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EL4F.DE vs. D6RQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EL4F.DE vs. D6RQ.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE).

EL4F.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. EL4F.DE is a passively managed fund by Deka that tracks the performance of the DAX®. It was launched on Jun 23, 2008. 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 EL4F.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

EL4F.DE vs. D6RQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE). The values are adjusted to include any dividend payments, if applicable.

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EL4F.DE vs. D6RQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF		-5.72%22.54%18.07%19.54%-12.81%15.13%7.88%
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF		-7.19%4.36%42.08%34.15%-22.07%41.44%12.56%

Returns By Period

In the year-to-date period, EL4F.DE achieves a -5.72% return, which is significantly higher than D6RQ.DE's -7.19% return.

EL4F.DE

1D
-0.75%
1M
-2.88%
YTD
-5.72%
6M
-5.42%
1Y
2.77%
3Y*
13.44%
5Y*
8.27%
10Y*
8.41%

D6RQ.DE

1D
2.39%
1M
-1.38%
YTD
-7.19%
6M
-4.52%
1Y
11.39%
3Y*
18.50%
5Y*
12.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Deka DAX (ausschüttend) UCITS ETF

Deka MSCI USA Climate Change ESG UCITS ETF

Often compared with EL4F.DE:
EL4F.DE vs. D6RP.DEEL4F.DE vs. EL42.DEEL4F.DE vs. EL4X.DEEL4F.DE vs. EL4A.DEEL4F.DE vs. ELFB.DEEL4F.DE vs. EL49.DEEL4F.DE vs. ELFC.DE
Often compared with D6RQ.DE:
D6RQ.DE vs. EL49.DED6RQ.DE vs. EL4G.DED6RQ.DE vs. ELFB.DED6RQ.DE vs. EL4A.DED6RQ.DE vs. USCP.DED6RQ.DE vs. ELFC.DED6RQ.DE vs. ELFW.DE

EL4F.DE vs. D6RQ.DE - Expense Ratio Comparison

EL4F.DE has a 0.15% expense ratio, which is lower than D6RQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF

Return for Risk

EL4F.DE vs. D6RQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL4F.DE
EL4F.DE Risk / Return Rank: 1616
Overall Rank
EL4F.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL4F.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL4F.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EL4F.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EL4F.DE Martin Ratio Rank: 2020
Martin Ratio Rank
D6RQ.DE
D6RQ.DE Risk / Return Rank: 2929
Overall Rank
D6RQ.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
D6RQ.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
D6RQ.DE Omega Ratio Rank: 2929
Omega Ratio Rank
D6RQ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
D6RQ.DE Martin Ratio Rank: 2929
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.

EL4F.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka DAX (ausschüttend) UCITS ETF (EL4F.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.

EL4F.DED6RQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.58

-0.42

Sortino ratio

Return per unit of downside risk

0.33

0.91

-0.58

Omega ratio

Gain probability vs. loss probability

1.04

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.48

0.93

-0.44

Martin ratio

Return relative to average drawdown

1.69

2.73

-1.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL4F.DE vs. D6RQ.DE - Sharpe Ratio Comparison

The current EL4F.DE Sharpe Ratio is 0.16, which is lower than the D6RQ.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EL4F.DE and D6RQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EL4F.DED6RQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.58

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.87

-0.53

Correlation

The correlation between EL4F.DE and D6RQ.DE is 0.61, 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

EL4F.DE vs. D6RQ.DE - Dividend Comparison

EL4F.DE's dividend yield for the trailing twelve months is around 1.94%, more than D6RQ.DE's 0.46% yield.

TTM20252024202320222021202020192018201720162015
EL4F.DE
Deka DAX (ausschüttend) UCITS ETF		1.94%1.82%2.10%2.63%2.72%1.86%2.19%2.42%2.94%2.76%2.66%2.70%
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

EL4F.DE vs. D6RQ.DE - Drawdown Comparison

The maximum EL4F.DE drawdown since its inception was -45.08%, 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 EL4F.DE and D6RQ.DE.

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Drawdown Indicators

EL4F.DED6RQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.08%

-27.29%

-17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-13.83%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-27.29%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.59%

—

—

Current Drawdown

Current decline from peak

-9.07%

-9.65%

+0.58%

Average Drawdown

Average peak-to-trough decline

-8.37%

-5.93%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

4.18%

-0.65%

Volatility

EL4F.DE vs. D6RQ.DE - Volatility Comparison

Deka DAX (ausschüttend) UCITS ETF (EL4F.DE) has a higher volatility of 6.74% compared to Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) at 4.85%. This indicates that EL4F.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

EL4F.DED6RQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.85%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

11.34%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

20.06%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

17.73%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.64%

+0.55%