EL4M.DE vs. D6RD.DE
EL4M.DE (Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - EL4M.DE is a European Government Bonds fund tracking the iBoxx® EUR Liquid Sovereigns Diversified 3-5, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, EL4M.DE returned 2.75%/yr vs 9.84%/yr for D6RD.DE. At a 0.16 correlation, their price movements are largely independent. EL4M.DE charges 0.15%/yr vs 0.55%/yr for D6RD.DE.
Performance
EL4M.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4M.DE achieves a -0.10% return, which is significantly lower than D6RD.DE's 48.10% return.
EL4M.DE
- 1D
- 0.08%
- 1M
- 0.06%
- YTD
- -0.10%
- 6M
- -0.01%
- 1Y
- 0.69%
- 3Y*
- 2.75%
- 5Y*
- -0.53%
- 10Y*
- -0.03%
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
EL4M.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | -0.10% | 2.42% | 2.21% | 5.36% | -5.59% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
Correlation
The correlation between EL4M.DE and D6RD.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.16 |
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Return for Risk
EL4M.DE vs. D6RD.DE — Risk / Return Rank
EL4M.DE
D6RD.DE
EL4M.DE vs. D6RD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) and Deka Future Energy ESG UCITS ETF (D6RD.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.
| EL4M.DE | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.70 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.58 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 11.04 | -10.90 |
| Martin ratioReturn relative to average drawdown | 0.39 | 39.49 | -39.10 |
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
| EL4M.DE | D6RD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 3.82 | -3.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.20 | +0.27 |
Drawdowns
EL4M.DE vs. D6RD.DE - Drawdown Comparison
The maximum EL4M.DE drawdown since its inception was -13.53%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for EL4M.DE and D6RD.DE.
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Drawdown Indicators
| EL4M.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -59.57% | +46.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -8.91% | +6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -45.63% | +43.00% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | — | — |
Current DrawdownCurrent decline from peak | -3.72% | -2.87% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -35.16% | +32.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.49% | -1.54% |
Volatility
EL4M.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) is 1.19%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that EL4M.DE experiences smaller price fluctuations and is considered to be less risky than D6RD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4M.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 10.63% | -9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 18.24% | -15.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.99% | 25.71% | -22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 26.13% | -22.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 26.13% | -23.00% |
EL4M.DE vs. D6RD.DE - Expense Ratio Comparison
EL4M.DE has a 0.15% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
EL4M.DE vs. D6RD.DE - Dividend Comparison
EL4M.DE's dividend yield for the trailing twelve months is around 2.17%, more than D6RD.DE's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | 2.17% | 2.76% | 1.93% | 1.89% | 0.55% | 0.79% | 1.06% | 1.41% | 1.08% | 2.12% | 1.66% | 1.83% |
Frequently Asked Questions
EL4M.DE and D6RD.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4M.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4M.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for D6RD.DE.
EL4M.DE is categorized as European Government Bonds, while D6RD.DE is Energy Equities. EL4M.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 3-5, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.15% for EL4M.DE and 0.55% for D6RD.DE.
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