D6RQ.DE vs. D6RD.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - D6RQ.DE is a Large Cap Blend Equities fund tracking the MSCI USA Climate Change ESG Select, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, D6RQ.DE returned 23.10%/yr vs 9.84%/yr for D6RD.DE. A 0.51 correlation means they provide meaningful diversification when combined. D6RQ.DE charges 0.25%/yr vs 0.55%/yr for D6RD.DE.
Performance
D6RQ.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RQ.DE achieves a 14.41% return, which is significantly lower than D6RD.DE's 48.10% return.
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
D6RQ.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -8.48% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
Correlation
The correlation between D6RQ.DE and D6RD.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.51 |
The correlation between D6RQ.DE and D6RD.DE shifts across timeframes, from 0.48 (3 years) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D6RQ.DE vs. D6RD.DE — Risk / Return Rank
D6RQ.DE
D6RD.DE
D6RQ.DE vs. D6RD.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 Deka Future Energy ESG UCITS ETF (D6RD.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 | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.58 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 11.04 | -8.34 |
| Martin ratioReturn relative to average drawdown | 7.85 | 39.49 | -31.64 |
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
| D6RQ.DE | D6RD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 3.82 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.20 | +0.88 |
Drawdowns
D6RQ.DE vs. D6RD.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and D6RD.DE.
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Drawdown Indicators
| D6RQ.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -59.57% | +32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -8.91% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -45.63% | +18.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -2.87% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -35.16% | +29.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.49% | +1.73% |
Volatility
D6RQ.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) is 4.06%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that D6RQ.DE experiences smaller price fluctuations and is considered to be less risky than D6RD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D6RQ.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 10.63% | -6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 18.24% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 25.71% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 26.13% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 26.13% | -8.57% |
D6RQ.DE vs. D6RD.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
D6RQ.DE vs. D6RD.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, more than D6RD.DE's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
Frequently Asked Questions
D6RQ.DE and D6RD.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D6RQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RQ.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for D6RD.DE.
D6RQ.DE is categorized as Large Cap Blend Equities, while D6RD.DE is Energy Equities. D6RQ.DE tracks MSCI USA Climate Change ESG Select, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.25% for D6RQ.DE and 0.55% for D6RD.DE.
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