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D6RQ.DE vs. UIMP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RQ.DE vs. UIMP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with D6RQ.DE having a 14.41% return and UIMP.DE slightly lower at 14.22%.


D6RQ.DE

1D
-0.56%
1M
7.43%
YTD
14.41%
6M
13.29%
1Y
33.08%
3Y*
23.10%
5Y*
17.54%
10Y*

UIMP.DE

1D
-0.69%
1M
6.43%
YTD
14.22%
6M
13.02%
1Y
23.41%
3Y*
16.45%
5Y*
12.35%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RQ.DE vs. UIMP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
14.41%4.36%42.08%34.15%-22.07%41.44%12.56%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
14.22%-1.33%25.94%27.84%-21.40%43.23%11.31%

Correlation

The correlation between D6RQ.DE and UIMP.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2020

0.92

The correlation between D6RQ.DE and UIMP.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

D6RQ.DE vs. UIMP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D6RQ.DE
D6RQ.DE Risk / Return Rank: 6161
Overall Rank
D6RQ.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D6RQ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
D6RQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
D6RQ.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
D6RQ.DE Martin Ratio Rank: 4848
Martin Ratio Rank

UIMP.DE
UIMP.DE Risk / Return Rank: 5151
Overall Rank
UIMP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UIMP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
UIMP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
UIMP.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
UIMP.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D6RQ.DE vs. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.DEUIMP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratioReturn relative to maximum drawdown

2.69

2.47

+0.22

Martin ratioReturn relative to average drawdown

7.85

8.01

-0.16

D6RQ.DE vs. UIMP.DE - Sharpe Ratio Comparison

The current D6RQ.DE Sharpe Ratio is 2.23, which is comparable to the UIMP.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of D6RQ.DE and UIMP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D6RQ.DEUIMP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.75

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.74

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.89

+0.19

Drawdowns

D6RQ.DE vs. UIMP.DE - Drawdown Comparison

The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and UIMP.DE.


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Drawdown Indicators


D6RQ.DEUIMP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.29%

-33.37%

+6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.42%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-24.74%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-24.74%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.84%

-0.69%

-0.15%

Average Drawdown

Average peak-to-trough decline

-5.82%

-5.22%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

2.91%

+1.31%

Volatility

D6RQ.DE vs. UIMP.DE - Volatility Comparison

Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) and UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) have volatilities of 4.06% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D6RQ.DEUIMP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.98%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

9.52%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

13.27%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

16.53%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

16.82%

+0.74%

D6RQ.DE vs. UIMP.DE - Expense Ratio Comparison

D6RQ.DE has a 0.25% expense ratio, which is higher than UIMP.DE's 0.22% 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. UIMP.DE - Dividend Comparison

D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%, less than UIMP.DE's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
0.37%0.53%0.39%0.60%0.80%0.46%0.25%0.00%0.00%0.00%0.00%0.00%
UIMP.DE
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.42%0.82%0.70%0.75%0.92%0.62%0.90%0.97%1.03%1.25%1.26%1.25%

Frequently Asked Questions


D6RQ.DE and UIMP.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for D6RQ.DE.

D6RQ.DE tracks MSCI USA Climate Change ESG Select, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Deka and UBS. Their fees differ too: 0.25% for D6RQ.DE and 0.22% for UIMP.DE.

Portfolio Optimizer

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