D6RQ.DE vs. MVEA.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - D6RQ.DE tracks the MSCI USA Climate Change ESG Select while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, D6RQ.DE returned 17.54%/yr vs 6.87%/yr for MVEA.DE. A 0.69 correlation means they provide meaningful diversification when combined. D6RQ.DE charges 0.25%/yr vs 0.20%/yr for MVEA.DE.
Performance
D6RQ.DE vs. MVEA.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 MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
D6RQ.DE vs. MVEA.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% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 4.20% |
Correlation
The correlation between D6RQ.DE and MVEA.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.69 |
Over the past year, the correlation between D6RQ.DE and MVEA.DE has dropped to 0.37 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
D6RQ.DE vs. MVEA.DE — Risk / Return Rank
D6RQ.DE
MVEA.DE
D6RQ.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.02 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.17 | +2.52 |
| Martin ratioReturn relative to average drawdown | 7.85 | 0.35 | +7.50 |
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 | MVEA.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 | 0.55 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.66 | +0.42 |
Drawdowns
D6RQ.DE vs. MVEA.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and MVEA.DE.
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Drawdown Indicators
| D6RQ.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -17.47% | -9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -4.92% | -7.36% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -17.47% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -17.47% | -9.82% |
Current DrawdownCurrent decline from peak | -0.84% | -10.27% | +9.43% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -5.38% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.39% | +1.83% |
Volatility
D6RQ.DE vs. MVEA.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.06% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.72% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 5.90% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 8.97% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 12.27% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 12.79% | +4.77% |
D6RQ.DE vs. MVEA.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is higher than MVEA.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%.
Dividends
D6RQ.DE vs. MVEA.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, while MVEA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RQ.DE and MVEA.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for D6RQ.DE.
D6RQ.DE tracks MSCI USA Climate Change ESG Select, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: Deka and iShares. Their fees differ too: 0.25% for D6RQ.DE and 0.20% for MVEA.DE.
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