D6RQ.DE vs. ELFB.DE
Compare and contrast key facts about Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE).
D6RQ.DE and ELFB.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. ELFB.DE is a passively managed fund by Deka that tracks the performance of the Solactive Eurozone Sustainability. It was launched on Aug 4, 2015. Both D6RQ.DE and ELFB.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. ELFB.DE - Performance Comparison
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D6RQ.DE vs. ELFB.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% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | -3.31% | 34.04% | 20.63% | 31.85% | -15.46% | 31.62% | 11.07% |
Returns By Period
In the year-to-date period, D6RQ.DE achieves a -7.17% return, which is significantly lower than ELFB.DE's -3.31% 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*
- —
ELFB.DE
- 1D
- -0.84%
- 1M
- -1.58%
- YTD
- -3.31%
- 6M
- 1.47%
- 1Y
- 17.62%
- 3Y*
- 22.02%
- 5Y*
- 14.87%
- 10Y*
- 11.78%
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D6RQ.DE vs. ELFB.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is lower than ELFB.DE's 0.40% expense ratio.
Return for Risk
D6RQ.DE vs. ELFB.DE — Risk / Return Rank
D6RQ.DE
ELFB.DE
D6RQ.DE vs. ELFB.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 Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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 | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.85 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.28 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.81 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.47 | 6.90 | -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. | |||
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Sharpe Ratios by Period
| D6RQ.DE | ELFB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.85 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.50 | +0.37 |
Correlation
The correlation between D6RQ.DE and ELFB.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
D6RQ.DE vs. ELFB.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.46%, less than ELFB.DE's 2.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.29% | 2.18% | 2.63% | 2.73% | 3.03% | 1.78% | 1.12% | 3.22% | 3.60% | 2.56% | 2.77% |
Drawdowns
D6RQ.DE vs. ELFB.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum ELFB.DE drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and ELFB.DE.
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Drawdown Indicators
| D6RQ.DE | ELFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -42.72% | +15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.55% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -29.56% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.72% | — |
Current DrawdownCurrent decline from peak | -9.64% | -8.97% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -7.23% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.29% | +0.82% |
Volatility
D6RQ.DE vs. ELFB.DE - Volatility Comparison
The current volatility for Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) is 4.59%, while Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a volatility of 7.81%. This indicates that D6RQ.DE experiences smaller price fluctuations and is considered to be less risky than ELFB.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 | ELFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 7.81% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 13.03% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.99% | 20.55% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 19.43% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 21.12% | -3.49% |