D6RQ.DE vs. EL4N.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and EL4N.DE (Deka iBoxx EUR Liquid Sovereign Diversified 5-7 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 EL4N.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 5-7. Both are passively managed. Over the past 5 years, D6RQ.DE returned 17.54%/yr vs -1.36%/yr for EL4N.DE. At a 0.06 correlation, their price movements are largely independent. D6RQ.DE charges 0.25%/yr vs 0.15%/yr for EL4N.DE.
Performance
D6RQ.DE vs. EL4N.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 higher than EL4N.DE's 0.04% 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*
- —
EL4N.DE
- 1D
- 0.08%
- 1M
- -0.02%
- YTD
- 0.04%
- 6M
- 0.09%
- 1Y
- 0.81%
- 3Y*
- 2.88%
- 5Y*
- -1.36%
- 10Y*
- 0.01%
D6RQ.DE vs. EL4N.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% |
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 0.04% | 2.08% | 1.72% | 7.32% | -15.78% | -2.17% | 1.86% |
Correlation
The correlation between D6RQ.DE and EL4N.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.06 |
The correlation between D6RQ.DE and EL4N.DE shifts across timeframes, from 0.06 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D6RQ.DE vs. EL4N.DE — Risk / Return Rank
D6RQ.DE
EL4N.DE
D6RQ.DE vs. EL4N.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 Sovereign Diversified 5-7 UCITS ETF (EL4N.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 | EL4N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.02 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.11 | +2.59 |
| Martin ratioReturn relative to average drawdown | 7.85 | 0.29 | +7.56 |
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 | EL4N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.09 | +2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | -0.23 | +1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.51 | +0.57 |
Drawdowns
D6RQ.DE vs. EL4N.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, which is greater than EL4N.DE's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and EL4N.DE.
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Drawdown Indicators
| D6RQ.DE | EL4N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -18.58% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -3.49% | -8.79% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -3.49% | -23.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -18.42% | -8.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -0.84% | -8.38% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.06% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 1.29% | +2.93% |
Volatility
D6RQ.DE vs. EL4N.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.06% compared to Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) at 1.74%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than EL4N.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 | EL4N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 1.74% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 3.54% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 4.11% | +10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 5.94% | +11.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 4.76% | +12.80% |
D6RQ.DE vs. EL4N.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is higher than EL4N.DE's 0.15% 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. EL4N.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, less than EL4N.DE's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 1.34% | 0.92% | 0.82% | 2.15% | 0.77% | 0.72% | 0.97% | 1.16% | 1.32% | 2.60% | 2.65% | 2.77% |
Frequently Asked Questions
D6RQ.DE and EL4N.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4N.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4N.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for D6RQ.DE.
D6RQ.DE is categorized as Large Cap Blend Equities, while EL4N.DE is European Government Bonds. D6RQ.DE tracks MSCI USA Climate Change ESG Select, while EL4N.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 5-7. Their fees differ too: 0.25% for D6RQ.DE and 0.15% for EL4N.DE.
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