D6RQ.DE vs. OUFE.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and OUFE.DE (Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)) are both Large Cap Blend Equities funds - D6RQ.DE tracks the MSCI USA Climate Change ESG Select while OUFE.DE tracks the Ossiam US ESG Low Carbon Equity Factors. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. D6RQ.DE charges 0.25%/yr vs 0.45%/yr for OUFE.DE.
Performance
D6RQ.DE vs. OUFE.DE - Performance Comparison
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Returns By Period
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
OUFE.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D6RQ.DE vs. OUFE.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% |
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | -3.67% | 27.98% | 10.11% | -13.01% | 42.53% | 12.04% |
Correlation
The correlation between D6RQ.DE and OUFE.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 | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.74 |
Over the past year, the correlation between D6RQ.DE and OUFE.DE has dropped to 0.37 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
D6RQ.DE vs. OUFE.DE — Risk / Return Rank
D6RQ.DE
OUFE.DE
D6RQ.DE vs. OUFE.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 Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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 | OUFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | — | — |
| Martin ratioReturn relative to average drawdown | 7.85 | — | — |
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 | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | — | — |
Drawdowns
D6RQ.DE vs. OUFE.DE - Drawdown Comparison
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Drawdown Indicators
| D6RQ.DE | OUFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.82% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | — | — |
Volatility
D6RQ.DE vs. OUFE.DE - Volatility Comparison
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Volatility by Period
| D6RQ.DE | OUFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | — | — |
D6RQ.DE vs. OUFE.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.
Dividends
D6RQ.DE vs. OUFE.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, while OUFE.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% |
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RQ.DE and OUFE.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, D6RQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RQ.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for OUFE.DE.
D6RQ.DE tracks MSCI USA Climate Change ESG Select, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: Deka and Natixis. Their fees differ too: 0.25% for D6RQ.DE and 0.45% for OUFE.DE.
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