D6RQ.DE vs. ZPA5.DE
D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) and ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) are both exchange-traded funds - D6RQ.DE is a Large Cap Blend Equities fund tracking the MSCI USA Climate Change ESG Select, while ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Both are passively managed. Over the past year, D6RQ.DE returned 26.37% vs 18.63% for ZPA5.DE. Their correlation of 0.92 suggests significant overlap in exposure. D6RQ.DE charges 0.25%/yr vs 0.07%/yr for ZPA5.DE.
Performance
D6RQ.DE vs. ZPA5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RQ.DE achieves a 12.69% return, which is significantly higher than ZPA5.DE's 9.01% 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%
ZPA5.DE
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- 9.80%
- YTD
- 9.01%
- 1Y
- 18.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.60%
D6RQ.DE vs. ZPA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 12.69% | 4.36% | 42.08% | 4.21% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.01% | 2.76% | 34.10% | 4.52% |
Correlation
The correlation between D6RQ.DE and ZPA5.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.92 |
The correlation between D6RQ.DE and ZPA5.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
D6RQ.DE vs. ZPA5.DE — Risk / Return Rank
D6RQ.DE
ZPA5.DE
D6RQ.DE vs. ZPA5.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 Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.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.
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.DE | ZPA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.91 | +1.22 |
| Martin ratioReturn relative to average drawdown | 6.11 | 1.65 | +4.46 |
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Drawdowns
D6RQ.DE vs. ZPA5.DE - Drawdown Comparison
The maximum D6RQ.DE drawdown since its inception was -27.29%, which is greater than ZPA5.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for D6RQ.DE and ZPA5.DE.
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Drawdown Indicators
| D6RQ.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.29% | -23.13% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -20.40% | +8.12% |
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 | -2.53% | -5.73% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -6.36% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 11.31% | -7.01% |
Volatility
D6RQ.DE vs. ZPA5.DE - Volatility Comparison
Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a higher volatility of 4.63% compared to Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) at 3.08%. This indicates that D6RQ.DE's price experiences larger fluctuations and is considered to be riskier than ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 3.08% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 8.26% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 24.44% | -9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 19.71% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 19.71% | -2.15% |
D6RQ.DE vs. ZPA5.DE - Expense Ratio Comparison
D6RQ.DE has a 0.25% expense ratio, which is higher than ZPA5.DE's 0.07% 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. ZPA5.DE - Dividend Comparison
D6RQ.DE's dividend yield for the trailing twelve months is around 0.38%, while ZPA5.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 | 0.38% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, D6RQ.DE and ZPA5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for D6RQ.DE.
D6RQ.DE is categorized as Large Cap Blend Equities, while ZPA5.DE is ESG. D6RQ.DE tracks MSCI USA Climate Change ESG Select, while ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.25% for D6RQ.DE and 0.07% for ZPA5.DE.
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