D6RQ.DE vs. ELFC.DE
Compare and contrast key facts about Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE).
D6RQ.DE and ELFC.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. ELFC.DE is a passively managed fund by Deka that tracks the performance of the EURO iSTOXX® ex Financials High Dividend 50. It was launched on Sep 15, 2015. Both D6RQ.DE and ELFC.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. ELFC.DE - Performance Comparison
Loading graphics...
D6RQ.DE vs. ELFC.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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 10.46% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | 9.25% |
Returns By Period
In the year-to-date period, D6RQ.DE achieves a -7.17% return, which is significantly lower than ELFC.DE's 10.46% 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*
- —
ELFC.DE
- 1D
- 0.93%
- 1M
- 3.89%
- YTD
- 10.46%
- 6M
- 16.17%
- 1Y
- 22.23%
- 3Y*
- 11.26%
- 5Y*
- 10.55%
- 10Y*
- 9.15%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
D6RQ.DE vs. ELFC.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Return for Risk
D6RQ.DE vs. ELFC.DE — Risk / Return Rank
D6RQ.DE
ELFC.DE
D6RQ.DE vs. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.66 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.14 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.27 | -0.77 |
Martin ratioReturn relative to average drawdown | 4.47 | 8.15 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| D6RQ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.66 | -1.10 |
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 | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.55 | +0.33 |
Correlation
The correlation between D6RQ.DE and ELFC.DE is 0.40, 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. ELFC.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.46%, less than ELFC.DE's 4.16% 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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.16% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
Drawdowns
D6RQ.DE vs. ELFC.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and ELFC.DE.
Loading graphics...
Drawdown Indicators
| D6RQ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -37.68% | +10.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -9.79% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -16.85% | -10.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.68% | — |
Current DrawdownCurrent decline from peak | -9.64% | -0.24% | -9.40% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -4.77% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.73% | +1.38% |
Volatility
D6RQ.DE vs. ELFC.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.59% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 4.08%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| D6RQ.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.08% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 8.13% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.99% | 13.35% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 13.80% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 16.59% | +1.04% |