D6RQ.DE vs. 36B6.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - D6RQ.DE tracks the MSCI USA Climate Change ESG Select while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, D6RQ.DE returned 17.54%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.89 suggests significant overlap in exposure. D6RQ.DE charges 0.25%/yr vs 0.20%/yr for 36B6.DE.
Performance
D6RQ.DE vs. 36B6.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with D6RQ.DE having a 14.41% return and 36B6.DE slightly higher at 14.86%.
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
D6RQ.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 12.32% |
Correlation
The correlation between D6RQ.DE and 36B6.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.89 |
The correlation between D6RQ.DE and 36B6.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D6RQ.DE vs. 36B6.DE — Risk / Return Rank
D6RQ.DE
36B6.DE
D6RQ.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| D6RQ.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.10 | -0.40 |
| Martin ratioReturn relative to average drawdown | 7.85 | 10.29 | -2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D6RQ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 1.76 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.78 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.86 | +0.23 |
Drawdowns
D6RQ.DE vs. 36B6.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and 36B6.DE.
Loading charts...
Drawdown Indicators
| D6RQ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -34.21% | +6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -7.21% | -5.07% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -23.75% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -23.75% | -3.54% |
Current DrawdownCurrent decline from peak | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.98% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.17% | +2.05% |
Volatility
D6RQ.DE vs. 36B6.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.06% compared to iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) at 3.79%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D6RQ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.79% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 9.08% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 12.71% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 15.45% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 17.54% | +0.02% |
D6RQ.DE vs. 36B6.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is higher than 36B6.DE's 0.20% 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
D6RQ.DE vs. 36B6.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, less than 36B6.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% |
Frequently Asked Questions
D6RQ.DE and 36B6.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for D6RQ.DE.
D6RQ.DE tracks MSCI USA Climate Change ESG Select, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Deka and iShares. Their fees differ too: 0.25% for D6RQ.DE and 0.20% for 36B6.DE.
Find the right allocation for D6RQ.DE and 36B6.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer