EL4Q.DE vs. D6RD.DE
EL4Q.DE (Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - EL4Q.DE is a European Government Bonds fund tracking the iBoxx EUR Liquid Sovereign Diversified 10+ Index, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, EL4Q.DE returned -0.02%/yr vs 6.35%/yr for D6RD.DE. At a 0.19 correlation, their price movements are largely independent. EL4Q.DE charges 0.15%/yr vs 0.55%/yr for D6RD.DE.
Performance
EL4Q.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Q.DE achieves a -0.80% return, which is significantly lower than D6RD.DE's 26.22% return.
EL4Q.DE
- 1D
- -0.38%
- 1M
- -1.97%
- 6M
- -1.68%
- YTD
- -0.80%
- 1Y
- -0.76%
- 3Y*
- -0.02%
- 5Y*
- -8.69%
- 10Y*
- -2.50%
D6RD.DE
- 1D
- 0.00%
- 1M
- -8.43%
- 6M
- 22.41%
- YTD
- 26.22%
- 1Y
- 59.62%
- 3Y*
- 6.35%
- 5Y*
- —
- 10Y*
- —
EL4Q.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | -0.80% | -4.72% | -1.64% | 9.77% | -13.75% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 26.22% | 24.03% | -13.45% | -18.15% | -4.74% |
Correlation
The correlation between EL4Q.DE and D6RD.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2022 | 0.19 |
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Return for Risk
EL4Q.DE vs. D6RD.DE — Risk / Return Rank
EL4Q.DE
D6RD.DE
EL4Q.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 10+ UCITS ETF (EL4Q.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.
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.
| EL4Q.DE | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 3.28 | -3.40 |
| Martin ratioReturn relative to average drawdown | -0.23 | 12.45 | -12.68 |
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Drawdowns
EL4Q.DE vs. D6RD.DE - Drawdown Comparison
The maximum EL4Q.DE drawdown since its inception was -47.27%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for EL4Q.DE and D6RD.DE.
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Drawdown Indicators
| EL4Q.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.27% | -59.57% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | -18.07% | +12.41% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -44.11% | +31.09% |
Max Drawdown (5Y)Largest decline over 5 years | -45.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.27% | — | — |
Current DrawdownCurrent decline from peak | -40.57% | -17.22% | -23.35% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -34.25% | +20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 4.78% | -2.03% |
Volatility
EL4Q.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF (EL4Q.DE) is 2.32%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.71%. This indicates that EL4Q.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
| EL4Q.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 10.71% | -8.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 21.94% | -15.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 27.82% | -19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 26.53% | -11.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.57% | 26.53% | -13.96% |
EL4Q.DE vs. D6RD.DE - Expense Ratio Comparison
EL4Q.DE has a 0.15% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
EL4Q.DE vs. D6RD.DE - Dividend Comparison
EL4Q.DE's dividend yield for the trailing twelve months is around 3.29%, more than D6RD.DE's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.24% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4Q.DE Deka iBoxx EUR Liquid Sovereign Diversified 10+ UCITS ETF | 3.29% | 2.65% | 1.77% | 1.93% | 1.40% | 1.18% | 1.30% | 1.67% | 1.49% | 2.64% | 2.40% | 2.69% |
Frequently Asked Questions
EL4Q.DE and D6RD.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Q.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Q.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for D6RD.DE.
EL4Q.DE is categorized as European Government Bonds, while D6RD.DE is Energy Equities. EL4Q.DE tracks iBoxx EUR Liquid Sovereign Diversified 10+ Index, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.15% for EL4Q.DE and 0.55% for D6RD.DE.
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