D6RR.DE vs. EUN0.DE
D6RR.DE (Deka MSCI Europe Climate Change ESG UCITS ETF) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - D6RR.DE tracks the MSCI Europe Climate Change ESG Select while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, D6RR.DE returned 7.43%/yr vs 7.36%/yr for EUN0.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
D6RR.DE vs. EUN0.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 EUN0.DE's 5.60% 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*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
D6RR.DE vs. EUN0.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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | 4.29% |
Correlation
The correlation between D6RR.DE and EUN0.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.85 |
The correlation between D6RR.DE and EUN0.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
D6RR.DE vs. EUN0.DE — Risk / Return Rank
D6RR.DE
EUN0.DE
D6RR.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.76 | +0.10 |
| Martin ratioReturn relative to average drawdown | 2.99 | 1.97 | +1.02 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.62 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.63 | +0.07 |
Drawdowns
D6RR.DE vs. EUN0.DE - Drawdown Comparison
The maximum D6RR.DE drawdown since its inception was -22.80%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for D6RR.DE and EUN0.DE.
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Drawdown Indicators
| D6RR.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -30.68% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -7.16% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -10.73% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -19.64% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -1.47% | -3.12% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.69% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.76% | +0.42% |
Volatility
D6RR.DE vs. EUN0.DE - Volatility Comparison
Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) has a higher volatility of 4.11% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that D6RR.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.03% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 7.20% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 8.77% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 11.02% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.76% | 12.51% | +2.25% |
D6RR.DE vs. EUN0.DE - Expense Ratio Comparison
Both D6RR.DE and EUN0.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. EUN0.DE - Dividend Comparison
D6RR.DE's dividend yield for the trailing twelve months is around 2.11%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RR.DE Deka MSCI Europe Climate Change ESG UCITS ETF | 2.11% | 2.14% | 2.18% | 2.08% | 2.28% | 1.66% | 0.32% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RR.DE and EUN0.DE have a correlation of 0.77, 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 EUN0.DE have the same expense ratio: 0.25% per year.
D6RR.DE tracks MSCI Europe Climate Change ESG Select, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Deka and iShares.
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