EL4K.DE vs. D6RQ.DE
EL4K.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both exchange-traded funds - EL4K.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 1-10, while D6RQ.DE is a Large Cap Blend Equities fund tracking the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, EL4K.DE returned -2.03%/yr vs 17.54%/yr for D6RQ.DE. At a 0.06 correlation, their price movements are largely independent. EL4K.DE charges 0.15%/yr vs 0.25%/yr for D6RQ.DE.
Performance
EL4K.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4K.DE achieves a 0.05% return, which is significantly lower than D6RQ.DE's 14.41% return.
EL4K.DE
- 1D
- 0.01%
- 1M
- -0.03%
- YTD
- 0.05%
- 6M
- 0.07%
- 1Y
- 0.71%
- 3Y*
- 2.63%
- 5Y*
- -2.03%
- 10Y*
- -0.25%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
EL4K.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 0.05% | 1.88% | 1.40% | 7.39% | -18.12% | -2.54% | 1.97% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between EL4K.DE and D6RQ.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.06 |
The correlation between EL4K.DE and D6RQ.DE shifts across timeframes, from 0.06 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4K.DE vs. D6RQ.DE — Risk / Return Rank
EL4K.DE
D6RQ.DE
EL4K.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.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.
| EL4K.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.39 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.69 | -2.58 |
| Martin ratioReturn relative to average drawdown | 0.33 | 7.85 | -7.52 |
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
| EL4K.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 2.23 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.97 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.09 | -0.71 |
Drawdowns
EL4K.DE vs. D6RQ.DE - Drawdown Comparison
The maximum EL4K.DE drawdown since its inception was -21.22%, smaller than the maximum D6RQ.DE drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for EL4K.DE and D6RQ.DE.
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Drawdown Indicators
| EL4K.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -27.29% | +6.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -12.28% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -27.29% | +23.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.02% | -27.29% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -21.22% | — | — |
Current DrawdownCurrent decline from peak | -11.77% | -0.84% | -10.93% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -5.82% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 4.22% | -3.00% |
Volatility
EL4K.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) is 1.56%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that EL4K.DE experiences smaller price fluctuations and is considered to be less risky 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
| EL4K.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 4.06% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 10.35% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 14.84% | -10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 17.79% | -11.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 17.56% | -12.44% |
EL4K.DE vs. D6RQ.DE - Expense Ratio Comparison
EL4K.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%.
Dividends
EL4K.DE vs. D6RQ.DE - Dividend Comparison
EL4K.DE's dividend yield for the trailing twelve months is around 2.52%, more than D6RQ.DE's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 2.52% | 1.58% | 1.25% | 1.24% | 0.56% | 0.60% | 0.67% | 0.89% | 0.81% | 1.90% | 1.92% | 2.45% |
Frequently Asked Questions
EL4K.DE and D6RQ.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4K.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4K.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for D6RQ.DE.
EL4K.DE is categorized as European Government Bonds, while D6RQ.DE is Large Cap Blend Equities. EL4K.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. Their fees differ too: 0.15% for EL4K.DE and 0.25% for D6RQ.DE.
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