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D6RR.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D6RR.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, D6RR.DE achieves a 4.41% return, which is significantly lower than AMED.DE's 16.87% return.


D6RR.DE

1D
0.83%
1M
1.37%
YTD
4.41%
6M
6.61%
1Y
9.76%
3Y*
10.38%
5Y*
7.43%
10Y*

AMED.DE

1D
0.51%
1M
5.71%
YTD
16.87%
6M
18.51%
1Y
26.18%
3Y*
16.11%
5Y*
10.41%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D6RR.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D6RR.DE
Deka MSCI Europe Climate Change ESG UCITS ETF
4.41%13.01%10.17%15.40%-13.96%26.07%10.31%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
16.87%20.15%5.95%16.68%-10.71%20.90%10.25%

Correlation

The correlation between D6RR.DE and AMED.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 (3Y)
Calculated over the trailing 3-year period

0.91

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 D6RR.DE and AMED.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

D6RR.DE vs. AMED.DE — Risk / Return Rank

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

D6RR.DE
D6RR.DE Risk / Return Rank: 2222
Overall Rank
D6RR.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
D6RR.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
D6RR.DE Omega Ratio Rank: 2121
Omega Ratio Rank
D6RR.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
D6RR.DE Martin Ratio Rank: 2424
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

D6RR.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.


D6RR.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.86

2.49

-1.63

Martin ratioReturn relative to average drawdown

2.99

9.40

-6.41

D6RR.DE vs. AMED.DE - Sharpe Ratio Comparison

The current D6RR.DE Sharpe Ratio is 0.70, which is lower than the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of D6RR.DE and AMED.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


D6RR.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.74

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.65

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.47

+0.23

Drawdowns

D6RR.DE vs. AMED.DE - Drawdown Comparison

The maximum D6RR.DE drawdown since its inception was -22.80%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for D6RR.DE and AMED.DE.


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Drawdown Indicators


D6RR.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-38.35%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.56%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

-14.07%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.80%

-24.06%

+1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

Current Drawdown

Current decline from peak

-1.47%

-0.17%

-1.30%

Average Drawdown

Average peak-to-trough decline

-4.72%

-6.69%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.81%

+0.37%

Volatility

D6RR.DE vs. AMED.DE - Volatility Comparison

The current volatility for Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) is 4.11%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that D6RR.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D6RR.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.61%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

12.64%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

15.19%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

15.87%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

17.00%

-2.24%

D6RR.DE vs. AMED.DE - Expense Ratio Comparison

Both D6RR.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

D6RR.DE vs. AMED.DE - Dividend Comparison

D6RR.DE's dividend yield for the trailing twelve months is around 2.11%, while AMED.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
D6RR.DE
Deka MSCI Europe Climate Change ESG UCITS ETF
2.11%2.14%2.18%2.08%2.28%1.66%0.32%

Frequently Asked Questions


D6RR.DE and AMED.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

D6RR.DE and AMED.DE have the same expense ratio: 0.25% per year.

D6RR.DE tracks MSCI Europe Climate Change ESG Select, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Deka and Amundi.

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