D6RR.DE vs. SXRY.DE
D6RR.DE (Deka MSCI Europe Climate Change ESG UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - D6RR.DE tracks the MSCI Europe Climate Change ESG Select while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, D6RR.DE returned 7.64%/yr vs 21.28%/yr for SXRY.DE. A 0.79 correlation means they provide meaningful diversification when combined. D6RR.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
D6RR.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D6RR.DE achieves a 7.31% return, which is significantly lower than SXRY.DE's 18.48% return.
D6RR.DE
- 1D
- 0.00%
- 1M
- 0.63%
- 6M
- 4.59%
- YTD
- 7.31%
- 1Y
- 14.30%
- 3Y*
- 11.59%
- 5Y*
- 7.64%
- 10Y*
- —
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.26%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.89%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
D6RR.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RR.DE Deka MSCI Europe Climate Change ESG UCITS ETF | 7.31% | 13.01% | 10.17% | 15.40% | -13.96% | 26.07% | 13.52% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | 16.22% |
Correlation
The correlation between D6RR.DE and SXRY.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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.79 |
The correlation between D6RR.DE and SXRY.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
D6RR.DE vs. SXRY.DE — Risk / Return Rank
D6RR.DE
SXRY.DE
D6RR.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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.
| D6RR.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.38 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.59 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.70 | 13.26 | -8.56 |
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Drawdowns
D6RR.DE vs. SXRY.DE - Drawdown Comparison
The maximum D6RR.DE drawdown since its inception was -22.80%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for D6RR.DE and SXRY.DE.
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Drawdown Indicators
| D6RR.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -43.59% | +20.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.69% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -17.61% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -25.00% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -1.78% | -2.09% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -11.56% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.63% | +0.41% |
Volatility
D6RR.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) is 2.92%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.79%. This indicates that D6RR.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.79% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 13.02% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 15.97% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 18.25% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.73% | 19.49% | -4.76% |
D6RR.DE vs. SXRY.DE - Expense Ratio Comparison
D6RR.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
D6RR.DE vs. SXRY.DE - Dividend Comparison
D6RR.DE's dividend yield for the trailing twelve months is around 2.13%, while SXRY.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 | 2.13% | 2.14% | 2.18% | 2.08% | 2.28% | 1.66% | 0.32% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RR.DE and SXRY.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.
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 0.33% for SXRY.DE.
D6RR.DE tracks MSCI Europe Climate Change ESG Select, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Deka and iShares. Their fees differ too: 0.25% for D6RR.DE and 0.33% for SXRY.DE.
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