D6RR.DE vs. DBXI.DE
D6RR.DE (Deka MSCI Europe Climate Change ESG UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - D6RR.DE tracks the MSCI Europe Climate Change ESG Select while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, D6RR.DE returned 7.43%/yr vs 19.73%/yr for DBXI.DE. A 0.78 correlation means they provide meaningful diversification when combined. D6RR.DE charges 0.25%/yr vs 0.30%/yr for DBXI.DE.
Performance
D6RR.DE vs. DBXI.DE - Performance Comparison
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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 DBXI.DE's 14.49% 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*
- —
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
D6RR.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RR.DE Deka MSCI Europe Climate Change ESG UCITS ETF | 4.41% | 13.01% | 10.17% | 15.40% | -13.96% | 26.07% | 10.31% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | 12.52% |
Correlation
The correlation between D6RR.DE and DBXI.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.78 |
The correlation between D6RR.DE and DBXI.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
D6RR.DE vs. DBXI.DE — Risk / Return Rank
D6RR.DE
DBXI.DE
D6RR.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 3.17 | -2.31 |
| Martin ratioReturn relative to average drawdown | 2.99 | 11.42 | -8.43 |
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
| D6RR.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.94 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.09 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.19 | +0.51 |
Drawdowns
D6RR.DE vs. DBXI.DE - Drawdown Comparison
The maximum D6RR.DE drawdown since its inception was -22.80%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for D6RR.DE and DBXI.DE.
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Drawdown Indicators
| D6RR.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -69.49% | +46.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.62% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -17.56% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -25.10% | +2.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -1.47% | -0.77% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -29.56% | +24.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.67% | +0.51% |
Volatility
D6RR.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) is 4.11%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that D6RR.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.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.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.63% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 12.34% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 15.69% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 18.31% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.76% | 20.37% | -5.61% |
D6RR.DE vs. DBXI.DE - Expense Ratio Comparison
D6RR.DE has a 0.25% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
D6RR.DE vs. DBXI.DE - Dividend Comparison
D6RR.DE's dividend yield for the trailing twelve months is around 2.11%, less than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RR.DE Deka MSCI Europe Climate Change ESG UCITS ETF | 2.11% | 2.14% | 2.18% | 2.08% | 2.28% | 1.66% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
Frequently Asked Questions
D6RR.DE and DBXI.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D6RR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RR.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DBXI.DE.
D6RR.DE tracks MSCI Europe Climate Change ESG Select, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.25% for D6RR.DE and 0.30% for DBXI.DE.
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