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

Performance

D6RR.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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 7.31% return, which is significantly lower than XESD.DE's 14.19% 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*

XESD.DE

1D
-0.55%
1M
0.24%
6M
11.25%
YTD
14.19%
1Y
44.04%
3Y*
30.71%
5Y*
21.64%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
D6RR.DE
Deka MSCI Europe Climate Change ESG UCITS ETF
7.31%13.01%10.17%15.40%-13.96%26.07%13.52%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.19%58.72%14.57%26.76%-1.63%10.91%18.49%

Correlation

The correlation between D6RR.DE and XESD.DE is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.74

The correlation between D6RR.DE and XESD.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

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Return for Risk

D6RR.DE vs. XESD.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: 3737
Overall Rank
D6RR.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
D6RR.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
D6RR.DE Omega Ratio Rank: 3838
Omega Ratio Rank
D6RR.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
D6RR.DE Martin Ratio Rank: 3939
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 9191
Overall Rank
XESD.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8989
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. XESD.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 Spanish Equity UCITS ETF (XESD.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.DEXESD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.20

1.46

-0.26

Calmar ratioReturn relative to maximum drawdown

1.29

4.27

-2.97

Martin ratioReturn relative to average drawdown

4.70

15.02

-10.32

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

The current D6RR.DE Sharpe Ratio is 1.06, which is lower than the XESD.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of D6RR.DE and XESD.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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Drawdowns

D6RR.DE vs. XESD.DE - Drawdown Comparison

The maximum D6RR.DE drawdown since its inception was -22.80%, smaller than the maximum XESD.DE drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for D6RR.DE and XESD.DE.


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Drawdown Indicators


D6RR.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-38.76%

+15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.28%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

-12.49%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.80%

-18.55%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

Current Drawdown

Current decline from peak

-1.78%

-2.69%

+0.91%

Average Drawdown

Average peak-to-trough decline

-4.61%

-8.43%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.92%

+0.12%

Volatility

D6RR.DE vs. XESD.DE - Volatility Comparison

The current volatility for Deka MSCI Europe Climate Change ESG UCITS ETF (D6RR.DE) is 2.92%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 4.12%. This indicates that D6RR.DE experiences smaller price fluctuations and is considered to be less risky than XESD.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.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

4.12%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

14.78%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

17.11%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

16.73%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

18.41%

-3.68%

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

D6RR.DE has a 0.25% expense ratio, which is lower than XESD.DE's 0.30% expense ratio.


Dividends

D6RR.DE vs. XESD.DE - Dividend Comparison

D6RR.DE's dividend yield for the trailing twelve months is around 2.13%, less than XESD.DE's 2.35% yield.


PositionTTM20252024202320222021202020192018201720162015
D6RR.DE
Deka MSCI Europe Climate Change ESG UCITS ETF
2.13%2.14%2.18%2.08%2.28%1.66%0.32%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.35%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


D6RR.DE and XESD.DE have a correlation of 0.75, 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 XESD.DE.

D6RR.DE tracks MSCI Europe Climate Change ESG Select, while XESD.DE tracks Solactive Spain 40. They also come from different issuers: Deka and Xtrackers. Their fees differ too: 0.25% for D6RR.DE and 0.30% for XESD.DE.

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