D6RQ.DE vs. EL49.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE).

D6RQ.DE and EL49.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D6RQ.DE is a passively managed fund by Deka that tracks the performance of the MSCI USA Climate Change ESG Select. It was launched on Jun 26, 2020. EL49.DE is a passively managed fund by Deka that tracks the performance of the iBoxx® EUR Liquid Corporates Diversified. It was launched on Feb 17, 2010. Both D6RQ.DE and EL49.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

D6RQ.DE vs. EL49.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE). The values are adjusted to include any dividend payments, if applicable.

D6RQ.DE vs. EL49.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF	-7.17%	4.36%	42.08%	34.15%	-22.07%	41.44%	12.56%
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF	-0.66%	2.66%	4.06%	7.13%	-13.01%	-1.51%	2.70%

Returns By Period

In the year-to-date period, D6RQ.DE achieves a -7.17% return, which is significantly lower than EL49.DE's -0.66% return.

D6RQ.DE

• 1D: 0.02%
• 1M: -1.36%
• YTD: -7.17%
• 6M: -4.50%
• 1Y: 11.41%
• 3Y*: 18.60%
• 5Y*: 12.90%
• 10Y*: —

EL49.DE

• 1D: -0.20%
• 1M: -1.21%
• YTD: -0.66%
• 6M: -0.95%
• 1Y: 2.05%
• 3Y*: 3.76%
• 5Y*: -0.43%
• 10Y*: 0.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RQ.DE vs. EL49.DE - Expense Ratio Comparison

D6RQ.DE has a 0.25% expense ratio, which is higher than EL49.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%.

D6RQ.DE

Deka MSCI USA Climate Change ESG UCITS ETF

EL49.DE

Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF

Return for Risk

D6RQ.DE vs. EL49.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D6RQ.DE

D6RQ.DE Risk / Return Rank: 34
D6RQ.DE Sharpe Ratio Rank: 28
D6RQ.DE Sortino Ratio Rank: 28
D6RQ.DE Omega Ratio Rank: 28
D6RQ.DE Calmar Ratio Rank: 47
D6RQ.DE Martin Ratio Rank: 37

EL49.DE

EL49.DE Risk / Return Rank: 25
EL49.DE Sharpe Ratio Rank: 28
EL49.DE Sortino Ratio Rank: 25
EL49.DE Omega Ratio Rank: 25
EL49.DE Calmar Ratio Rank: 22
EL49.DE Martin Ratio Rank: 26

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.

D6RQ.DE vs. EL49.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 iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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	EL49.DE	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.57	0.00
Sortino ratio Return per unit of downside risk	0.90	0.82	+0.08
Omega ratio Gain probability vs. loss probability	1.13	1.11	+0.01
Calmar ratio Return relative to maximum drawdown	1.50	0.67	+0.82
Martin ratio Return relative to average drawdown	4.47	2.74	+1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D6RQ.DE vs. EL49.DE - Sharpe Ratio Comparison

The current D6RQ.DE Sharpe Ratio is 0.57, which is comparable to the EL49.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of D6RQ.DE and EL49.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	D6RQ.DE	EL49.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.57	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	-0.09	+0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.46	+0.41

Correlation

The correlation between D6RQ.DE and EL49.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

D6RQ.DE vs. EL49.DE - Dividend Comparison

D6RQ.DE's dividend yield for the trailing twelve months is around 0.46%, less than EL49.DE's 3.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF	0.46%	0.53%	0.39%	0.60%	0.80%	0.46%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF	3.55%	3.50%	3.24%	3.04%	0.75%	0.69%	0.69%	0.88%	0.75%	1.15%	1.52%	1.82%

Drawdowns

D6RQ.DE vs. EL49.DE - Drawdown Comparison

The maximum D6RQ.DE drawdown since its inception was -27.29%, which is greater than EL49.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and EL49.DE.

Drawdown Indicators

	D6RQ.DE	EL49.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.29%	-16.77%	-10.52%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-3.05%	-9.23%
Max Drawdown (5Y) Largest decline over 5 years	-27.29%	-16.77%	-10.52%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.77%	—
Current Drawdown Current decline from peak	-9.64%	-2.99%	-6.65%
Average Drawdown Average peak-to-trough decline	-5.93%	-3.22%	-2.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	0.75%	+3.36%

Volatility

D6RQ.DE vs. EL49.DE - Volatility Comparison

Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.59% compared to Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) at 2.11%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D6RQ.DE	EL49.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.59%	2.11%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	11.26%	2.64%	+8.62%
Volatility (1Y) Calculated over the trailing 1-year period	19.99%	3.59%	+16.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.73%	4.78%	+12.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.63%	5.21%	+12.42%