D6RQ.DE vs. EL4Y.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and EL4Y.DE (Deka STOXX Europe 50 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 EL4Y.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 5 years, D6RQ.DE returned 16.15%/yr vs 11.65%/yr for EL4Y.DE. A 0.58 correlation means they provide meaningful diversification when combined. D6RQ.DE charges 0.25%/yr vs 0.19%/yr for EL4Y.DE.
Performance
D6RQ.DE vs. EL4Y.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RQ.DE achieves a 12.89% return, which is significantly higher than EL4Y.DE's 10.99% return.
D6RQ.DE
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 12.89%
- 6M
- 12.85%
- 1Y
- 30.87%
- 3Y*
- 22.61%
- 5Y*
- 16.15%
- 10Y*
- —
EL4Y.DE
- 1D
- 0.80%
- 1M
- 3.17%
- YTD
- 10.99%
- 6M
- 11.63%
- 1Y
- 24.22%
- 3Y*
- 13.89%
- 5Y*
- 11.65%
- 10Y*
- 10.52%
D6RQ.DE vs. EL4Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 12.89% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 17.63% |
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 10.99% | 18.13% | 7.66% | 14.56% | -1.50% | 25.85% | 5.06% |
Correlation
The correlation between D6RQ.DE and EL4Y.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.58 |
The correlation between D6RQ.DE and EL4Y.DE has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.
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Return for Risk
D6RQ.DE vs. EL4Y.DE — Risk / Return Rank
D6RQ.DE
EL4Y.DE
D6RQ.DE vs. EL4Y.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 STOXX Europe 50 UCITS ETF (EL4Y.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.
| D6RQ.DE | EL4Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.55 | -0.05 |
| Martin ratioReturn relative to average drawdown | 7.19 | 9.32 | -2.13 |
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Drawdowns
D6RQ.DE vs. EL4Y.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum EL4Y.DE drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and EL4Y.DE.
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Drawdown Indicators
| D6RQ.DE | EL4Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -32.49% | +5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -9.46% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -17.12% | -10.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -17.12% | -10.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.49% | — |
Current DrawdownCurrent decline from peak | -2.16% | 0.00% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -5.25% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.59% | +1.69% |
Volatility
D6RQ.DE vs. EL4Y.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.42% compared to Deka STOXX Europe 50 UCITS ETF (EL4Y.DE) at 3.03%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than EL4Y.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 | EL4Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.03% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 11.10% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 13.48% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 13.92% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 14.94% | +2.63% |
D6RQ.DE vs. EL4Y.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is higher than EL4Y.DE's 0.19% 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. EL4Y.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.38%, less than EL4Y.DE's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.38% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 2.28% | 2.61% | 2.93% | 2.60% | 2.77% | 2.44% | 2.71% | 3.11% | 3.82% | 3.38% | 3.49% | 3.65% |
Frequently Asked Questions
D6RQ.DE and EL4Y.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Y.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Y.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for D6RQ.DE.
D6RQ.DE is categorized as Large Cap Blend Equities, while EL4Y.DE is Europe Equities. D6RQ.DE tracks MSCI USA Climate Change ESG Select, while EL4Y.DE tracks STOXX® Europe 50. Their fees differ too: 0.25% for D6RQ.DE and 0.19% for EL4Y.DE.
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