EL42.DE vs. D6RQ.DE
Compare and contrast key facts about Deka MSCI Europe UCITS ETF (EL42.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE).
EL42.DE and D6RQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL42.DE is a passively managed fund by Deka that tracks the performance of the MSCI Europe. It was launched on Jun 9, 2009. D6RQ.DE is a passively managed fund by Deka that tracks the performance of the MSCI USA Climate Change ESG Select. It was launched on Jun 26, 2020. Both EL42.DE and D6RQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EL42.DE vs. D6RQ.DE - Performance Comparison
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EL42.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL42.DE Deka MSCI Europe UCITS ETF | 1.49% | 20.03% | 7.79% | 15.64% | -9.11% | 24.38% | 9.25% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | -7.17% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Returns By Period
In the year-to-date period, EL42.DE achieves a 1.49% return, which is significantly higher than D6RQ.DE's -7.17% return.
EL42.DE
- 1D
- -0.10%
- 1M
- -0.86%
- YTD
- 1.49%
- 6M
- 5.88%
- 1Y
- 13.89%
- 3Y*
- 11.97%
- 5Y*
- 9.61%
- 10Y*
- 8.73%
D6RQ.DE
- 1D
- 0.02%
- 1M
- -1.36%
- YTD
- -7.17%
- 6M
- -4.50%
- 1Y
- 11.41%
- 3Y*
- 18.60%
- 5Y*
- 12.90%
- 10Y*
- —
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EL42.DE vs. D6RQ.DE - Expense Ratio Comparison
EL42.DE has a 0.30% expense ratio, which is higher than D6RQ.DE's 0.25% expense ratio.
Return for Risk
EL42.DE vs. D6RQ.DE — Risk / Return Rank
EL42.DE
D6RQ.DE
EL42.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Europe UCITS ETF (EL42.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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.
| EL42.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.57 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.90 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.50 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.05 | 4.47 | +2.58 |
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
| EL42.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.57 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.87 | -0.30 |
Correlation
The correlation between EL42.DE and D6RQ.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EL42.DE vs. D6RQ.DE - Dividend Comparison
EL42.DE's dividend yield for the trailing twelve months is around 2.28%, more than D6RQ.DE's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL42.DE Deka MSCI Europe UCITS ETF | 2.28% | 2.31% | 2.64% | 2.59% | 2.78% | 2.09% | 1.94% | 2.76% | 3.41% | 2.72% | 3.00% | 2.69% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.46% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EL42.DE vs. D6RQ.DE - Drawdown Comparison
The maximum EL42.DE drawdown since its inception was -35.85%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for EL42.DE and D6RQ.DE.
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Drawdown Indicators
| EL42.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.85% | -27.29% | -8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -12.28% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -27.29% | +7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.85% | — | — |
Current DrawdownCurrent decline from peak | -5.44% | -9.64% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -5.93% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 4.11% | -1.72% |
Volatility
EL42.DE vs. D6RQ.DE - Volatility Comparison
Deka MSCI Europe UCITS ETF (EL42.DE) has a higher volatility of 5.68% compared to Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) at 4.59%. This indicates that EL42.DE's price experiences larger fluctuations and is considered to be riskier than D6RQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL42.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.59% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 11.26% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 19.99% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 17.73% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 17.63% | -2.11% |