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D6RQ.DE vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RQ.DE vs. XLKQ.L - 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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D6RQ.DE is traded in EUR, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D6RQ.DE achieves a 12.69% return, which is significantly lower than XLKQ.L's 19.31% return.


D6RQ.DE

1D
0.00%
1M
-0.78%
6M
14.01%
YTD
12.69%
1Y
26.37%
3Y*
21.30%
5Y*
15.26%
10Y*
ALL TIME*
19.23%

XLKQ.L

1D
1.26%
1M
-3.77%
6M
21.68%
YTD
19.31%
1Y
32.54%
3Y*
29.75%
5Y*
22.51%
10Y*
24.46%
ALL TIME*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RQ.DE vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
12.69%4.36%42.08%34.15%-22.07%41.44%17.63%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
19.31%9.72%50.98%55.05%-24.67%45.15%16.72%

Correlation

The correlation between D6RQ.DE and XLKQ.L is 0.85, 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

0.85

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.85

The correlation between D6RQ.DE and XLKQ.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

D6RQ.DE vs. XLKQ.L — 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: 6363
Overall Rank
D6RQ.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
D6RQ.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
D6RQ.DE Omega Ratio Rank: 6767
Omega Ratio Rank
D6RQ.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
D6RQ.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 4848
Overall Rank
XLKQ.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5151
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 3838
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. XLKQ.L - 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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


D6RQ.DEXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.14

2.05

+0.09

Martin ratioReturn relative to average drawdown

6.11

5.10

+1.01

D6RQ.DE vs. XLKQ.L - Sharpe Ratio Comparison

The current D6RQ.DE Sharpe Ratio is 1.71, which is comparable to the XLKQ.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of D6RQ.DE and XLKQ.L, 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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Drawdowns

D6RQ.DE vs. XLKQ.L - Drawdown Comparison

The maximum D6RQ.DE drawdown since its inception was -27.29%, smaller than the maximum XLKQ.L drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and XLKQ.L.


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Drawdown Indicators


D6RQ.DEXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.29%

-40.10%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-15.78%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-30.46%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-30.46%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-2.53%

-7.35%

+4.82%

Average Drawdown

Average peak-to-trough decline

-5.68%

-8.02%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

6.36%

-2.06%

Volatility

D6RQ.DE vs. XLKQ.L - Volatility Comparison

The current volatility for Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) is 4.63%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 7.38%. This indicates that D6RQ.DE experiences smaller price fluctuations and is considered to be less risky than XLKQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D6RQ.DEXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

7.38%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

16.36%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

21.39%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

27.00%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

23.92%

-6.36%

D6RQ.DE vs. XLKQ.L - Expense Ratio Comparison

D6RQ.DE has a 0.25% expense ratio, which is higher than XLKQ.L's 0.14% 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. XLKQ.L - Dividend Comparison

D6RQ.DE's dividend yield for the trailing twelve months is around 0.38%, while XLKQ.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
0.38%0.53%0.39%0.60%0.80%0.46%0.25%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


D6RQ.DE and XLKQ.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLKQ.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLKQ.L is cheaper with a 0.14% expense ratio, compared with 0.25% for D6RQ.DE.

D6RQ.DE is categorized as Large Cap Blend Equities, while XLKQ.L is Technology Equities. D6RQ.DE tracks MSCI USA Climate Change ESG Select, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. They also come from different issuers: Deka and Invesco. Their fees differ too: 0.25% for D6RQ.DE and 0.14% for XLKQ.L.

Portfolio Optimizer

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