select, while ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.26% for D6RP.DE and 0.07% for ZPA5.DE.
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